Ejemplo n.º 1
0
 /// <summary>
 /// Temporary convenience constructor
 /// </summary>
 protected Security(SubscriptionDataConfig config,
                    Cash quoteCurrency,
                    SymbolProperties symbolProperties,
                    SecurityExchange exchange,
                    SecurityCache cache,
                    ISecurityPortfolioModel portfolioModel,
                    IFillModel fillModel,
                    IFeeModel feeModel,
                    ISlippageModel slippageModel,
                    ISettlementModel settlementModel,
                    IVolatilityModel volatilityModel,
                    ISecurityMarginModel marginModel,
                    ISecurityDataFilter dataFilter,
                    IPriceVariationModel priceVariationModel
                    )
     : this(config.Symbol,
            quoteCurrency,
            symbolProperties,
            exchange,
            cache,
            portfolioModel,
            fillModel,
            feeModel,
            slippageModel,
            settlementModel,
            volatilityModel,
            marginModel,
            dataFilter,
            priceVariationModel
            )
 {
     SubscriptionsBag.Add(config);
 }
Ejemplo n.º 2
0
        /******************************************************** 
        * CONSTRUCTOR DEFINITION
        *********************************************************/

        /// <summary>
        /// Create a new holding class instance setting the initial properties to $0.
        /// </summary>
        /// <param name="security">The security being held</param>
        /// <param name="transactionModel">The transaction model used for the security</param>
        /// <param name="marginModel">The margin model used for the security</param>
        public SecurityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
        {
            _security = security;
            TransactionModel = transactionModel;
            MarginModel = marginModel;
            //Total Sales Volume for the day
            _totalSaleVolume = 0;
            _lastTradeProfit = 0;
        }
Ejemplo n.º 3
0
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        protected Security(Symbol symbol,
                           Cash quoteCurrency,
                           SymbolProperties symbolProperties,
                           SecurityExchange exchange,
                           SecurityCache cache,
                           ISecurityPortfolioModel portfolioModel,
                           IFillModel fillModel,
                           IFeeModel feeModel,
                           ISlippageModel slippageModel,
                           ISettlementModel settlementModel,
                           IVolatilityModel volatilityModel,
                           ISecurityMarginModel marginModel,
                           ISecurityDataFilter dataFilter,
                           IPriceVariationModel priceVariationModel
                           )
        {
            if (symbolProperties == null)
            {
                throw new ArgumentNullException("symbolProperties", "Security requires a valid SymbolProperties instance.");
            }

            if (symbolProperties.QuoteCurrency != quoteCurrency.Symbol)
            {
                throw new ArgumentException("symbolProperties.QuoteCurrency must match the quoteCurrency.Symbol");
            }

            Symbol              = symbol;
            SubscriptionsBag    = new ConcurrentBag <SubscriptionDataConfig>();
            QuoteCurrency       = quoteCurrency;
            SymbolProperties    = symbolProperties;
            IsTradable          = true;
            Cache               = cache;
            Exchange            = exchange;
            DataFilter          = dataFilter;
            PriceVariationModel = priceVariationModel;
            PortfolioModel      = portfolioModel;
            MarginModel         = marginModel;
            FillModel           = fillModel;
            FeeModel            = feeModel;
            SlippageModel       = slippageModel;
            SettlementModel     = settlementModel;
            VolatilityModel     = volatilityModel;
            Holdings            = new SecurityHolding(this);

            UpdateSubscriptionProperties();
        }
Ejemplo n.º 4
0
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        protected Security(SubscriptionDataConfig config,
                           Cash quoteCurrency,
                           SymbolProperties symbolProperties,
                           SecurityExchange exchange,
                           SecurityCache cache,
                           ISecurityPortfolioModel portfolioModel,
                           IFillModel fillModel,
                           IFeeModel feeModel,
                           ISlippageModel slippageModel,
                           ISettlementModel settlementModel,
                           IVolatilityModel volatilityModel,
                           ISecurityMarginModel marginModel,
                           ISecurityDataFilter dataFilter
                           )
        {
            if (symbolProperties == null)
            {
                throw new ArgumentNullException("symbolProperties", "Security requires a valid SymbolProperties instance.");
            }

            if (symbolProperties.QuoteCurrency != quoteCurrency.Symbol)
            {
                throw new ArgumentException("symbolProperties.QuoteCurrency must match the quoteCurrency.Symbol");
            }

            _config          = config;
            QuoteCurrency    = quoteCurrency;
            SymbolProperties = symbolProperties;
            IsTradable       = !config.IsInternalFeed;
            Cache            = cache;
            Exchange         = exchange;
            DataFilter       = dataFilter;
            PortfolioModel   = portfolioModel;
            MarginModel      = marginModel;
            FillModel        = fillModel;
            FeeModel         = feeModel;
            SlippageModel    = slippageModel;
            SettlementModel  = settlementModel;
            VolatilityModel  = volatilityModel;
            Holdings         = new SecurityHolding(this);
        }
Ejemplo n.º 5
0
 /// <summary>
 /// Construct a new security vehicle based on the user options.
 /// </summary>
 protected Security(SubscriptionDataConfig config,
                    SecurityExchange exchange,
                    SecurityCache cache,
                    ISecurityPortfolioModel portfolioModel,
                    IFillModel fillModel,
                    IFeeModel feeModel,
                    ISlippageModel slippageModel,
                    ISettlementModel settlementModel,
                    ISecurityMarginModel marginModel,
                    ISecurityDataFilter dataFilter
                    )
 {
     _config         = config;
     Cache           = cache;
     Exchange        = exchange;
     DataFilter      = dataFilter;
     PortfolioModel  = portfolioModel;
     MarginModel     = marginModel;
     FillModel       = fillModel;
     FeeModel        = feeModel;
     SlippageModel   = slippageModel;
     SettlementModel = settlementModel;
     Holdings        = new SecurityHolding(this);
 }
Ejemplo n.º 6
0
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        protected Security(SubscriptionDataConfig config,
            Cash quoteCurrency,
            SymbolProperties symbolProperties,
            SecurityExchange exchange,
            SecurityCache cache,
            ISecurityPortfolioModel portfolioModel,
            IFillModel fillModel,
            IFeeModel feeModel,
            ISlippageModel slippageModel,
            ISettlementModel settlementModel,
            ISecurityMarginModel marginModel,
            ISecurityDataFilter dataFilter
            )
        {

            if (symbolProperties == null)
            {
                throw new ArgumentNullException("symbolProperties", "Security requires a valid SymbolProperties instance.");
            }

            if (symbolProperties.QuoteCurrency != quoteCurrency.Symbol)
            {
                throw new ArgumentException("symbolProperties.QuoteCurrency must match the quoteCurrency.Symbol");
            }

            _config = config;
            QuoteCurrency = quoteCurrency;
            SymbolProperties = symbolProperties;
            Cache = cache;
            Exchange = exchange;
            DataFilter = dataFilter;
            PortfolioModel = portfolioModel;
            MarginModel = marginModel;
            FillModel = fillModel;
            FeeModel = feeModel;
            SlippageModel = slippageModel;
            SettlementModel = settlementModel;
            Holdings = new SecurityHolding(this);
        }
Ejemplo n.º 7
0
 /// <summary>
 /// Constructor for equities holdings.
 /// </summary>
 /// <param name="security">The security being held</param>
 /// <param name="transactionModel">The transaction model used for the security</param>
 /// <param name="marginModel">The margin model used for the security</param>
 public EquityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
     : base(security)
 {
 }
Ejemplo n.º 8
0
        /********************************************************
         * CLASS VARIABLES
         *********************************************************/

        /********************************************************
         * CONSTRUCTOR/DELEGATE DEFINITIONS
         *********************************************************/

        /// <summary>
        /// Constructor for equities holdings.
        /// </summary>
        /// <param name="security">The security being held</param>
        /// <param name="transactionModel">The transaction model used for the security</param>
        /// <param name="marginModel">The margin model used for the security</param>
        public EquityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
            : base(security)
        {
        }
Ejemplo n.º 9
0
 /// <summary>
 /// Forex Holding Class
 /// </summary>
 /// <param name="security">The forex security being held</param>
 /// <param name="transactionModel">The transaction model used for the security</param>
 /// <param name="marginModel">The margin model used for the security</param>
 public ForexHolding(Forex security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
     : base(security)
 {
     _forex = security;
 }
Ejemplo n.º 10
0
 /// <summary>
 /// Temporary convenience constructor
 /// </summary>
 protected Security(SubscriptionDataConfig config,
     Cash quoteCurrency,
     SymbolProperties symbolProperties,
     SecurityExchange exchange,
     SecurityCache cache,
     ISecurityPortfolioModel portfolioModel,
     IFillModel fillModel,
     IFeeModel feeModel,
     ISlippageModel slippageModel,
     ISettlementModel settlementModel,
     IVolatilityModel volatilityModel,
     ISecurityMarginModel marginModel,
     ISecurityDataFilter dataFilter
     )
     : this(config.Symbol,
         quoteCurrency,
         symbolProperties,
         exchange,
         cache,
         portfolioModel,
         fillModel,
         feeModel,
         slippageModel,
         settlementModel,
         volatilityModel,
         marginModel,
         dataFilter
         )
 {
     SubscriptionsBag.Add(config);
 }
Ejemplo n.º 11
0
 /********************************************************
 * CONSTRUCTOR/DELEGATE DEFINITIONS
 *********************************************************/
 /// <summary>
 /// Forex Holding Class
 /// </summary>
 /// <param name="security">The forex security being held</param>
 /// <param name="transactionModel">The transaction model used for the security</param>
 /// <param name="marginModel">The margin model used for the security</param>
 public ForexHolding(Forex security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
     : base(security)
 {
     _forex = security;
 }
Ejemplo n.º 12
0
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        protected Security(Symbol symbol,
            Cash quoteCurrency,
            SymbolProperties symbolProperties,
            SecurityExchange exchange,
            SecurityCache cache,
            ISecurityPortfolioModel portfolioModel,
            IFillModel fillModel,
            IFeeModel feeModel,
            ISlippageModel slippageModel,
            ISettlementModel settlementModel,
            IVolatilityModel volatilityModel,
            ISecurityMarginModel marginModel,
            ISecurityDataFilter dataFilter,
            IPriceVariationModel priceVariationModel
            )
        {

            if (symbolProperties == null)
            {
                throw new ArgumentNullException("symbolProperties", "Security requires a valid SymbolProperties instance.");
            }

            if (symbolProperties.QuoteCurrency != quoteCurrency.Symbol)
            {
                throw new ArgumentException("symbolProperties.QuoteCurrency must match the quoteCurrency.Symbol");
            }

            _symbol = symbol;
            SubscriptionsBag = new ConcurrentBag<SubscriptionDataConfig>();
            QuoteCurrency = quoteCurrency;
            SymbolProperties = symbolProperties;
            IsTradable = true;
            Cache = cache;
            Exchange = exchange;
            DataFilter = dataFilter;
            PriceVariationModel = priceVariationModel;
            PortfolioModel = portfolioModel;
            MarginModel = marginModel;
            FillModel = fillModel;
            FeeModel = feeModel;
            SlippageModel = slippageModel;
            SettlementModel = settlementModel;
            VolatilityModel = volatilityModel;
            Holdings = new SecurityHolding(this);
        }
Ejemplo n.º 13
0
 /// <summary>
 /// Construct a new security vehicle based on the user options.
 /// </summary>
 protected Security(SubscriptionDataConfig config,
     SecurityExchange exchange,
     SecurityCache cache,
     ISecurityPortfolioModel portfolioModel,
     IFillModel fillModel,
     IFeeModel feeModel,
     ISlippageModel slippageModel,
     ISettlementModel settlementModel,
     ISecurityMarginModel marginModel,
     ISecurityDataFilter dataFilter
     )
 {
     _config = config;
     Cache = cache;
     Exchange = exchange;
     DataFilter = dataFilter;
     PortfolioModel = portfolioModel;
     MarginModel = marginModel;
     FillModel = fillModel;
     FeeModel = feeModel;
     SlippageModel = slippageModel;
     SettlementModel = settlementModel;
     Holdings = new SecurityHolding(this);
 }