/*
* 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; }
}
}