Lean  $LEAN_TAG$
SecurityBenchmark.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 System;
17 using System.Collections.Generic;
18 using QuantConnect.Data;
20 
22 {
23  /// <summary>
24  /// Creates a benchmark defined by the closing price of a <see cref="Security"/> instance
25  /// </summary>
27  {
28  /// <summary>
29  /// The benchmark security
30  /// </summary>
31  public Security Security { get; }
32 
33  /// <summary>
34  /// Initializes a new instance of the <see cref="SecurityBenchmark"/> class
35  /// </summary>
36  public SecurityBenchmark(Security security)
37  {
38  Security = security;
39  }
40 
41  /// <summary>
42  /// Evaluates this benchmark at the specified time in units of the account's currency.
43  /// </summary>
44  /// <param name="time">The time to evaluate the benchmark at</param>
45  /// <returns>The value of the benchmark at the specified time
46  /// in units of the account's currency.</returns>
47  public decimal Evaluate(DateTime time)
48  {
50  }
51 
52  /// <summary>
53  /// Helper function that will create a security with the given SecurityManager
54  /// for a specific symbol and then create a SecurityBenchmark for it
55  /// </summary>
56  /// <param name="securities">SecurityService to create the security</param>
57  /// <param name="symbol">The symbol to create a security benchmark with</param>
58  /// <returns>The new SecurityBenchmark</returns>
59  public static SecurityBenchmark CreateInstance(SecurityManager securities, Symbol symbol)
60  {
61  return new SecurityBenchmark(securities.CreateBenchmarkSecurity(symbol));
62  }
63  }
64 }