/// <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);
}