QuantConnect.Securities.AdjustedPriceVariationModel Class Reference

Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted. More...

Inheritance diagram for QuantConnect.Securities.AdjustedPriceVariationModel:

Public Member Functions
virtual decimal	GetMinimumPriceVariation (GetMinimumPriceVariationParameters parameters)
	Get the minimum price variation from a security More...

Detailed Description

Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted.

Definition at line 23 of file AdjustedPriceVariationModel.cs.

Member Function Documentation

GetMinimumPriceVariation()

virtual decimal QuantConnect.Securities.AdjustedPriceVariationModel.GetMinimumPriceVariation ( GetMinimumPriceVariationParameters  parameters )

virtual

Get the minimum price variation from a security

Parameters

parameters

An object containing the method parameters

Returns

Zero

Implements QuantConnect.Securities.IPriceVariationModel.

Definition at line 30 of file AdjustedPriceVariationModel.cs.

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

• Common/Securities/AdjustedPriceVariationModel.cs