/*
* 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.Orders;
using System;
namespace QuantConnect.Securities
{
///
/// Helper parameters class for
///
public class ApplyFundsSettlementModelParameters
{
///
/// The algorithm portfolio instance
///
public SecurityPortfolioManager Portfolio { get; set; }
///
/// The associated security type
///
public Security Security { get; set; }
///
/// The current Utc time
///
public DateTime UtcTime { get; set; }
///
/// The funds to apply
///
public CashAmount CashAmount { get; set; }
///
/// The associated fill event
///
public OrderEvent Fill { get; set; }
///
/// Creates a new instance
///
/// The algorithm's portfolio
/// The fill's security
/// The fill time (in UTC)
/// The amount to settle
/// The associated fill
public ApplyFundsSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, CashAmount cashAmount, OrderEvent fill)
{
Portfolio = portfolio;
Security = security;
UtcTime = applicationTimeUtc;
CashAmount = cashAmount;
Fill = fill;
}
}
}