/// <summary>
/// Brokerages can send portfolio updates which should include average price of holdings and the
/// quantity of holdings, we'll trust this information as truth and just set the portfolio with it
/// </summary>
private void HandleSecurityHoldingUpdated(SecurityEvent holding)
{
// how close are we?
var securityHolding = _algorithm.Portfolio[holding.Symbol];
var deltaQuantity = securityHolding.Quantity - holding.Quantity;
var deltaAvgPrice = securityHolding.AveragePrice - holding.AveragePrice;
if (deltaQuantity != 0 || deltaAvgPrice != 0)
{
Log.Trace(string.Format("BrokerageTransactionHandler.HandleSecurityHoldingUpdated(): {0} DeltaQuantity: {1} DeltaAvgPrice: {2}", holding.Symbol, deltaQuantity, deltaAvgPrice));
}
// we don't actually want to do this, this data can be delayed
//securityHolding.SetHoldings(holding.AveragePrice, holding.Quantity);
}
/// <summary>
/// Event invocator for the PortfolioChanged event
/// </summary>
/// <param name="e">The PortfolioEvent</param>
protected virtual void OnPortfolioChanged(SecurityEvent e)
{
try
{
Log.Trace("Brokerage.OnPortfolioChanged(): " + e);
var handler = SecurityHoldingUpdated;
if (handler != null) handler(this, e);
}
catch (Exception error)
{
Log.Error("Brokerage.OnPortfolioChanged(): Caught Error: " + error.Message);
}
}
