/* * 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)); } } }