예제 #1
0
파일: Security.cs 프로젝트: nooperpudd/Lean
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        public Security(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, decimal leverage)
        {
            _config = config;

            Cache = new SecurityCache();
            Exchange = new SecurityExchange(exchangeHours);
            DataFilter = new SecurityDataFilter();
            PortfolioModel = new SecurityPortfolioModel();
            TransactionModel = new SecurityTransactionModel();
            MarginModel = new SecurityMarginModel(leverage);
            Holdings = new SecurityHolding(this);
        }
예제 #2
0
파일: Security.cs 프로젝트: reddream/Lean
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        public Security(SubscriptionDataConfig config, decimal leverage, bool isDynamicallyLoadedData = false)
        {
            _config = config;
            _symbol = config.Symbol;
            _isDynamicallyLoadedData = isDynamicallyLoadedData;

            Cache = new SecurityCache();
            Exchange = new SecurityExchange();
            DataFilter = new SecurityDataFilter();
            PortfolioModel = new SecurityPortfolioModel();
            TransactionModel = new SecurityTransactionModel();
            MarginModel = new SecurityMarginModel(leverage);
            Holdings = new SecurityHolding(this);
        }
예제 #3
0
        /********************************************************
        * CONSTRUCTOR/DELEGATE DEFINITIONS
        *********************************************************/
        /// <summary>
        /// Construct a new security vehicle based on the user options.
        /// </summary>
        public Security(string symbol, SecurityType type, Resolution resolution, bool fillDataForward, decimal leverage, bool extendedMarketHours, bool isDynamicallyLoadedData = false)
        {
            //Set Basics:
            _symbol = symbol;
            _type = type;
            _resolution = resolution;
            _isFillDataForward = fillDataForward;
            _leverage = leverage;
            _isExtendedMarketHours = extendedMarketHours;
            _isDynamicallyLoadedData = isDynamicallyLoadedData;

            //Setup Transaction Model for this Asset
            switch (type)
            {
                case SecurityType.Equity:
                    Model = new EquityTransactionModel();
                    DataFilter = new EquityDataFilter();
                    break;
                case SecurityType.Forex:
                    Model = new ForexTransactionModel();
                    DataFilter = new ForexDataFilter();
                    break;
                case SecurityType.Base:
                    Model = new SecurityTransactionModel();
                    DataFilter = new SecurityDataFilter();
                    break;
            }

            //Holdings for new Vehicle:
            Cache = new SecurityCache();
            Holdings = new SecurityHolding(symbol, type, Model);
            Exchange = new SecurityExchange();
        }