/* * 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; namespace QuantConnect.ToolBox.RandomDataGenerator { /// /// Defines a type capable of producing random prices /// /// /// Any parameters referenced as a percentage value are always in 'percent space', meaning 1 is 1%. /// public interface IPriceGenerator { /// /// Generates an asset price /// /// The maximum percent deviation. This value is in percent space, /// so a value of 1m is equal to 1%. /// date used in price calculation /// Returns a new decimal as price public decimal NextValue(decimal maximumPercentDeviation, DateTime referenceDate); /// /// Indicates Price generator warmed up and ready to generate new values /// public bool WarmedUp { get; } } }