/*
 * 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.
*/

namespace QuantConnect.Data.Market
{
    /// <summary>
    /// The type of the RenkoBar being created.
    /// Used by RenkoConsolidator, ClassicRenkoConsolidator and VolumeRenkoConsolidator
    /// </summary>
    /// <remarks>Classic implementation was not entirely accurate for Renko consolidator
    /// so we have replaced it with a new implementation and maintain the classic
    /// for backwards compatibility and comparison.</remarks>
    public enum RenkoType
    {
        /// <summary>
        /// Indicates that the RenkoConsolidator works in its
        /// original implementation; Specifically:
        /// - It only returns a single bar, at most, irrespective of tick movement
        /// - It will emit consecutive bars side by side
        /// - By default even bars are created 
        /// (0)
        /// </summary>
        /// <remarks>the Classic mode has only been retained for
        /// backwards compatibility with existing code.</remarks>
        Classic,

        /// <summary>
        /// Indicates that the RenkoConsolidator works properly;
        /// Specifically:
        /// - returns zero or more bars per tick, as appropriate.
        /// - Will not emit consecutive bars side by side
        /// - Creates 
        /// (1)
        /// </summary>
        Wicked
    }
}