/* * 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 QuantConnect.Data.Market; namespace QuantConnect.Orders.Fills { /// /// Prices class used by s /// public class Prices { /// /// End time for these prices /// public DateTime EndTime { get; init; } /// /// Current price /// public decimal Current { get; init; } /// /// Open price /// public decimal Open { get; init; } /// /// High price /// public decimal High { get; init; } /// /// Low price /// public decimal Low { get; init; } /// /// Closing price /// public decimal Close { get; init; } /// /// Create an instance of Prices class with a data bar /// /// Data bar to use for prices public Prices(IBaseDataBar bar) : this(bar.EndTime, bar.Close, bar.Open, bar.High, bar.Low, bar.Close) { } /// /// Create an instance of Prices class with a data bar and end time /// /// The end time for these prices /// Data bar to use for prices public Prices(DateTime endTime, IBar bar) : this(endTime, bar.Close, bar.Open, bar.High, bar.Low, bar.Close) { } /// /// Create a instance of the Prices class with specific values for all prices /// /// The end time for these prices /// Current price /// Open price /// High price /// Low price /// Close price public Prices(DateTime endTime, decimal current, decimal open, decimal high, decimal low, decimal close) { EndTime = endTime; Current = current; Open = open == 0 ? current : open; High = high == 0 ? current : high; Low = low == 0 ? current : low; Close = close == 0 ? current : close; } } }