/// <summary>
 /// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
 /// for the specified algorithm
 /// </summary>
 /// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
 /// <param name="securitySeeder">An <see cref="ISecuritySeeder"/> used to seed the initial price of the security</param>
 public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
 {
     _brokerageModel = brokerageModel;
     _securitySeeder = securitySeeder;
 }
 /// <summary>
 /// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
 /// for the specified algorithm
 /// </summary>
 /// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
 /// <param name="securitySeeder">An <see cref="ISecuritySeeder"/> used to seed the initial price of the security</param>
 public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
 {
     _brokerageModel = brokerageModel;
     _securitySeeder = securitySeeder;
 }
Beispiel #3
0
 /// <summary>
 /// Initializes a new instance of the <see cref="CustomSecurityInitializer"/> class
 /// with the specified normalization mode
 /// </summary>
 /// <param name="brokerageModel">The brokerage model used to get fill/fee/slippage/settlement models</param>
 /// <param name="securitySeeder">The security seeder to be used</param>
 /// <param name="dataNormalizationMode">The desired data normalization mode</param>
 public CustomSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder, DataNormalizationMode dataNormalizationMode)
     : base(brokerageModel, securitySeeder)
 {
     _dataNormalizationMode = dataNormalizationMode;
 }