Lean
$LEAN_TAG$
InsightDirection.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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using
Newtonsoft.Json;
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using
Newtonsoft.Json.Converters;
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namespace
QuantConnect.Algorithm.Framework.Alphas
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{
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/// <summary>
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/// Specifies the predicted direction for a insight (price/volatility)
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/// </summary>
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[JsonConverter(typeof(StringEnumConverter),
true
)]
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public
enum
InsightDirection
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{
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/// <summary>
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/// The value will go down (-1)
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/// </summary>
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Down
= -1,
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/// <summary>
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/// The value will stay flat (0)
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/// </summary>
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Flat
= 0,
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/// <summary>
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/// The value will go up (1)
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/// </summary>
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Up
= 1
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}
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}
Common
Algorithm
Framework
Alphas
InsightDirection.cs
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