/// <summary> /// Update market price of this Security /// </summary> /// <param name="data">Data to pull price from</param> protected virtual void UpdateConsumersMarketPrice(BaseData data) { if (data is OpenInterest || data.Price == 0m) { return; } Holdings.UpdateMarketPrice(Price); VolatilityModel.Update(this, data); }
/// <summary> /// Update any security properties based on the latest market data and time /// </summary> /// <param name="data">New data packet from LEAN</param> public void SetMarketPrice(BaseData data) { //Add new point to cache: if (data == null) { return; } Cache.AddData(data); Holdings.UpdateMarketPrice(Price); VolatilityModel.Update(this, data); }