/// <summary> /// Creates a new <see cref="BacktestingBrokerage"/> instance /// </summary> /// <param name="algorithmNodePacket">Job packet</param> /// <param name="uninitializedAlgorithm">The algorithm instance before Initialize has been called</param> /// <param name="factory">The brokerage factory</param> /// <returns>The brokerage instance, or throws if error creating instance</returns> public IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory) { factory = new BacktestingBrokerageFactory(); var optionMarketSimulation = new BasicOptionAssignmentSimulation(); return(new BacktestingBrokerage(uninitializedAlgorithm, optionMarketSimulation)); }
/// <summary> /// Creates a new <see cref="BacktestingBrokerage"/> instance /// </summary> /// <param name="algorithmNodePacket">Job packet</param> /// <param name="uninitializedAlgorithm">The algorithm instance before Initialize has been called</param> /// <returns>The brokerage instance, or throws if error creating instance</returns> public IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory) { factory = new BacktestingBrokerageFactory(); return(new BacktestingBrokerage(uninitializedAlgorithm)); }