Lean
$LEAN_TAG$
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Good Til Canceled Time In Force - order does never expires More...
Public Member Functions | |
override bool | IsOrderExpired (Security security, Order order) |
Checks if an order is expired More... | |
override bool | IsFillValid (Security security, Order order, OrderEvent fill) |
Checks if an order fill is valid More... | |
Additional Inherited Members | |
Static Public Attributes inherited from QuantConnect.Orders.TimeInForce | |
static readonly TimeInForce | GoodTilCanceled = new GoodTilCanceledTimeInForce() |
Gets a GoodTilCanceledTimeInForce instance More... | |
static readonly TimeInForce | Day = new DayTimeInForce() |
Gets a DayTimeInForce instance More... | |
static Func< DateTime, TimeInForce > | GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry) |
Gets a GoodTilDateTimeInForce instance More... | |
Good Til Canceled Time In Force - order does never expires
Definition at line 23 of file GoodTilCanceledTimeInForce.cs.
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virtual |
Checks if an order is expired
security | The security matching the order |
order | The order to be checked |
Implements QuantConnect.Orders.TimeInForce.
Definition at line 31 of file GoodTilCanceledTimeInForce.cs.
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virtual |
Checks if an order fill is valid
security | The security matching the order |
order | The order to be checked |
fill | The order fill to be checked |
Implements QuantConnect.Orders.TimeInForce.
Definition at line 43 of file GoodTilCanceledTimeInForce.cs.