예제 #1
0
        // private decimal _targetProfitLossRatio;

        /// <summary>
        /// Initializes each Trading Asset
        /// </summary>
        /// <param name="security"></param>
        /// <param name="enterSignal"></param>
        /// <param name="exitSignal"></param>
        /// <param name="risk"></param>
        /// <param name="maximumTradeSize"></param>
        /// <param name="orderMethods"></param>
        public TradingAsset(Security security, ISignal enterSignal, IExitSignal exitSignal, decimal risk, decimal maximumTradeSize, IRequiredOrderMethods orderMethods)
        {
            _security         = security;
            _symbol           = _security.Symbol;
            EnterSignal       = enterSignal;
            ExitSignal        = exitSignal;
            _risk             = risk;
            _maximumTradeSize = maximumTradeSize;
            _orderMethods     = orderMethods;
            _tradeProfiles    = new List <TradeProfile>();
        }