Lean  $LEAN_TAG$
PortfolioBias.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,
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 namespace QuantConnect.Algorithm.Framework.Portfolio
17 {
18  /// <summary>
19  /// Specifies the bias of the portfolio (Short, Long/Short, Long)
20  /// </summary>
21  public enum PortfolioBias
22  {
23  /// <summary>
24  /// Portfolio can only have short positions (-1)
25  /// </summary>
26  Short = -1,
27 
28  /// <summary>
29  /// Portfolio can have both long and short positions (0)
30  /// </summary>
31  LongShort = 0,
32 
33  /// <summary>
34  /// Portfolio can only have long positions (1)
35  /// </summary>
36  Long = 1
37  }
38 }