QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion Class Reference

Provides an implementation of ICurrencyConversion with a fixed conversion rate More...

Inheritance diagram for QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion:

Public Member Functions
	ConstantCurrencyConversion (string sourceCurrency, string destinationCurrency, decimal conversionRate=1m)
	Initializes a new instance of the ConstantCurrencyConversion class. More...
void	Update ()
	Marks the conversion rate as potentially outdated, needing an update based on the latest data More...

Static Public Member Functions
static ConstantCurrencyConversion	Identity (string sourceCurrency, string destinationCurrency=null)
	Creates a new identity conversion, where the conversion rate is set to 1 and the source and destination currencies might the same More...
static ConstantCurrencyConversion	Null (string sourceCurrency, string destinationCurrency)
	Returns an instance of ConstantCurrencyConversion that represents a null conversion More...

Public Attributes
IEnumerable< Security >	ConversionRateSecurities => Enumerable.Empty<Security>()
	The securities which the conversion rate is based on More...

Properties
string	SourceCurrency [get]
	The currency this conversion converts from More...
string	DestinationCurrency [get]
	The currency this conversion converts to More...
decimal?	ConversionRate [get, set]
	The current conversion rate More...
Properties inherited from QuantConnect.Securities.CurrencyConversion.ICurrencyConversion
string	SourceCurrency [get]
	The currency this conversion converts from More...
string	DestinationCurrency [get]
	The currency this conversion converts to More...
decimal	ConversionRate [get, set]
	The current conversion rate between SourceCurrency and DestinationCurrency More...
IEnumerable< Security >	ConversionRateSecurities [get]
	The securities which the conversion rate is based on More...

Events
EventHandler< decimal >	ConversionRateUpdated
	Event fired when the conversion rate is updated More...
Events inherited from QuantConnect.Securities.CurrencyConversion.ICurrencyConversion
EventHandler< decimal >	ConversionRateUpdated
	Event fired when the conversion rate is updated More...

Detailed Description

Provides an implementation of ICurrencyConversion with a fixed conversion rate

Definition at line 26 of file ConstantCurrencyConversion.cs.

Constructor & Destructor Documentation

ConstantCurrencyConversion()

QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.ConstantCurrencyConversion	(	string	sourceCurrency,
		string	destinationCurrency,
		decimal	conversionRate = 1m
	)

Initializes a new instance of the ConstantCurrencyConversion class.

Parameters

sourceCurrency	The currency this conversion converts from
destinationCurrency	The currency this conversion converts to
conversionRate	The conversion rate between the currencies

Definition at line 76 of file ConstantCurrencyConversion.cs.

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Member Function Documentation

Update()

void QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.Update

(

)

Marks the conversion rate as potentially outdated, needing an update based on the latest data

This conversion is not based on securities, so we don't really need an update

Implements QuantConnect.Securities.CurrencyConversion.ICurrencyConversion.

Definition at line 87 of file ConstantCurrencyConversion.cs.

Identity()

static ConstantCurrencyConversion QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.Identity ( string  sourceCurrency, string  destinationCurrency = null  )

static

Creates a new identity conversion, where the conversion rate is set to 1 and the source and destination currencies might the same

Parameters

sourceCurrency	The currency this conversion converts from
destinationCurrency	The currency this conversion converts to. If null, the destination and source currencies are the same

Returns

The identity currency conversion

Definition at line 97 of file ConstantCurrencyConversion.cs.

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Null()

static ConstantCurrencyConversion QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.Null ( string  sourceCurrency, string  destinationCurrency  )

static

Returns an instance of ConstantCurrencyConversion that represents a null conversion

Definition at line 105 of file ConstantCurrencyConversion.cs.

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Member Data Documentation

ConversionRateSecurities

IEnumerable<Security> QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.ConversionRateSecurities => Enumerable.Empty<Security>()

The securities which the conversion rate is based on

Definition at line 68 of file ConstantCurrencyConversion.cs.

Property Documentation

SourceCurrency

string QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.SourceCurrency

get

The currency this conversion converts from

Definition at line 38 of file ConstantCurrencyConversion.cs.

DestinationCurrency

string QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.DestinationCurrency

get

The currency this conversion converts to

Definition at line 43 of file ConstantCurrencyConversion.cs.

ConversionRate

decimal? QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.ConversionRate

getset

The current conversion rate

Definition at line 49 of file ConstantCurrencyConversion.cs.

Event Documentation

ConversionRateUpdated

EventHandler<decimal> QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion.ConversionRateUpdated

Event fired when the conversion rate is updated

Definition at line 33 of file ConstantCurrencyConversion.cs.

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

• Common/Securities/CurrencyConversion/ConstantCurrencyConversion.cs