/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
#region logging
var algoname = this.GetType().Name;
mylog.Debug(algoname);
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_transactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
// Indicators
Price = new RollingWindow <IndicatorDataPoint>(14); // The price history
// ITrend
trend = new InstantaneousTrend(7);
trendHistory = new RollingWindow <IndicatorDataPoint>(14);
// The ITrendStrategy
iTrendStrategy = new InstantTrendStrategy(symbol, 14, this);
for (int i = 0; i < signals.Length; i++)
{
signals[i] = OrderSignal.doNothing;
}
_ticketsQueue = new ConcurrentQueue <OrderTicket>();
#region lists
#endregion
// for use with Tradier. Default is IB.
//var security = Securities[symbol];
//security.TransactionModel = new ConstantFeeTransactionModel(1.0m);
}
private void SendTransactionsToFile()
{
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
//if (File.Exists(filepath)) File.Delete(filepath);
var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
public void OnData(TradeBars data)
{
string comment;
sig3.nTrig = v + .1m;
sig3.orderFilled = !sig3.orderFilled;
v++;
if (v == 3m)
{
sig3.nEntryPrice = data[symbol].Close;
json = sig3.Serialize();
}
if (v > 3)
{
sig3 = new Sig3(symbol);
sig3.Deserialize(json);
}
sig3.Barcount = barcount++;
sig3.CheckSignal(data, idp(Time, data[symbol].Close), out comment);
if (v == 5m)
{
// Open a file and serialize the object into it in binary format.
// EmployeeInfo.osl is the file that we are creating.
// Note:- you can give any extension you want for your file
// If you use custom extensions, then the user will now
// that the file is associated with your program.
Stream stream = File.Open(AssemblyLocator.ExecutingDirectory() + "sig3.osl", FileMode.Create);
BinaryFormatter bformatter = new BinaryFormatter();
System.Diagnostics.Debug.WriteLine("Writing Information");
bformatter.Serialize(stream, sig3);
stream.Close();
}
if (v == 6)
{
//Open the file written above and read values from it.
Stream stream = File.Open(AssemblyLocator.ExecutingDirectory() + "sig3.osl", FileMode.Open);
var bformatter = new BinaryFormatter();
Console.WriteLine("Reading Employee Information");
sig3 = (Sig3)bformatter.Deserialize(stream);
stream.Close();
}
}
/// <summary>
/// Handles the On end of algorithm
/// </summary>
public override void OnEndOfAlgorithm()
{
Logging.Log.Trace(string.Format("\nAlgorithm Name: {0}\n Symbol: {1}\n Ending Portfolio Value: {2} \n lossThreshhold = {3}\n Start Time: {4}\n End Time: {5}", this.GetType().Name, symbol, Portfolio.TotalPortfolioValue, lossThreshhold, startTime, DateTime.Now));
#region logging
NotifyUser();
using (
StreamWriter sw =
new StreamWriter(string.Format(@"{0}Logs\{1}.csv", AssemblyLocator.ExecutingDirectory(), symbol)))
{
sw.Write(minuteHeader.ToString());
sw.Write(minuteReturns.ToString());
sw.Flush();
sw.Close();
}
#endregion
}
private void SendOrderEventsToFile()
{
string filepath = AssemblyLocator.ExecutingDirectory() + "orderEvents.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <OrderEvent>(",", _orderEvents, true);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
private void SendTradesToFile(string filename, IList <MatchedTrade> tradelist)
{
string filepath = AssemblyLocator.ExecutingDirectory() + filename;
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <MatchedTrade>(",", tradelist);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
#region logging
var algoname = this.GetType().Name;
mylog.Debug(algoname);
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_transactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
// Indicators
Price = new RollingWindow <IndicatorDataPoint>(14); // The price history
// ITrend
trend = new InstantaneousTrend(7);
trendHistory = new RollingWindow <IndicatorDataPoint>(14);
// The ITrendStrategy
iTrendStrategy = new InstantTrendStrategyOriginal(symbol, 14, this);
iTrendStrategy.ShouldSellOutAtEod = shouldSellOutAtEod;
#region lists
#endregion
var security = Securities[symbol];
security.TransactionModel = new ConstantFeeTransactionModel(1.0m);
}
public override void OnEndOfAlgorithm()
{
Debug(string.Format("\nAlgorithm Name: {0}\n Ending Portfolio Value: {1} ", this.GetType().Name, Portfolio.TotalPortfolioValue));
#region Logging stuff - Saving the logs
int i = 0;
//foreach (string symbol in Symbols)
//{
// string filename = string.Format("ITrendDebug_{0}.csv", symbol);
// string filePath = @"C:\Users\JJ\Desktop\MA y señales\ITrend Debug\" + filename;
// // JJ do not delete this line it locates my engine\bin\debug folder
// // I just uncomment it when I run on my local machine
// filePath = AssemblyLocator.ExecutingDirectory() + filename;
// if (File.Exists(filePath)) File.Delete(filePath);
// File.AppendAllText(filePath, stockLogging[i].ToString());
// Debug(string.Format("\nSymbol Name: {0}, Ending Portfolio Value: {1} ", symbol, Portfolio[symbol].Profit));
//}
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
using (StreamWriter fs = new StreamWriter(filepath))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
#endregion Logging stuff - Saving the logs
}
public override void OnEndOfAlgorithm()
{
#region Logging stuff - Saving the logs
int i = 0;
foreach (string symbol in Symbols)
{
string filename = string.Format("ITrendDebug_{0}.csv", symbol);
string filePath = @"C:\Users\JJ\Desktop\MA y señales\ITrend Debug\" + filename;
// JJ do not delete this line it locates my engine\bin\debug folder
// I just uncomment it when I run on my local machine
filePath = AssemblyLocator.ExecutingDirectory() + filename;
if (File.Exists(filePath))
{
File.Delete(filePath);
}
File.AppendAllText(filePath, stockLogging[i].ToString());
Debug(string.Format("\nSymbol Name: {0}, Ending Value: {1} ", symbol, Portfolio[symbol].Profit));
}
StringBuilder sb = new StringBuilder();
//sb.Append(" Symbols: ");
foreach (var s in Symbols)
{
sb.Append(s.ToString());
sb.Append(",");
}
string symbolsstring = sb.ToString();
symbolsstring = symbolsstring.Substring(0, symbolsstring.LastIndexOf(",", System.StringComparison.Ordinal));
string debugstring =
string.Format(
"\nAlgorithm Name: {0}\n Symbol: {1}\n Ending Portfolio Value: {2} \n lossThreshhold = {3}\n Start Time: {4}\n End Time: {5}",
this.GetType().Name, symbolsstring, Portfolio.TotalPortfolioValue, lossThreshhold, startTime,
DateTime.Now);
Log(debugstring);
#endregion Logging stuff - Saving the logs
}
public override void Initialize()
{
SetStartDate(_startDate); //Set Start Date
SetEndDate(_endDate); //Set End Date
SetCash(_portfolioAmount); //Set Strategy Cash
#region Nick logging
var algoname = this.GetType().Name;
mylog.Debug(algoname);
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_proformatransactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
#region Logging stuff - Initializing Portfolio Logging
portfolioLogging.AppendLine("Counter, Time, Portfolio Value");
int i = 0; // Only used for logging.
#endregion Logging stuff - Initializing Portfolio Logging
#region "Read Symbols from File"
/**********************************************
* THIS SECTION IS FOR READING SYMBOLS FROM A FILE
************************************************/
//string symbols;
var filename = AssemblyLocator.ExecutingDirectory() + "symbols.txt";
using (StreamReader sr = new StreamReader(filename))
{
string[] symbols = { };
var readLine = sr.ReadLine();
if (readLine != null)
{
symbols = readLine.Split(',');
}
foreach (string t in symbols)
{
Symbols.Add(new Symbol(t));
}
sr.Close();
}
// Make sure the list contains the static symbol
//if (!Symbols.Contains(symbol))
//{
// Symbols.Add(symbol);
//}
#endregion
foreach (string symbol in Symbols)
{
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
var priceIdentity = Identity(symbol, selector: Field.Close);
Strategy.Add(symbol, new ITrendStrategy(priceIdentity, ITrendPeriod,
Tolerance, RevertPCT));
// Equally weighted portfolio.
//ShareSize.Add(symbol, (maxLeverage * (1 - leverageBuffer)) / Symbols.Count());
ShareSize.Add(symbol, .58m);
#region Logging stuff - Initializing Stock Logging
stockLogging.Add(new StringBuilder());
stockLogging[i].AppendLine("Counter, Time, Close, ITrend, Trigger," +
"Momentum, EntryPrice, Signal," +
"TriggerCrossOverITrend, TriggerCrossUnderITrend, ExitFromLong, ExitFromShort," +
"StateFromStrategy, StateFromPorfolio, Portfolio Value");
i++;
#endregion Logging stuff - Initializing Stock Logging
}
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
#region logging
var algoname = this.GetType().Name + " UseSig=" + LiveSignalIndex;
mylog.Debug(algoname);
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_transactions = new List <OrderTransaction>();
_proformatransactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
// Indicators
Price = new RollingWindow <IndicatorDataPoint>(14); // The price history
// ITrend
trend = new InstantaneousTrend(7);
trendHistory = new RollingWindow <IndicatorDataPoint>(14);
//_ticketsQueue = new ConcurrentQueue<OrderTicket>();
_ticketsQueue = new List <OrderTicket>();
//sim = new BrokerSimulator(this);
#region lists
signalInfos.Add(new SignalInfo
{
Id = 0,
Name = "Minutes_015",
IsActive = true,
SignalJson = string.Empty,
Value = OrderSignal.doNothing,
InternalState = string.Empty,
SignalType = typeof(Sig9)
});
signalInfos.Add(new SignalInfo
{
Id = 1,
Name = "Minutes_001",
IsActive = true,
SignalJson = string.Empty,
Value = OrderSignal.doNothing,
InternalState = string.Empty,
SignalType = typeof(Sig9)
});
//foreach (SignalInfo s in signalInfos)
//{
// s.IsActive = false;
// if (s.Id == LiveSignalIndex)
// {
// s.IsActive = true;
// }
//}
#endregion
// define our 15 minute consolidator
//var fifteenMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(15));
// if we want to make decisions every 15 minutes as well, we can add an event handler
// to the DataConsolidated event
fifteenMinuteConsolidator.DataConsolidated += OnFiftenMinuteAAPL;
trend15Min = new InstantaneousTrend(3);
RegisterIndicator(symbol, trend15Min, fifteenMinuteConsolidator, Field.Close);
//int fast = 15;
//int slow = 30;
//// define our EMA, we'll manually register this, so we aren't using the helper function 'EMA(...)'
//var fastEmaOnFifteenMinuteBars = new ExponentialMovingAverage("AAPL_EMA15", fast);
//var slowEmaOnFifteenMinuteBars = new ExponentialMovingAverage("AAPL_EMA30", slow);
//// register our indicator and consolidator together. this will wire the consolidator up to receive
//// data for the specified symbol, and also set up the indicator to receive its data from the consolidator
//RegisterIndicator("AAPL", fastEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close);
//RegisterIndicator("AAPL", slowEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close);
// for use with Tradier. Default is IB.
var security = Securities[symbol];
security.TransactionModel = new ConstantFeeTransactionModel(7.0m);
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
symbol = new Symbol("NFLX");
#region "Read Symbols from File"
/**********************************************
* THIS SECTION IS FOR READING SYMBOLS FROM A FILE
************************************************/
//string symbols;
Symbols = new List <Symbol>();
var filename = AssemblyLocator.ExecutingDirectory() + "symbols.txt";
using (StreamReader sr = new StreamReader(filename))
{
string[] symbols = { };
var readLine = sr.ReadLine();
if (readLine != null)
{
symbols = readLine.Split(',');
}
foreach (string t in symbols)
{
Symbols.Add(new Symbol(t));
}
sr.Close();
}
// Make sure the list contains the static symbol
//if (!Symbols.Contains(symbol))
//{
// Symbols.Add(symbol);
//}
#endregion
#region logging
var algoname = this.GetType().Name;
mylog.Debug(algoname);
StringBuilder sb = new StringBuilder();
foreach (var s in Symbols)
{
sb.Append(s.Value + ",");
}
mylog.Debug(ondataheader);
dailylog.Debug(algoname + " " + sb.ToString());
dailylog.Debug(dailyheader);
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
sd = Config.Get("start-date");
ed = Config.Get("end-date");
_startDate = new DateTime(Convert.ToInt32(sd.Substring(0, 4)), Convert.ToInt32(sd.Substring(4, 2)), Convert.ToInt32(sd.Substring(6, 2)));
_endDate = new DateTime(Convert.ToInt32(ed.Substring(0, 4)), Convert.ToInt32(ed.Substring(4, 2)), Convert.ToInt32(ed.Substring(6, 2)));
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
SetBenchmark(symbol);
foreach (string sym in Symbols)
{
AddSecurity(SecurityType.Equity, sym);
}
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
#region logging
var algoname = this.GetType().Name;
mylog.Debug(algoname);
ondataheader += _scig5C.GetNames();
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_transactions = new List <OrderTransaction>();
_proformatransactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Daily);
// Indicators
Price = new RollingWindow <IndicatorDataPoint>(14); // The price history
// ITrend
trend = new InstantaneousTrend(7);
trendHistory = new RollingWindow <IndicatorDataPoint>(14);
_ticketsQueue = new List <OrderTicket>();
#region lists
sigDictionary = new Dictionary <int, ISigSerializable>();
signalInfos.Add(new SignalInfo
{
Id = 0,
Name = "Minutes_001",
IsActive = true,
SignalJson = string.Empty,
Value = OrderSignal.doNothing,
InternalState = string.Empty,
SignalType = typeof(Sig9)
});
//foreach (SignalInfo s in signalInfos)
//{
// s.IsActive = false;
// if (s.Id == LiveSignalIndex)
// {
// s.IsActive = true;
// }
//}
#endregion
// for use with Tradier. Default is IB.
//var security = Securities[symbol];
//security.TransactionModel = new ConstantFeeTransactionModel(1.0m);
}
//private string sig7comment;
//private TradeBarConsolidator fifteenMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(15));
//private InstantaneousTrend trend15Min;
//private bool CanMakeTrade = true;
//private bool MinuteDataActivated = false;
#endregion
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
#region logging
var algoname = this.GetType().Name + " UseSig=" + LiveSignalIndex;
mylog.Debug(algoname);
mylog.Debug(ondataheader);
dailylog.Debug(algoname);
dailylog.Debug(dailyheader);
_proformatransactions = new List <OrderTransaction>();
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
#endregion
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
symbol = new Symbol("AAPL");
#region "Read Symbols from File"
/**********************************************
* THIS SECTION IS FOR READING SYMBOLS FROM A FILE
************************************************/
string symbols;
var filename = AssemblyLocator.ExecutingDirectory() + "symbols.txt";
using (StreamReader sr = new StreamReader(filename))
{
symbols = sr.ReadLine();
sr.Close();
}
//symbol = new Symbol(symbols);
#endregion
minuteReturns.AppendFormat("{0},{1}", symbol, _startDate.ToShortDateString());
minuteHeader.AppendFormat("Symbol,Date");
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
// Indicators
Price = new RollingWindow <IndicatorDataPoint>(14); // The price history
// ITrend
trend = new InstantaneousTrend("Main", 7, .24m);
_orderTransactionProcessor = new OrderTransactionProcessor();
_transactions = new List <OrderTransaction>();
_ticketsQueue = new List <OrderTicket>();
#region ITrend
iTrendSignal = new ITrendSignal(7);
LastOrderSent.Add(symbol, OrderSignal.doNothing);
#endregion
#region lists
signalInfos.Add(new SignalInfo
{
Id = 0,
Name = "Minutes_001",
IsActive = true,
SignalJson = string.Empty,
Value = OrderSignal.doNothing,
InternalState = string.Empty,
SignalType = typeof(Sig9)
});
//signalInfos.Add(new SignalInfo
//{
// Id = 1,
// Name = "ITrend",
// IsActive = true,
// SignalJson = string.Empty,
// Value = OrderSignal.doNothing,
// InternalState = string.Empty,
// SignalType = typeof(ITrendSignal)
//});
//foreach (SignalInfo s in signalInfos)
//{
// s.IsActive = false;
// if (s.Id == LiveSignalIndex)
// {
// s.IsActive = true;
// }
//}
#endregion
#region "15 Minute"
// define our 15 minute consolidator
//var fifteenMinuteConsolidator = new TradeBarConsolidator(TimeSpan.FromMinutes(15));
// if we want to make decisions every 15 minutes as well, we can add an event handler
// to the DataConsolidated event
//fifteenMinuteConsolidator.DataConsolidated += OnFiftenMinuteAAPL;
//trend15Min = new InstantaneousTrend(3);
//RegisterIndicator(symbol, trend15Min, fifteenMinuteConsolidator, Field.Close);
//int fast = 15;
//int slow = 30;
//// define our EMA, we'll manually register this, so we aren't using the helper function 'EMA(...)'
//var fastEmaOnFifteenMinuteBars = new ExponentialMovingAverage("AAPL_EMA15", fast);
//var slowEmaOnFifteenMinuteBars = new ExponentialMovingAverage("AAPL_EMA30", slow);
//// register our indicator and consolidator together. this will wire the consolidator up to receive
//// data for the specified symbol, and also set up the indicator to receive its data from the consolidator
//RegisterIndicator("AAPL", fastEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close);
//RegisterIndicator("AAPL", slowEmaOnFifteenMinuteBars, fifteenMinuteConsolidator, Field.Close);
#endregion
// for use with Tradier. Default is IB.
//var security = Securities[symbol];
//security.TransactionModel = new ConstantFeeTransactionModel(1.0m);
}