QuantConnect.Securities.Interfaces
Classes
| Class | Description |
|---|---|
| IContinuousContractModel | Continuous contract model interface. Interfaces is implemented by different classes... |
| ISecurityDataFilter | Security data filter interface. Defines pattern for the user defined data filter techniques. |
Enumerations
Bases: IntEnum
Enum defines types of possible price adjustments in continuous contract modeling.
FORWARD_ADJUSTED = 0
ForwardAdjusted - new quotes are adjusted as new data comes
BACK_ADJUSTED = 1
BackAdjusted - old quotes are retrospectively adjusted as new data comes