wehub-resource-sync
71 lines
2.2 KiB
C#
71 lines
2.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Statistics
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{
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/// <summary>
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/// Direction of a trade
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/// </summary>
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public enum TradeDirection
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{
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/// <summary>
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/// Long direction (0)
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/// </summary>
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Long,
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/// <summary>
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/// Short direction (1)
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/// </summary>
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Short
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}
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/// <summary>
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/// The method used to group order fills into trades
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/// </summary>
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public enum FillGroupingMethod
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{
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/// <summary>
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/// A Trade is defined by a fill that establishes or increases a position and an offsetting fill that reduces the position size (0)
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/// </summary>
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FillToFill,
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/// <summary>
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/// A Trade is defined by a sequence of fills, from a flat position to a non-zero position which may increase or decrease in quantity, and back to a flat position (1)
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/// </summary>
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FlatToFlat,
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/// <summary>
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/// A Trade is defined by a sequence of fills, from a flat position to a non-zero position and an offsetting fill that reduces the position size (2)
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/// </summary>
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FlatToReduced
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}
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/// <summary>
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/// The method used to match offsetting order fills
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/// </summary>
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public enum FillMatchingMethod
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{
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/// <summary>
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/// First In First Out fill matching method (0)
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/// </summary>
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FIFO,
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/// <summary>
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/// Last In Last Out fill matching method (1)
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/// </summary>
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LIFO
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}
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}
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