snugs
e79e03e28b
When computing order.GetValue(marketPrice) sometimes we want to use the order.Price and other times we want to use security.Price, we want to use order.Price if the order's status is either Filled or PartiallyFilled
77 lines
3.4 KiB
C#
77 lines
3.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Provides extension methods for the <see cref="Order"/> class and for the <see cref="OrderStatus"/> enumeration
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/// </summary>
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public static class OrderExtensions
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{
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/// <summary>
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/// Determines if the specified status is in a closed state.
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is <see cref="OrderStatus.Filled"/>, <see cref="OrderStatus.Canceled"/>, or <see cref="OrderStatus.Invalid"/></returns>
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public static bool IsClosed(this OrderStatus status)
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{
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return status == OrderStatus.Filled
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|| status == OrderStatus.Canceled
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|| status == OrderStatus.Invalid;
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}
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/// <summary>
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/// Determines if the specified status is in an open state.
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is not <see cref="OrderStatus.Filled"/>, <see cref="OrderStatus.Canceled"/>, or <see cref="OrderStatus.Invalid"/></returns>
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public static bool IsOpen(this OrderStatus status)
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{
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return !status.IsClosed();
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}
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/// <summary>
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/// Determines if the specified status is a fill, that is, <see cref="OrderStatus.Filled"/>
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/// order <see cref="OrderStatus.PartiallyFilled"/>
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is <see cref="OrderStatus.Filled"/> or <see cref="OrderStatus.PartiallyFilled"/>, false otherwise</returns>
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public static bool IsFill(this OrderStatus status)
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{
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return status == OrderStatus.Filled || status == OrderStatus.PartiallyFilled;
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}
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/// <summary>
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/// Determines whether or not the specified order is a limit order
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/// </summary>
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/// <param name="orderType">The order to check</param>
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/// <returns>True if the order is a limit order, false otherwise</returns>
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public static bool IsLimitOrder(this OrderType orderType)
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{
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return orderType == OrderType.Limit || orderType == OrderType.StopLimit;
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}
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/// <summary>
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/// Determines whether or not the specified order is a stop order
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/// </summary>
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/// <param name="orderType">The order to check</param>
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/// <returns>True if the order is a stop order, false otherwise</returns>
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public static bool IsStopOrder(this OrderType orderType)
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{
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return orderType == OrderType.StopMarket || orderType == OrderType.StopLimit;
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}
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}
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}
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