/*
* 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.
*/
using System;
using System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Securities;
namespace QuantConnect.Benchmarks
{
///
/// Creates a benchmark defined by the closing price of a instance
///
public class SecurityBenchmark : IBenchmark
{
///
/// The benchmark security
///
public Security Security { get; }
///
/// Initializes a new instance of the class
///
public SecurityBenchmark(Security security)
{
Security = security;
}
///
/// Evaluates this benchmark at the specified time in units of the account's currency.
///
/// The time to evaluate the benchmark at
/// The value of the benchmark at the specified time
/// in units of the account's currency.
public decimal Evaluate(DateTime time)
{
return Security.Price * Security.QuoteCurrency.ConversionRate;
}
///
/// Helper function that will create a security with the given SecurityManager
/// for a specific symbol and then create a SecurityBenchmark for it
///
/// SecurityService to create the security
/// The symbol to create a security benchmark with
/// The new SecurityBenchmark
public static SecurityBenchmark CreateInstance(SecurityManager securities, Symbol symbol)
{
return new SecurityBenchmark(securities.CreateBenchmarkSecurity(symbol));
}
}
}