/// <summary>
/// Event invocator for the AccountChanged event
/// </summary>
/// <param name="e">The AccountEvent</param>
protected virtual void OnAccountChanged(AccountEvent e)
{
try
{
Log.Trace("Brokerage.OnAccountChanged(): " + e);
var handler = AccountChanged;
if (handler != null) handler(this, e);
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Brokerages can send account updates, this include cash balance updates. Since it is of
/// utmost important to always have an accurate picture of reality, we'll trust this information
/// as truth
/// </summary>
private void HandleAccountChanged(AccountEvent account)
{
// how close are we?
var delta = _algorithm.Portfolio.CashBook[account.CurrencySymbol].Amount - account.CashBalance;
if (delta != 0)
{
Log.Trace(string.Format("BrokerageTransactionHandler.HandleAccountChanged(): {0} Cash Delta: {1}", account.CurrencySymbol, delta));
}
// we don't actually want to do this, this data can be delayed
// override the current cash value to we're always gauranted to be in sync with the brokerage's push updates
//_algorithm.Portfolio.CashBook[account.CurrencySymbol].Quantity = account.CashBalance;
}
/// <summary>
/// Brokerages can send account updates, this include cash balance updates. Since it is of
/// utmost important to always have an accurate picture of reality, we'll trust this information
/// as truth
/// </summary>
private void HandleAccountChanged(AccountEvent account)
{
// how close are we?
var delta = _algorithm.Portfolio.CashBook[account.CurrencySymbol].Amount - account.CashBalance;
if (delta != 0)
{
Log.Trace(string.Format("BrokerageTransactionHandler.HandleAccountChanged(): {0} Cash Delta: {1}", account.CurrencySymbol, delta));
}
// maybe we don't actually want to do this, this data can be delayed. Must be explicitly supported by brokerage
if (_brokerage.AccountInstantlyUpdated)
{
// override the current cash value so we're always guaranteed to be in sync with the brokerage's push updates
_algorithm.Portfolio.CashBook[account.CurrencySymbol].SetAmount(account.CashBalance);
}
}