/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using QuantConnect.Securities; namespace QuantConnect.Benchmarks { /// /// Creates a benchmark defined by the closing price of a instance /// public class SecurityBenchmark : IBenchmark { /// /// The benchmark security /// public Security Security { get; } /// /// Initializes a new instance of the class /// public SecurityBenchmark(Security security) { Security = security; } /// /// Evaluates this benchmark at the specified time in units of the account's currency. /// /// The time to evaluate the benchmark at /// The value of the benchmark at the specified time /// in units of the account's currency. public decimal Evaluate(DateTime time) { return Security.Price * Security.QuoteCurrency.ConversionRate; } } }