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QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel Member List

This is the complete list of members for QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel, including all inherited members.

Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets)QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModelvirtual
IsSafeToRemove(QCAlgorithm algorithm, Symbol symbol)QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModelprotectedvirtual
MaximumOrderQuantityPercentVolumeQuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModelvirtual
PriceIsFavorable(SymbolData data, decimal unorderedQuantity)QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModelprotectedvirtual