/// <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
*********************************************************/
/********************************************************
* 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;
}