Exemplos de QuantConnect.Securities.Equity.Equity.SetLeverage em C# (CSharp)

Exemplo n.º 1

Arquivo: BuyingPowerModelTests.cs Projeto: vishalbelsare/Lean

        /// <summary>
        /// Helper method for tests, sets up an equity security with our properties
        /// </summary>
        /// <returns>Equity with the given setup values</returns>
        private static Security SetupSecurity(decimal currentHoldings, decimal lotSize, decimal perUnitMargin)
        {
            var spy = new QuantConnect.Securities.Equity.Equity(Symbols.SPY, SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc), new Cash("$", 0, 1),
                                                                new SymbolProperties(null, "$", 1, 0.01m, lotSize, null, 0), null, null, new SecurityCache());

            spy.Holdings.SetHoldings(perUnitMargin, currentHoldings);
            spy.SetLeverage(1);

            spy.SetMarketPrice(new TradeBar
            {
                Time   = DateTime.Now,
                Symbol = spy.Symbol,
                Open   = perUnitMargin,
                High   = perUnitMargin,
                Low    = perUnitMargin,
                Close  = perUnitMargin
            });

            return(spy);
        }