Prices
QuantConnect.Orders.Fills.Prices
Prices(bar: IBaseDataBar)
Prices(end_time: Union[datetime, date], bar: IBar)
Prices(
end_time: Union[datetime, date],
current: float,
open: float,
high: float,
low: float,
close: float,
)
Bases: Object
Prices class used by IFillModels
Signature descriptions:
-
Create an instance of Prices class with a data bar
-
Create an instance of Prices class with a data bar and end time
-
Create a instance of the Prices class with specific values for all prices
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
bar
|
Optional[IBaseDataBar | IBar]
|
Data bar to use for prices |
None
|
end_time
|
Optional[Union[datetime, date]]
|
The end time for these prices |
None
|
current
|
Optional[float]
|
Current price |
None
|
open
|
Optional[float]
|
Open price |
None
|
high
|
Optional[float]
|
High price |
None
|
low
|
Optional[float]
|
Low price |
None
|
close
|
Optional[float]
|
Close price |
None
|
end_time
end_time: datetime
End time for these prices
current
current: float
Current price
open
open: float
Open price
high
high: float
High price
low
low: float
Low price
close
close: float
Closing price