public void FundsAreSettledImmediately()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new ImmediateSettlementModel();
var config = CreateTradeBarConfig(Symbol);
var security = new Security(SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(), config, 1);
portfolio.SetCash(1000);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", -500);
Assert.AreEqual(1500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange(exchangeHours);
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
SettlementModel = new ImmediateSettlementModel();
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange(exchangeHours);
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
SettlementModel = new ImmediateSettlementModel();
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Constructor for the forex security
/// </summary>
/// <param name="exchangeHours">Defines the hours this exchange is open</param>
/// <param name="quoteCurrency">The cash object that represent the quote currency</param>
/// <param name="config">The subscription configuration for this security</param>
/// <param name="leverage">The leverage used for this security</param>
public Forex(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
QuoteCurrency = quoteCurrency;
//Holdings for new Vehicle:
Cache = new ForexCache();
Exchange = new ForexExchange(exchangeHours);
DataFilter = new ForexDataFilter();
TransactionModel = new ForexTransactionModel();
PortfolioModel = new ForexPortfolioModel();
MarginModel = new ForexMarginModel(leverage);
SettlementModel = new ImmediateSettlementModel();
Holdings = new ForexHolding(this);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
QuoteCurrencySymbol = quoteCurrencySymbol;
}
/// <summary>
/// Constructor for the forex security
/// </summary>
/// <param name="exchangeHours">Defines the hours this exchange is open</param>
/// <param name="quoteCurrency">The cash object that represent the quote currency</param>
/// <param name="config">The subscription configuration for this security</param>
/// <param name="leverage">The leverage used for this security</param>
public Forex(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
QuoteCurrency = quoteCurrency;
//Holdings for new Vehicle:
Cache = new ForexCache();
Exchange = new ForexExchange(exchangeHours);
DataFilter = new ForexDataFilter();
TransactionModel = new ForexTransactionModel();
PortfolioModel = new ForexPortfolioModel();
MarginModel = new ForexMarginModel(leverage);
SettlementModel = new ImmediateSettlementModel();
Holdings = new ForexHolding(this);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
QuoteCurrencySymbol = quoteCurrencySymbol;
}
public void FundsAreSettledImmediately()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(null, securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new ImmediateSettlementModel();
var config = CreateTradeBarConfig();
var security = new Security(
SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(),
config,
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
portfolio.SetCash(1000);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, 1000);
Assert.AreEqual(2000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, -500);
Assert.AreEqual(1500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, Currencies.USD, 1000);
Assert.AreEqual(2500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
