/* * 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; } } }