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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect
{
/// <summary>
/// Basic Template Library Class
/// Library classes are snippets of code you can reuse between projects. They are added to projects on compile. This can be useful for reusing
/// indicators, math components, risk modules etc. If you use a custom namespace make sure you add the correct using statement to the
/// algorithm-user.
/// </summary>
/// <meta name="tag" content="using quantconnect" />
public class BasicTemplateLibrary
{
/*
* To use this library; add its namespace at the top of the page:
* using QuantConnect
*
* Then instantiate the class:
* var btl = new BasicTemplateLibrary();
* btl.Add(1,2)
*/
public int Add(int a, int b)
{
return a + b;
}
public int Subtract(int a, int b)
{
return a - b;
}
}
}
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