Files
quantconnect--lean/Common/Benchmarks/IBenchmark.cs
snugs 78dc208fc7 Make IBenchmark instead of using Func directly
This is in an effort to keep IAlgorithm usable across various languages
2015-10-07 12:46:56 -04:00

33 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.
*/
using System;
namespace QuantConnect.Benchmarks
{
/// <summary>
/// Specifies how to compute a benchmark for an algorithm
/// </summary>
public interface IBenchmark
{
/// <summary>
/// Evaluates this benchmark at the specified time
/// </summary>
/// <param name="time">The time to evaluate the benchmark at</param>
/// <returns>The value of the benchmark at the specified time</returns>
decimal Evaluate(DateTime time);
}
}