/*
* 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 Newtonsoft.Json;
using QuantConnect.Interfaces;
using QuantConnect.Orders.TimeInForces;
using QuantConnect.Securities;
namespace QuantConnect.Orders
{
///
/// Time In Force - defines the length of time over which an order will continue working before it is canceled
///
[JsonConverter(typeof(TimeInForceJsonConverter))]
public abstract class TimeInForce : ITimeInForceHandler
{
///
/// Gets a instance
///
public static readonly TimeInForce GoodTilCanceled = new GoodTilCanceledTimeInForce();
///
/// Gets a instance
///
public static readonly TimeInForce Day = new DayTimeInForce();
///
/// Gets a instance
///
public static Func GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry);
///
/// Checks if an order is expired
///
/// The security matching the order
/// The order to be checked
/// Returns true if the order has expired, false otherwise
public abstract bool IsOrderExpired(Security security, Order order);
///
/// Checks if an order fill is valid
///
/// The security matching the order
/// The order to be checked
/// The order fill to be checked
/// Returns true if the order fill can be emitted, false otherwise
public abstract bool IsFillValid(Security security, Order order, OrderEvent fill);
}
}