Lean  $LEAN_TAG$
ISecurityProvider.cs
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
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12  * See the License for the specific language governing permissions and
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14 */
15 
17 {
18  /// <summary>
19  /// Represents a type capable of fetching the holdings for the specified symbol
20  /// </summary>
21  public interface ISecurityProvider
22  {
23  /// <summary>
24  /// Retrieves a summary of the holdings for the specified symbol
25  /// </summary>
26  /// <param name="symbol">The symbol to get holdings for</param>
27  /// <returns>The holdings for the symbol or null if the symbol is invalid and/or not in the portfolio</returns>
28  Security GetSecurity(Symbol symbol);
29  }
30 
31  /// <summary>
32  /// Provides extension methods for the <see cref="ISecurityProvider"/> interface.
33  /// </summary>
34  public static class SecurityProviderExtensions
35  {
36  /// <summary>
37  /// Extension method to return the quantity of holdings, if no holdings are present, then zero is returned.
38  /// </summary>
39  /// <param name="provider">The <see cref="ISecurityProvider"/></param>
40  /// <param name="symbol">The symbol we want holdings quantity for</param>
41  /// <returns>The quantity of holdings for the specified symbol</returns>
42  public static decimal GetHoldingsQuantity(this ISecurityProvider provider, Symbol symbol)
43  {
44  var security = provider.GetSecurity(symbol);
45  return security == null ? 0 : security.Holdings.Quantity;
46  }
47  }
48 }