public void FundsAreSettledImmediately()
{
var securities = new SecurityManager(TimeKeeper);
var transactions = new SecurityTransactionManager(securities);
var portfolio = new SecurityPortfolioManager(securities, transactions);
var model = new ImmediateSettlementModel();
var config = CreateTradeBarConfig();
var security = new Security(SecurityExchangeHoursTests.CreateUsEquitySecurityExchangeHours(), config);
portfolio.SetCash(1000);
Assert.AreEqual(1000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
var timeUtc = Noon.ConvertToUtc(TimeZones.NewYork);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2000, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", -500);
Assert.AreEqual(1500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
model.ApplyFunds(portfolio, security, timeUtc, "USD", 1000);
Assert.AreEqual(2500, portfolio.Cash);
Assert.AreEqual(0, portfolio.UnsettledCash);
}
/// <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);
SettlementModel = new ImmediateSettlementModel();
Holdings = new SecurityHolding(this);
}
/// <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);
SettlementModel = new ImmediateSettlementModel();
Holdings = new SecurityHolding(this);
}