/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours,
SubscriptionDataConfig config,
Cash quoteCurrency,
SymbolProperties symbolProperties,
ICurrencyConverter currencyConverter,
IRegisteredSecurityDataTypesProvider registeredTypes)
: base(
config,
quoteCurrency,
symbolProperties,
new EquityExchange(exchangeHours),
new EquityCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(2m),
new EquityDataFilter(),
new AdjustedPriceVariationModel(),
currencyConverter,
registeredTypes
)
{
Holdings = new EquityHolding(this, currencyConverter);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(Symbol symbol,
SecurityExchangeHours exchangeHours,
Cash quoteCurrency,
SymbolProperties symbolProperties,
ICurrencyConverter currencyConverter,
IRegisteredSecurityDataTypesProvider registeredTypes,
SecurityCache securityCache,
Exchange primaryExchange = QuantConnect.Exchange.UNKNOWN)
: base(symbol,
quoteCurrency,
symbolProperties,
new EquityExchange(exchangeHours),
securityCache,
new SecurityPortfolioModel(),
new EquityFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(2m),
new EquityDataFilter(),
new AdjustedPriceVariationModel(),
currencyConverter,
registeredTypes
)
{
Holdings = new EquityHolding(this, currencyConverter);
PrimaryExchange = primaryExchange;
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false) :
base(symbol, SecurityType.Equity, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Holdings = new EquityHolding(symbol, leverage, this.Model);
Exchange = new EquityExchange();
//Set the Equity Transaction Model
Model = new EquityTransactionModel();
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(string symbol, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(symbol, config, leverage, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Holdings = new EquityHolding(symbol, leverage, this.Model);
Exchange = new EquityExchange();
//Set the Equity Transaction Model
Model = new EquityTransactionModel();
}
/********************************************************
* CLASS VARIABLES
*********************************************************/
/********************************************************
* CONSTRUCTOR/DELEGATE DEFINITIONS
*********************************************************/
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false)
: base(symbol, SecurityType.Equity, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Holdings = new EquityHolding(symbol, this.Model);
Exchange = new EquityExchange();
//Set the Equity Transaction Model
Model = new EquityTransactionModel();
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(config, leverage, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange();
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
: base(config, leverage, isDynamicallyLoadedData)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange();
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange(exchangeHours);
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, decimal leverage)
: base(exchangeHours, config, leverage)
{
//Holdings for new Vehicle:
Cache = new EquityCache();
Exchange = new EquityExchange(exchangeHours);
DataFilter = new EquityDataFilter();
//Set the Equity Transaction Model
TransactionModel = new EquityTransactionModel();
PortfolioModel = new EquityPortfolioModel();
MarginModel = new EquityMarginModel(leverage);
Holdings = new EquityHolding(this, TransactionModel, MarginModel);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config)
: base(
config,
new EquityExchange(exchangeHours),
new EquityCache(),
new EquityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
new EquityMarginModel(2m),
new EquityDataFilter()
)
{
Holdings = new EquityHolding(this);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config)
: base(
config,
new EquityExchange(exchangeHours),
new EquityCache(),
new EquityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
new EquityMarginModel(2m),
new EquityDataFilter()
)
{
Holdings = new EquityHolding(this);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties)
: base(symbol,
quoteCurrency,
symbolProperties,
new EquityExchange(exchangeHours),
new EquityCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(2m),
new EquityDataFilter()
)
{
Holdings = new EquityHolding(this);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties)
: base(symbol,
quoteCurrency,
symbolProperties,
new EquityExchange(exchangeHours),
new EquityCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new InteractiveBrokersFeeModel(),
new ConstantSlippageModel(0m),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(2m),
new EquityDataFilter()
)
{
Holdings = new EquityHolding(this);
}
/// <summary>
/// Construct the Equity Object
/// </summary>
public Equity(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties)
:
base(
config,
quoteCurrency,
symbolProperties,
new EquityExchange(exchangeHours),
new EquityCache(),
new SecurityPortfolioModel(),
new TEBFillModel(),
new TEBFeeModel(0),
new TEBSlippageModel(0m),
new ImmediateSettlementModel(),
new TEBSecurityMarginModel(1m),
new EquityDataFilter()
)
//berkay 2016-04-12
//base(
// config,
// quoteCurrency,
// symbolProperties,
// new EquityExchange(exchangeHours),
// new EquityCache(),
// new SecurityPortfolioModel(),
// new ImmediateFillModel(),
// new InteractiveBrokersFeeModel(),
// new ConstantSlippageModel(0m),
// new ImmediateSettlementModel(),
// new SecurityMarginModel(2m),
// new EquityDataFilter()
// )
{
Holdings = new EquityHolding(this);
}
