Lean  $LEAN_TAG$
ApplyFundsSettlementModelParameters.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using QuantConnect.Orders;
17 using System;
18 
20 {
21  /// <summary>
22  /// Helper parameters class for <see cref="ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters)"/>
23  /// </summary>
25  {
26  /// <summary>
27  /// The algorithm portfolio instance
28  /// </summary>
29  public SecurityPortfolioManager Portfolio { get; set; }
30 
31  /// <summary>
32  /// The associated security type
33  /// </summary>
34  public Security Security { get; set; }
35 
36  /// <summary>
37  /// The current Utc time
38  /// </summary>
39  public DateTime UtcTime { get; set; }
40 
41  /// <summary>
42  /// The funds to apply
43  /// </summary>
44  public CashAmount CashAmount { get; set; }
45 
46  /// <summary>
47  /// The associated fill event
48  /// </summary>
49  public OrderEvent Fill { get; set; }
50 
51  /// <summary>
52  /// Creates a new instance
53  /// </summary>
54  /// <param name="portfolio">The algorithm's portfolio</param>
55  /// <param name="security">The fill's security</param>
56  /// <param name="applicationTimeUtc">The fill time (in UTC)</param>
57  /// <param name="cashAmount">The amount to settle</param>
58  /// <param name="fill">The associated fill</param>
59  public ApplyFundsSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, CashAmount cashAmount, OrderEvent fill)
60  {
61  Portfolio = portfolio;
62  Security = security;
63  UtcTime = applicationTimeUtc;
64  CashAmount = cashAmount;
65  Fill = fill;
66  }
67  }
68 }