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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