/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Market Vehicle
/// </summary>
public Security(string symbol, SecurityType type, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours)
{
//Set Basics:
this._symbol = symbol;
this._type = type;
this._resolution = resolution;
this._isFillDataForward = fillDataForward;
this._leverage = leverage;
this._isExtendedMarketHours = extendedMarketHours;
//Holdings for new Vehicle:
Cache = new SecurityCache();
Holdings = new SecurityHolding(symbol, Model);
Exchange = new SecurityExchange();
//Cannot initalise a default model.
Model = null;
//Set data type:
if (resolution == Resolution.Minute || resolution == Resolution.Second)
{
_dataType = typeof(TradeBar);
}
else
{
_dataType = typeof(Tick);
}
}
/********************************************************
* CONSTRUCTOR DEFINITION
*********************************************************/
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
/// <param name="security">The security being held</param>
/// <param name="transactionModel">The transaction model used for the security</param>
/// <param name="marginModel">The margin model used for the security</param>
public SecurityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
{
_security = security;
TransactionModel = transactionModel;
MarginModel = marginModel;
//Total Sales Volume for the day
_totalSaleVolume = 0;
_lastTradeProfit = 0;
}
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Launch a new holding class with Trader Dealer:
/// </summary>
public SecurityHolding(string symbol, ISecurityTransactionModel transactionModel)
{
this._model = transactionModel;
this._symbol = symbol;
//Total Sales Volume for the day
this._totalSaleVolume = 0;
this._lastTradeProfit = 0;
}
/********************************************************
* CONSTRUCTOR DEFINITION
*********************************************************/
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
public SecurityHolding(string symbol, ISecurityTransactionModel transactionModel)
{
_model = transactionModel;
_symbol = symbol;
//Total Sales Volume for the day
_totalSaleVolume = 0;
_lastTradeProfit = 0;
}
/********************************************************
* CONSTRUCTOR DEFINITION
*********************************************************/
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
public SecurityHolding(string symbol, SecurityType type, decimal leverage, ISecurityTransactionModel transactionModel)
{
_model = transactionModel;
_symbol = symbol;
_leverage = leverage;
_securityType = type;
//Total Sales Volume for the day
_totalSaleVolume = 0;
_lastTradeProfit = 0;
}
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
public SecurityHolding(string symbol, SecurityType type, ISecurityTransactionModel transactionModel)
{
_model = transactionModel;
_symbol = symbol;
_securityType = type;
//Total Sales Volume for the day
_totalSaleVolume = 0;
_lastTradeProfit = 0;
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Forex Holding Class
/// </summary>
public ForexHolding(string symbol, decimal leverage, ISecurityTransactionModel transactionModel)
: base(symbol, SecurityType.Forex, leverage, transactionModel)
{
//Nothing to do.
}
/// <summary>
/// Constructor for equities holdings.
/// </summary>
/// <param name="security">The security being held</param>
/// <param name="transactionModel">The transaction model used for the security</param>
/// <param name="marginModel">The margin model used for the security</param>
public EquityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
: base(security)
{
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Equity Holding Class
/// </summary>
public EquityHolding(string symbol, ISecurityTransactionModel transactionModel) :
base(symbol, transactionModel)
{
}
/********************************************************
* CONSTRUCTOR DEFINITION
*********************************************************/
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
public SecurityHolding(string symbol, ISecurityTransactionModel transactionModel)
: this(symbol, SecurityType.Equity, transactionModel)
{
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Constructor for equities holdings.
/// </summary>
/// <param name="security">The security being held</param>
/// <param name="transactionModel">The transaction model used for the security</param>
/// <param name="marginModel">The margin model used for the security</param>
public EquityHolding(Security security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
: base(security)
{
}
/// <summary>
/// Forex Holding Class
/// </summary>
/// <param name="security">The forex security being held</param>
/// <param name="transactionModel">The transaction model used for the security</param>
/// <param name="marginModel">The margin model used for the security</param>
public ForexHolding(Forex security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
: base(security)
{
_forex = security;
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Constructor for equities holdings.
/// </summary>
public EquityHolding(string symbol, decimal leverage, ISecurityTransactionModel transactionModel)
: base(symbol, SecurityType.Equity, leverage, transactionModel)
{
}
/********************************************************
* CONSTRUCTOR DEFINITION
*********************************************************/
/// <summary>
/// Create a new holding class instance setting the initial properties to $0.
/// </summary>
public SecurityHolding(string symbol, ISecurityTransactionModel transactionModel)
: this(symbol, SecurityType.Equity, transactionModel)
{
}
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Forex Holding Class
/// </summary>
/// <param name="security">The forex security being held</param>
/// <param name="transactionModel">The transaction model used for the security</param>
/// <param name="marginModel">The margin model used for the security</param>
public ForexHolding(Forex security, ISecurityTransactionModel transactionModel, ISecurityMarginModel marginModel)
: base(security)
{
_forex = security;
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Forex Holding Class
/// </summary>
public ForexHolding(string symbol, ISecurityTransactionModel transactionModel) :
base(symbol, transactionModel)
{
//Nothing to do.
}
