Files
quantconnect--lean/Common/Algorithm/Framework/Portfolio/IPortfolioTarget.cs
Michael Handschuh 24cebd2aa1 Move signal/target data structures to common
Since these are really just data structures they belon in the common library. Also,
it stands to reason that we'll want to reuse them in other components, such as the
result handler.
2017-12-08 10:07:54 -05:00

34 lines
1.2 KiB
C#

/*
* 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.
*/
namespace QuantConnect.Algorithm.Framework.Portfolio
{
/// <summary>
/// Represents a portfolio target. This may be a percentage of total portfolio value
/// or it may be a fixed number of shares.
/// </summary>
public interface IPortfolioTarget
{
/// <summary>
/// Gets the symbol of this target
/// </summary>
Symbol Symbol { get; }
/// <summary>
/// Gets the quantity of this symbol the algorithm should hold
/// </summary>
decimal Quantity { get; }
}
}