/* * 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.Collections; using System.Collections.Generic; namespace QuantConnect.Orders.Fills { /// /// Defines a possible result for for a single order /// public class Fill : IEnumerable { private readonly List _orderEvents; /// /// Creates a new instance /// /// The fill order events public Fill(List orderEvents) { _orderEvents = orderEvents; } /// /// Creates a new instance /// /// The fill order event public Fill(OrderEvent orderEvent) { _orderEvents = new() { orderEvent }; } /// /// Returns the order events enumerator /// public IEnumerator GetEnumerator() { return _orderEvents.GetEnumerator(); } IEnumerator IEnumerable.GetEnumerator() { return GetEnumerator(); } } }