/// <summary>
/// Constructor for the forex security
/// </summary>
/// <param name="symbol">The security's symbol</param>
/// <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="symbolProperties">The symbol properties for this security</param>
/// <param name="currencyConverter">Currency converter used to convert <see cref="CashAmount"/>
/// instances into units of the account currency</param>
/// <param name="registeredTypes">Provides all data types registered in the algorithm</param>
public Forex(Symbol symbol,
SecurityExchangeHours exchangeHours,
Cash quoteCurrency,
SymbolProperties symbolProperties,
ICurrencyConverter currencyConverter,
IRegisteredSecurityDataTypesProvider registeredTypes)
: base(symbol,
quoteCurrency,
symbolProperties,
new ForexExchange(exchangeHours),
new ForexCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(50m),
new ForexDataFilter(),
new SecurityPriceVariationModel(),
currencyConverter,
registeredTypes
)
{
Holdings = new ForexHolding(this, currencyConverter);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
/// <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="symbolProperties">The symbol properties for this security</param>
public Forex(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, SymbolProperties symbolProperties)
: base(config,
quoteCurrency,
symbolProperties,
new ForexExchange(exchangeHours),
new ForexCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(50m),
new ForexDataFilter(),
new SecurityPriceVariationModel()
)
{
Holdings = new ForexHolding(this);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
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* CONSTRUCTOR/DELEGATE DEFINITIONS
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/// <summary>
/// Constructor for the forex security
/// </summary>
public Forex(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false)
: base(symbol, SecurityType.Forex, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new ForexCache();
Holdings = new ForexHolding(symbol, this.Model);
Exchange = new ForexExchange();
Model = new ForexTransactionModel();
}
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* CLASS VARIABLES
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/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
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/// <summary>
/// Constructor for the forex security
/// </summary>
public Forex(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false) :
base(symbol, SecurityType.Forex, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new ForexCache();
Holdings = new ForexHolding(symbol, this.Model);
Exchange = new ForexExchange();
Model = new ForexTransactionModel();
}
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* CLASS VARIABLES
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/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
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/// <summary>
/// Constructor for the forex security
/// </summary>
public Forex(string symbol, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(symbol, config, leverage, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new ForexCache();
Holdings = new ForexHolding(symbol, leverage, this.Model);
Exchange = new ForexExchange();
Model = new ForexTransactionModel();
}
/// <summary>
/// Constructor for the forex security
/// </summary>
/// <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>
/// <param name="isDynamicallyLoadedData">True for custom data, false otherwise</param>
public Forex(Cash quoteCurrency, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(config, leverage, isDynamicallyLoadedData)
{
QuoteCurrency = quoteCurrency;
//Holdings for new Vehicle:
Cache = new ForexCache();
Exchange = new ForexExchange();
DataFilter = new ForexDataFilter();
TransactionModel = new ForexTransactionModel();
PortfolioModel = new ForexPortfolioModel();
MarginModel = new ForexMarginModel(leverage);
Holdings = new ForexHolding(this, TransactionModel, MarginModel);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
QuoteCurrencySymbol = quoteCurrencySymbol;
}
/********************************************************
* CLASS VARIABLES
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/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Constructor for the forex security
/// </summary>
/// <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>
/// <param name="isDynamicallyLoadedData">True for custom data, false otherwise</param>
public Forex(Cash quoteCurrency, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(config, leverage, isDynamicallyLoadedData)
{
QuoteCurrency = quoteCurrency;
//Holdings for new Vehicle:
Cache = new ForexCache();
Exchange = new ForexExchange();
DataFilter = new ForexDataFilter();
TransactionModel = new ForexTransactionModel();
PortfolioModel = new ForexPortfolioModel();
MarginModel = new ForexMarginModel(leverage);
Holdings = new ForexHolding(this, TransactionModel, MarginModel);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol, 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;
}
/// <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);
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="symbolProperties">The symbol properties for this security</param>
public Forex(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, SymbolProperties symbolProperties)
: base(config,
quoteCurrency,
symbolProperties,
new ForexExchange(exchangeHours),
new ForexCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new SpreadSlippageModel(),
new ImmediateSettlementModel(),
new SecurityMarginModel(50m),
new ForexDataFilter()
)
{
Holdings = new ForexHolding(this);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
DecomposeCurrencyPair(config.Symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
/// <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>
public Forex(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config)
: base(config,
new ForexExchange(exchangeHours),
new ForexCache(),
new ForexPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new SpreadSlippageModel(),
new ImmediateSettlementModel(),
new ForexMarginModel(50m),
new ForexDataFilter()
)
{
QuoteCurrency = quoteCurrency;
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;
}
