QuantConnect.Interfaces.ITimeInForceHandler Interface Reference

Handles the time in force for an order More...

Inheritance diagram for QuantConnect.Interfaces.ITimeInForceHandler:

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

Detailed Description

Handles the time in force for an order

Definition at line 24 of file ITimeInForceHandler.cs.

Member Function Documentation

IsOrderExpired()

bool QuantConnect.Interfaces.ITimeInForceHandler.IsOrderExpired	(	Security	security,
		Order	order
	)

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

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

IsFillValid()

bool QuantConnect.Interfaces.ITimeInForceHandler.IsFillValid	(	Security	security,
		Order	order,
		OrderEvent	fill
	)

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

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

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

• Common/Interfaces/ITimeInForceHandler.cs