QuantConnect.Orders.TimeInForces.DayTimeInForce Class Reference
Day Time In Force - order expires at market close More...
Inheritance diagram for QuantConnect.Orders.TimeInForces.DayTimeInForce:
Public Member Functions | |
| override bool | IsOrderExpired (Security security, Order order) |
| Checks if an order is expired More... | |
| override bool | IsFillValid (Security security, Order order, OrderEvent fill) |
| Checks if an order fill is valid More... | |
Additional Inherited Members | |
 Static Public Attributes inherited from QuantConnect.Orders.TimeInForce | |
| 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
Day Time In Force - order expires at market close
Definition at line 24 of file DayTimeInForce.cs.
Member Function Documentation
◆ IsOrderExpired()
|
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.Orders.TimeInForce.
Definition at line 32 of file DayTimeInForce.cs.
◆ IsFillValid()
|
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.Orders.TimeInForce.
Definition at line 89 of file DayTimeInForce.cs.
The documentation for this class was generated from the following file:
- Common/Orders/TimeInForces/DayTimeInForce.cs
