QuantConnect.Orders.Fills.ImmediateFillModel Class Reference
Represents the default fill model used to simulate order fills More...
Inheritance diagram for QuantConnect.Orders.Fills.ImmediateFillModel:
Additional Inherited Members | |
 Public Member Functions inherited from QuantConnect.Orders.Fills.FillModel | |
| void | SetPythonWrapper (FillModelPythonWrapper pythonWrapper) |
| Used to set the FillModelPythonWrapper instance if any More... | |
| virtual Fill | Fill (FillModelParameters parameters) |
| Return an order event with the fill details More... | |
| virtual List< OrderEvent > | ComboMarketFill (Order order, FillModelParameters parameters) |
| Default combo market fill model for the base security class. Fills at the last traded price for each leg. More... | |
| virtual List< OrderEvent > | ComboLimitFill (Order order, FillModelParameters parameters) |
| Default combo limit fill model for the base security class. Fills at the sum of prices for the assets of every leg. More... | |
| virtual List< OrderEvent > | ComboLegLimitFill (Order order, FillModelParameters parameters) |
| Default combo limit fill model for the base security class. Fills at the limit price for each leg More... | |
| virtual OrderEvent | MarketFill (Security asset, MarketOrder order) |
| Default market fill model for the base security class. Fills at the last traded price. More... | |
| virtual OrderEvent | StopMarketFill (Security asset, StopMarketOrder order) |
| Default stop fill model implementation in base class security. (Stop Market Order Type) More... | |
| virtual OrderEvent | TrailingStopFill (Security asset, TrailingStopOrder order) |
| Default trailing stop fill model implementation in base class security. (Trailing Stop Order Type) More... | |
| virtual OrderEvent | StopLimitFill (Security asset, StopLimitOrder order) |
| Default stop limit fill model implementation in base class security. (Stop Limit Order Type) More... | |
| virtual OrderEvent | LimitIfTouchedFill (Security asset, LimitIfTouchedOrder order) |
| Default limit if touched fill model implementation in base class security. (Limit If Touched Order Type) More... | |
| virtual OrderEvent | LimitFill (Security asset, LimitOrder order) |
| Default limit order fill model in the base security class. More... | |
| virtual OrderEvent | MarketOnOpenFill (Security asset, MarketOnOpenOrder order) |
| Market on Open Fill Model. Return an order event with the fill details More... | |
| virtual OrderEvent | MarketOnCloseFill (Security asset, MarketOnCloseOrder order) |
| Market on Close Fill Model. Return an order event with the fill details More... | |
| Protected Member Functions inherited from QuantConnect.Orders.Fills.FillModel | |
| virtual HashSet< Type > | GetSubscribedTypes (Security asset) |
| Get data types the Security is subscribed to More... | |
| virtual Prices | GetPricesCheckingPythonWrapper (Security asset, OrderDirection direction) |
| This is required due to a limitation in PythonNet to resolved overriden methods. GetPrices More... | |
| virtual Prices | GetPrices (Security asset, OrderDirection direction) |
| Get the minimum and maximum price for this security in the last bar: More... | |
| virtual bool | IsExchangeOpen (Security asset, bool isExtendedMarketHours) |
| Determines if the exchange is open using the current time of the asset More... | |
| Properties inherited from QuantConnect.Orders.Fills.FillModel | |
| FillModelParameters | Parameters [get, set] |
| The parameters instance to be used by the different XxxxFill() implementations More... | |
| FillModelPythonWrapper | PythonWrapper [get, set] |
| This is required due to a limitation in PythonNet to resolved overriden methods. When Python calls a C# method that calls a method that's overriden in python it won't run the python implementation unless the call is performed through python too. More... | |
Detailed Description
Represents the default fill model used to simulate order fills
Definition at line 21 of file ImmediateFillModel.cs.
The documentation for this class was generated from the following file:
- Common/Orders/Fills/ImmediateFillModel.cs
