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quantconnect--lean/Common/Securities/GetMinimumPriceVariationParameters.cs
T
2026-07-13 13:02:50 +08:00

46 lines
1.7 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
namespace QuantConnect.Securities
{
/// <summary>
/// Defines the parameters for <see cref="IPriceVariationModel.GetMinimumPriceVariation"/>
/// </summary>
public class GetMinimumPriceVariationParameters
{
/// <summary>
/// Gets the security
/// </summary>
public Security Security { get; }
/// <summary>
/// Gets the reference price to be used for the calculation
/// </summary>
public decimal ReferencePrice { get; }
/// <summary>
/// Initializes a new instance of the <see cref="GetMinimumPriceVariationParameters"/> class
/// </summary>
/// <param name="security">The security</param>
/// <param name="referencePrice">The reference price to be used for the calculation</param>
public GetMinimumPriceVariationParameters(Security security, decimal referencePrice)
{
Security = security;
ReferencePrice = referencePrice;
}
}
}