public void EvaluatesInAccountCurrency(decimal conversionRate)
{
var security = new Security(
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
new SubscriptionDataConfig(typeof(TradeBar),
Symbols.SPY,
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
true, true, false),
new Cash(Currencies.USD, 0, conversionRate),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCache()
);
var price = 25;
security.SetMarketPrice(new Tick {
Value = price
});
var benchmark = new SecurityBenchmark(security);
Assert.AreEqual(price * conversionRate, benchmark.Evaluate(DateTime.Now));
}
/// <summary>
/// Get the benchmark for this model
/// </summary>
/// <param name="securities">SecurityService to create the security with if needed</param>
/// <returns>The benchmark for this brokerage</returns>
public override IBenchmark GetBenchmark(SecurityManager securities)
{
var symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, Market.Bitfinex);
return(SecurityBenchmark.CreateInstance(securities, symbol));
}
/// <summary>
/// Get the benchmark for this model
/// </summary>
/// <param name="securities">SecurityService to create the security with if needed</param>
/// <returns>The benchmark for this brokerage</returns>
public override IBenchmark GetBenchmark(SecurityManager securities)
{
var symbol = Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM);
return(SecurityBenchmark.CreateInstance(securities, symbol));
}
/// <summary>
/// Get the benchmark for this model
/// </summary>
/// <param name="securities">SecurityService to create the security with if needed</param>
/// <returns>The benchmark for this brokerage</returns>
public override IBenchmark GetBenchmark(SecurityManager securities)
{
var symbol = Symbol.Create("NIFTYBEES", SecurityType.Equity, Market.India);
return(SecurityBenchmark.CreateInstance(securities, symbol));
}
/// <summary>
/// Get the benchmark for this model
/// </summary>
/// <param name="securities">SecurityService to create the security with if needed</param>
/// <returns>The benchmark for this brokerage</returns>
public virtual IBenchmark GetBenchmark(SecurityManager securities)
{
var symbol = Symbol.Create("SPY", SecurityType.Equity, Market.USA);
return(SecurityBenchmark.CreateInstance(securities, symbol));
}
