/******************************************************** * CLASS VARIABLES *********************************************************/ /******************************************************** * CONSTRUCTOR/DELEGATE DEFINITIONS *********************************************************/ /// <summary> /// Constructor for the forex security /// </summary> public Forex(string symbol, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false) : base(symbol, SecurityType.Forex, resolution, fillDataForward, leverage, extendedMarketHours, isDynamicallyLoadedData) { //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> /// Constructor for the forex security /// </summary> public Forex(string symbol, SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false) : base(symbol, config, leverage, isDynamicallyLoadedData) { //Holdings for new Vehicle: Cache = new ForexCache(); Holdings = new ForexHolding(symbol, leverage, this.Model); Exchange = new ForexExchange(); Model = new ForexTransactionModel(); }
/******************************************************** * 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; }