Lean  $LEAN_TAG$
ScanSettlementModelParameters.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
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9  * Unless required by applicable law or agreed to in writing, software
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
17 
19 {
20  /// <summary>
21  /// The settlement model <see cref="ISettlementModel.Scan(ScanSettlementModelParameters)"/> parameters
22  /// </summary>
24  {
25  /// <summary>
26  /// The algorithm portfolio instance
27  /// </summary>
28  public SecurityPortfolioManager Portfolio { get; set; }
29 
30  /// <summary>
31  /// The associated security type
32  /// </summary>
33  public Security Security { get; set; }
34 
35  /// <summary>
36  /// The current Utc time
37  /// </summary>
38  public DateTime UtcTime { get; set; }
39 
40  /// <summary>
41  /// Creates a new instance
42  /// </summary>
43  /// <param name="portfolio">The algorithm portfolio</param>
44  /// <param name="security">The associated security type</param>
45  /// <param name="timeUtc">The current utc time</param>
46  public ScanSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime timeUtc)
47  {
48  Portfolio = portfolio;
49  Security = security;
50  UtcTime = timeUtc;
51  }
52  }
53 }