/// <summary>
/// Creates the specified name.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="securitytracker">The securitytracker.</param>
/// <param name="tickerweights">The tickerweights.</param>
/// <returns></returns>
public static Universe Create(string name, SecurityTracker securitytracker, Dictionary <string, decimal> tickerweights)
{
//Check if all securities are loaded
Dictionary <Security, decimal> loadedsecurities = new Dictionary <Security, decimal>();
foreach (var ticker in tickerweights.Keys)
{
var security = securitytracker[ticker];
if (security is UnknownSecurity)
{
Log.Warn($"Security with ticker name {ticker} is unknown for the current broker model, it will not be used in universe with name {name}");
}
else
{
loadedsecurities[security] = tickerweights[ticker];
}
}
//Create new universe object
var output = new Universe(loadedsecurities)
{
Name = name
};
//Return result
return(output);
}
public SQLSecurity()
{
tracker = new SecurityTracker(null);
//trackers = new List<SecurityTracker>();
tokens = new List <string>();
DbDataReader reader = StaticDsnConnection.KindExecuteReader("select * from permission_tokens");
if (reader != null && reader.HasRows)
{
while (reader.Read())
{
tokens.Add((string)reader["name"]);
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="BrokerAccount"/> class.
/// </summary>
/// <param name="accountid">The accountid.</param>
/// <param name="cashmanager">The cashmanager.</param>
/// <param name="securitytracker">The securitytracker.</param>
/// <param name="accountcurrency">The accountcurrency.</param>
/// <param name="leverage">The leverage.</param>
/// <param name="displaycurrency">The display currency.</param>
public BrokerAccount(
string accountid,
CashManager cashmanager,
SecurityTracker securitytracker,
CurrencyType accountcurrency,
CurrencyType displaycurrency,
int leverage)
{
Cash = cashmanager;
Securities = securitytracker;
Positions = new PositionTracker(this);
Currency = accountcurrency;
Leverage = leverage;
Id = accountid;
DisplayCurrency = displaycurrency;
}
/// <summary>
/// Sets the dependencies.
/// </summary>
/// <param name="securities">The securities.</param>
/// <param name="datasubscriptionmanager">The data subscription manager.</param>
/// <param name="datafilter"></param>
public void SetDependencies(SecurityTracker securities, DataSubscriptionManager datasubscriptionmanager, DataFilter datafilter)
{
Securities = securities;
DataSubscriptionManager = datasubscriptionmanager;
DataFilter = datafilter;
}
