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Good Til Date Time In Force - order expires and will be cancelled on a fixed date/time More...
Public Member Functions | |
GoodTilDateTimeInForce (DateTime expiry) | |
Initializes a new instance of the GoodTilDateTimeInForce class More... | |
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... | |
DateTime | GetForexOrderExpiryDateTime (Order order) |
Returns the expiry date and time (UTC) for a Forex order More... | |
Properties | |
DateTime | Expiry [get] |
The date/time on which the order will expire and will be cancelled 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 Date Time In Force - order expires and will be cancelled on a fixed date/time
Definition at line 24 of file GoodTilDateTimeInForce.cs.
QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce.GoodTilDateTimeInForce | ( | DateTime | expiry | ) |
Initializes a new instance of the GoodTilDateTimeInForce class
Definition at line 43 of file GoodTilDateTimeInForce.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 54 of file GoodTilDateTimeInForce.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 98 of file GoodTilDateTimeInForce.cs.
DateTime QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce.GetForexOrderExpiryDateTime | ( | Order | order | ) |
Returns the expiry date and time (UTC) for a Forex order
Definition at line 106 of file GoodTilDateTimeInForce.cs.
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get |
The date/time on which the order will expire and will be cancelled
The private set is required for JSON deserialization
Definition at line 30 of file GoodTilDateTimeInForce.cs.