Lean  $LEAN_TAG$
InsightDirection.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using Newtonsoft.Json;
17 using Newtonsoft.Json.Converters;
18 
19 namespace QuantConnect.Algorithm.Framework.Alphas
20 {
21  /// <summary>
22  /// Specifies the predicted direction for a insight (price/volatility)
23  /// </summary>
24  [JsonConverter(typeof(StringEnumConverter), true)]
25  public enum InsightDirection
26  {
27  /// <summary>
28  /// The value will go down (-1)
29  /// </summary>
30  Down = -1,
31 
32  /// <summary>
33  /// The value will stay flat (0)
34  /// </summary>
35  Flat = 0,
36 
37  /// <summary>
38  /// The value will go up (1)
39  /// </summary>
40  Up = 1
41  }
42 }