C# (CSharp) QuantConnect.Securities.Equity EquityCache Examples

Example #1

        /********************************************************
         * CLASS VARIABLES
         *********************************************************/

        /********************************************************
         * CONSTRUCTOR/DELEGATE DEFINITIONS
         *********************************************************/
        /// <summary>
        /// Construct the Equity Object
        /// </summary>
        public Equity(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false) :
            base(symbol, SecurityType.Equity, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
        {
            //Holdings for new Vehicle:
            Cache    = new EquityCache();
            Holdings = new EquityHolding(symbol, leverage, this.Model);
            Exchange = new EquityExchange();

            //Set the Equity Transaction Model
            Model = new EquityTransactionModel();
        }

Example #2

        /********************************************************
         * CLASS VARIABLES
         *********************************************************/

        /********************************************************
         * CONSTRUCTOR/DELEGATE DEFINITIONS
         *********************************************************/
        /// <summary>
        /// Construct the Equity Object
        /// </summary>
        public Equity(string symbol, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
            : base(symbol, config, leverage, isDynamicallyLoadedData)
        {
            //Holdings for new Vehicle:
            Cache    = new EquityCache();
            Holdings = new EquityHolding(symbol, leverage, this.Model);
            Exchange = new EquityExchange();

            //Set the Equity Transaction Model
            Model = new EquityTransactionModel();
        }

Example #3

File: Equity.cs Project: intelliBrain/Lean

        /********************************************************
        * CLASS VARIABLES
        *********************************************************/
        /********************************************************
        * CONSTRUCTOR/DELEGATE DEFINITIONS
        *********************************************************/
        /// <summary>
        /// Construct the Equity Object
        /// </summary>
        public Equity(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false)
            : base(symbol, SecurityType.Equity, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
        {
            //Holdings for new Vehicle:
            Cache = new EquityCache();
            Holdings = new EquityHolding(symbol, this.Model);
            Exchange = new EquityExchange();

            //Set the Equity Transaction Model
            Model = new EquityTransactionModel();
        }

Example #4

File: Equity.cs Project: Socol111/Lean

 /// <summary>
 /// Construct the Equity Object
 /// </summary>
 public Equity(SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
     : base(config, leverage, isDynamicallyLoadedData)
 {
     //Holdings for new Vehicle:
     Cache      = new EquityCache();
     Exchange   = new EquityExchange();
     DataFilter = new EquityDataFilter();
     //Set the Equity Transaction Model
     TransactionModel = new EquityTransactionModel();
     PortfolioModel   = new EquityPortfolioModel();
     MarginModel      = new EquityMarginModel(leverage);
     Holdings         = new EquityHolding(this, TransactionModel, MarginModel);
 }

Example #5

File: Equity.cs Project: reddream/Lean

 /// <summary>
 /// Construct the Equity Object
 /// </summary>
 public Equity(SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
     : base(config, leverage, isDynamicallyLoadedData)
 {
     //Holdings for new Vehicle:
     Cache = new EquityCache();
     Exchange = new EquityExchange();
     DataFilter = new EquityDataFilter();
     //Set the Equity Transaction Model
     TransactionModel = new EquityTransactionModel();
     PortfolioModel = new EquityPortfolioModel();
     MarginModel = new EquityMarginModel(leverage);
     Holdings = new EquityHolding(this, TransactionModel, MarginModel);
 }

Example #6

File: Equity.cs Project: nooperpudd/Lean

 /// <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);
     Holdings = new EquityHolding(this, TransactionModel, MarginModel);
 }

Example #7

File: Equity.cs Project: zhangxia85/Lean

 /// <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);
     Holdings         = new EquityHolding(this, TransactionModel, MarginModel);
 }