QuantConnect.Securities.SecurityPortfolioModel Class Reference

Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types. More...

Inheritance diagram for QuantConnect.Securities.SecurityPortfolioModel:

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

Detailed Description

Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types.

Definition at line 28 of file SecurityPortfolioModel.cs.

Member Function Documentation

ProcessFill()

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

virtual

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

Implements QuantConnect.Securities.ISecurityPortfolioModel.

Reimplemented in QuantConnect.Securities.Option.OptionPortfolioModel.

Definition at line 36 of file SecurityPortfolioModel.cs.

Here is the call graph for this function:

---

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

• Common/Securities/SecurityPortfolioModel.cs