Lean
$LEAN_TAG$
FillForwardResolutionChangedEvent.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using
System;
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namespace
QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Helper class for fill forward resolution change events
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/// </summary>
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public
class
FillForwardResolutionChangedEvent
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{
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/// <summary>
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/// The old fill forward time span
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/// </summary>
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public
TimeSpan
Old
{
get
;
set
; }
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/// <summary>
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/// The new fill forward time span
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/// </summary>
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public
TimeSpan
New
{
get
;
set
; }
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}
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}
Engine
DataFeeds
FillForwardResolutionChangedEvent.cs
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