Ejemplo n.º 1
0
        /// <summary>
        /// Converts an FXCM order duration to QuantConnect order duration
        /// </summary>
        private static OrderDuration ConvertDuration(ITimeInForce timeInForce)
        {
            if (timeInForce == TimeInForceFactory.GOOD_TILL_CANCEL)
                return OrderDuration.GTC;

            if (timeInForce == TimeInForceFactory.DAY)
                return (OrderDuration)1; //.Day;

            throw new ArgumentOutOfRangeException();
        }