quant1729
1141cd21e6
Conflicts: Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj Algorithm/QCAlgorithm.cs Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs Common/QuantConnect.csproj Common/Securities/Option/Option.cs Data/equity/usa/factor_files/aapl.csv Data/symbol-properties/symbol-properties-database.csv Engine/DataFeeds/Enumerators/Factories/BaseDataSubscriptionEnumeratorFactory.cs Engine/DataFeeds/Enumerators/Factories/OptionChainUniverseSubscriptionEnumeratorFactory.cs Engine/DataFeeds/SubscriptionDataReader.cs ToolBox/QuantConnect.ToolBox.csproj
35 lines
1.4 KiB
C#
35 lines
1.4 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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using System.Collections.Generic;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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namespace QuantConnect.Brokerages.Backtesting
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{
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/// <summary>
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/// Backtesting Market Simulation interface, that must be implemented by all simulators of market conditions run during backtest
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/// </summary>
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public interface IBacktestingMarketSimulation
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{
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/// <summary>
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/// Method is called by backtesting brokerage to simulate market conditions.
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/// </summary>
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/// <param name="brokerage">Backtesting brokerage instance</param>
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/// <param name="algorithm">Algorithm instance</param>
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void SimulateMarketConditions(IBrokerage brokerage, IAlgorithm algorithm);
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}
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}
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