/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Market Vehicle
/// </summary>
public Security(string symbol, SecurityType type, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool useQuantConnectData = false)
{
//Set Basics:
this._symbol = symbol;
this._type = type;
this._resolution = resolution;
this._isFillDataForward = fillDataForward;
this._leverage = leverage;
this._isExtendedMarketHours = extendedMarketHours;
this._isQuantConnectData = useQuantConnectData;
//Setup Transaction Model for this Asset
switch (type)
{
case SecurityType.Equity:
Model = new EquityTransactionModel();
break;
case SecurityType.Forex:
Model = new ForexTransactionModel();
break;
case SecurityType.Base:
Model = new SecurityTransactionModel();
break;
}
//Holdings for new Vehicle:
Cache = new SecurityCache();
Holdings = new SecurityHolding(symbol, Model);
Exchange = new SecurityExchange();
}
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct a new security vehicle based on the user options.
/// </summary>
public Security(string symbol, SecurityType type, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool useQuantConnectData = false)
{
//Set Basics:
_symbol = symbol;
_type = type;
_resolution = resolution;
_isFillDataForward = fillDataForward;
_leverage = leverage;
_isExtendedMarketHours = extendedMarketHours;
_isQuantConnectData = useQuantConnectData;
//Setup Transaction Model for this Asset
switch (type)
{
case SecurityType.Equity:
Model = new EquityTransactionModel();
DataFilter = new EquityDataFilter();
break;
case SecurityType.Forex:
Model = new ForexTransactionModel();
DataFilter = new ForexDataFilter();
break;
case SecurityType.Base:
Model = new SecurityTransactionModel();
DataFilter = new SecurityDataFilter();
break;
}
//Holdings for new Vehicle:
Cache = new SecurityCache();
Holdings = new SecurityHolding(symbol, Model);
Exchange = new SecurityExchange();
}
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct a new security vehicle based on the user options.
/// </summary>
public Security(string symbol, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
{
//Set Basics:
_symbol = symbol;
_config = config;
_isDynamicallyLoadedData = isDynamicallyLoadedData;
//Setup Transaction Model for this Asset
switch (config.Security)
{
case SecurityType.Equity:
Model = new EquityTransactionModel();
DataFilter = new EquityDataFilter();
break;
case SecurityType.Forex:
Model = new ForexTransactionModel();
DataFilter = new ForexDataFilter();
break;
case SecurityType.Base:
Model = new SecurityTransactionModel();
DataFilter = new SecurityDataFilter();
break;
}
//Holdings for new Vehicle:
Cache = new SecurityCache();
Holdings = new SecurityHolding(symbol, _config.Security, leverage, Model);
Exchange = new SecurityExchange();
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Forex Object
/// </summary>
public Forex(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours) :
base(symbol, SecurityType.Forex, resolution, fillDataForward, leverage, extendedMarketHours)
{
//Holdings for new Vehicle:
Cache = new ForexCache();
Holdings = new ForexHolding(symbol, this.Model);
Exchange = new ForexExchange();
Model = new ForexTransactionModel();
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Forex Object
/// </summary>
public Forex(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours)
: base(symbol, SecurityType.Forex, resolution, fillDataForward, leverage, extendedMarketHours)
{
//Holdings for new Vehicle:
Cache = new ForexCache();
Holdings = new ForexHolding(symbol, this.Model);
Exchange = new ForexExchange();
Model = new ForexTransactionModel();
}
