QuantConnect.Securities.ISecurityPortfolioModel Interface Reference

Performs order fill application to portfolio More...

Inheritance diagram for QuantConnect.Securities.ISecurityPortfolioModel:

Public Member Functions
void	ProcessFill (SecurityPortfolioManager portfolio, Security security, OrderEvent fill)
	Performs application of an OrderEvent to the portfolio More...

Detailed Description

Performs order fill application to portfolio

Definition at line 23 of file ISecurityPortfolioModel.cs.

Member Function Documentation

ProcessFill()

void QuantConnect.Securities.ISecurityPortfolioModel.ProcessFill	(	SecurityPortfolioManager	portfolio,
		Security	security,
		OrderEvent	fill
	)

Performs application of an OrderEvent to the portfolio

Parameters

portfolio	The algorithm's portfolio
security	The fill's security
fill	The order event fill object to be applied

Implemented in QuantConnect.Securities.SecurityPortfolioModel, and QuantConnect.Securities.Option.OptionPortfolioModel.

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

• Common/Securities/ISecurityPortfolioModel.cs