QuantConnect.Orders.TimeInForce Class Reference

Time In Force - defines the length of time over which an order will continue working before it is canceled More...

Inheritance diagram for QuantConnect.Orders.TimeInForce:

Public Member Functions
abstract bool	IsOrderExpired (Security security, Order order)
	Checks if an order is expired More...
abstract bool	IsFillValid (Security security, Order order, OrderEvent fill)
	Checks if an order fill is valid More...

Static Public Attributes
static readonly TimeInForce	GoodTilCanceled = new GoodTilCanceledTimeInForce()
	Gets a GoodTilCanceledTimeInForce instance More...
static readonly TimeInForce	Day = new DayTimeInForce()
	Gets a DayTimeInForce instance More...
static Func< DateTime, TimeInForce >	GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry)
	Gets a GoodTilDateTimeInForce instance More...

Detailed Description

Time In Force - defines the length of time over which an order will continue working before it is canceled

Definition at line 28 of file TimeInForce.cs.

Member Function Documentation

IsOrderExpired()

abstract bool QuantConnect.Orders.TimeInForce.IsOrderExpired ( Security  security, Order  order  )

pure virtual

Checks if an order is expired

Parameters

security	The security matching the order
order	The order to be checked

Returns

Returns true if the order has expired, false otherwise

Implements QuantConnect.Interfaces.ITimeInForceHandler.

Implemented in QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce, QuantConnect.Orders.TimeInForces.DayTimeInForce, and QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce.

IsFillValid()

abstract bool QuantConnect.Orders.TimeInForce.IsFillValid ( Security  security, Order  order, OrderEvent  fill  )

pure virtual

Checks if an order fill is valid

Parameters

security	The security matching the order
order	The order to be checked
fill	The order fill to be checked

Returns

Returns true if the order fill can be emitted, false otherwise

Implements QuantConnect.Interfaces.ITimeInForceHandler.

Implemented in QuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce, QuantConnect.Orders.TimeInForces.DayTimeInForce, and QuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce.

Member Data Documentation

GoodTilCanceled

readonly TimeInForce QuantConnect.Orders.TimeInForce.GoodTilCanceled = new GoodTilCanceledTimeInForce()

static

Gets a GoodTilCanceledTimeInForce instance

Definition at line 33 of file TimeInForce.cs.

Day

readonly TimeInForce QuantConnect.Orders.TimeInForce.Day = new DayTimeInForce()

static

Gets a DayTimeInForce instance

Definition at line 38 of file TimeInForce.cs.

GoodTilDate

Func<DateTime, TimeInForce> QuantConnect.Orders.TimeInForce.GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry)

static

Gets a GoodTilDateTimeInForce instance

Definition at line 43 of file TimeInForce.cs.

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

• Common/Orders/TimeInForce.cs