/*
* 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);
}
}
}