Creates a benchmark defined by the closing price of a Security instance More...

Inheritance diagram for QuantConnect.Benchmarks.SecurityBenchmark:

Public Member Functions
	SecurityBenchmark (Security security)
	Initializes a new instance of the SecurityBenchmark class More...

decimal	Evaluate (DateTime time)
	Evaluates this benchmark at the specified time in units of the account's currency. More...

Static Public Member Functions
static SecurityBenchmark	CreateInstance (SecurityManager securities, Symbol symbol)
	Helper function that will create a security with the given SecurityManager for a specific symbol and then create a SecurityBenchmark for it More...

Properties
Security	Security `[get]`
	The benchmark security More...

Detailed Description

Creates a benchmark defined by the closing price of a Security instance

Definition at line 26 of file SecurityBenchmark.cs.

Constructor & Destructor Documentation

◆ SecurityBenchmark()

QuantConnect.Benchmarks.SecurityBenchmark.SecurityBenchmark ( Security security )

Initializes a new instance of the SecurityBenchmark class

Definition at line 36 of file SecurityBenchmark.cs.

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Member Function Documentation

◆ Evaluate()

decimal QuantConnect.Benchmarks.SecurityBenchmark.Evaluate ( DateTime time )

Evaluates this benchmark at the specified time in units of the account's currency.

Parameters

time	The time to evaluate the benchmark at

Returns: The value of the benchmark at the specified time in units of the account's currency.

Implements QuantConnect.Benchmarks.IBenchmark.

Definition at line 47 of file SecurityBenchmark.cs.

◆ CreateInstance()

static SecurityBenchmark QuantConnect.Benchmarks.SecurityBenchmark.CreateInstance	(	SecurityManager	securities,
		Symbol	symbol
	)

static

Helper function that will create a security with the given SecurityManager for a specific symbol and then create a SecurityBenchmark for it

Parameters

securities	SecurityService to create the security
symbol	The symbol to create a security benchmark with

Returns: The new SecurityBenchmark

Definition at line 59 of file SecurityBenchmark.cs.

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Property Documentation

◆ Security

Security QuantConnect.Benchmarks.SecurityBenchmark.Security

get

The benchmark security

Definition at line 31 of file SecurityBenchmark.cs.

The documentation for this class was generated from the following file:

Common/Benchmarks/SecurityBenchmark.cs

Public Member Functions

Static Public Member Functions

Properties