/* * 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 QuantConnect.Interfaces; using System; namespace QuantConnect.Commands { /// /// Represents a command that will liquidate the entire algorithm /// public class LiquidateCommand : BaseCommand { /// /// Gets or sets the string ticker symbol /// public string Ticker { get; set; } /// /// Gets or sets the security type of the ticker. /// public SecurityType SecurityType { get; set; } /// /// Gets or sets the market the ticker resides in /// public string Market { get; set; } /// /// Submits orders to liquidate all current holdings in the algorithm /// /// The algorithm to be liquidated public override CommandResultPacket Run(IAlgorithm algorithm) { if (Ticker != null || SecurityType != SecurityType.Base || Market != null) { var symbol = GetSymbol(Ticker, SecurityType, Market); algorithm.Liquidate(symbol); } else { algorithm.Liquidate(); } return new CommandResultPacket(this, true); } } }