/* * 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.Data; namespace QuantConnect.Securities.Future { /// /// Future specific caching support /// /// Class is virtually empty and scheduled to be made obsolete. Potentially could be used for user data storage. /// public class FutureCache : SecurityCache { /// /// The current settlement price /// public decimal SettlementPrice { get; set; } /// /// Will consume the given data point updating the cache state and it's properties /// /// The data point to process /// True if this data point should be cached by type protected override void ProcessDataPoint(BaseData data, bool cacheByType) { base.ProcessDataPoint(data, cacheByType); SettlementPrice = Price; } } }