/// <summary>
/// Updates the models for the specified security. If the <see cref="DefaultBrokerageModel"/> is specified,
/// then no update is performed.
/// </summary>
/// <param name="algorithm">The algorithm instance</param>
/// <param name="model">The brokerage model</param>
/// <param name="security">The security to be updated</param>
public static void UpdateModel(this IAlgorithm algorithm, IBrokerageModel model, Security security)
{
if (model.GetType() == typeof(DefaultBrokerageModel))
{
// if we're using the default don't do anything
return;
}
security.TransactionModel = model.GetTransactionModel(security);
security.SettlementModel = model.GetSettlementModel(security, algorithm.AccountType);
}
/// <summary>
/// Sets the transaction and settlement models in the algorithm based on the selected brokerage properties.
/// If the <see cref="DefaultBrokerageModel"/> is specified, then no update is performed.
/// </summary>
/// <param name="algorithm">The algorithm instance</param>
/// <param name="model">The brokerage model</param>
public static void UpdateModels(this IAlgorithm algorithm, IBrokerageModel model)
{
if (model.GetType() == typeof (DefaultBrokerageModel))
{
// if we're using the default don't do anything
return;
}
foreach (var security in algorithm.Securities.Values)
{
algorithm.UpdateModel(model, security);
}
}
/// <summary>
/// Sets the transaction and settlement models in the algorithm based on the selected brokerage properties
/// </summary>
public static void UpdateModels(IAlgorithm algorithm, IBrokerageModel model)
{
if (model.GetType() == typeof (DefaultBrokerageModel))
{
// if we're using the default don't do anything
return;
}
foreach (var security in algorithm.Securities.Values)
{
security.TransactionModel = model.GetTransactionModel(security);
security.SettlementModel = model.GetSettlementModel(security, algorithm.AccountType);
}
}
/// <summary> /// Sets the brokerage model used to resolve transaction models, settlement models, /// and brokerage specified ordering behaviors. /// </summary> /// <param name="brokerageModel">The brokerage model used to emulate the real /// brokerage</param> public void SetBrokerageModel(IBrokerageModel brokerageModel) => _baseAlgorithm.SetBrokerageModel(brokerageModel);
/// <summary>
/// Initializes a new instance of the <see cref="CustomSecurityInitializer"/> class
/// with the specified normalization mode
/// </summary>
/// <param name="brokerageModel">The brokerage model used to get fill/fee/slippage/settlement models</param>
/// <param name="dataNormalizationMode">The desired data normalization mode</param>
public CustomSecurityInitializer(IBrokerageModel brokerageModel, DataNormalizationMode dataNormalizationMode)
: base(brokerageModel)
{
_dataNormalizationMode = dataNormalizationMode;
}
/// <summary>
/// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
/// for the specified algorithm
/// </summary>
/// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
/// <param name="securitySeeder">An <see cref="ISecuritySeeder"/> used to seed the initial price of the security</param>
public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
{
_brokerageModel = brokerageModel;
_securitySeeder = securitySeeder;
}
/// <summary>
/// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
/// for the specified algorithm
/// </summary>
/// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
/// <param name="securitySeeder">An <see cref="ISecuritySeeder"/> used to seed the initial price of the security</param>
public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
{
_brokerageModel = brokerageModel;
_securitySeeder = securitySeeder;
}
/// <summary>
/// Checks the current <see cref="SubscriptionDataConfig"/> and adds new necessary currency pair feeds to provide real time conversion data
/// </summary>
public void EnsureCurrencySubscriptionDataConfigs(SecurityChanges securityChanges, IBrokerageModel brokerageModel)
{
_ensureCurrencyDataFeeds = false;
// remove any 'to be added' if the security has already been added
_toBeAddedCurrencySubscriptionDataConfigs.RemoveWhere(
config => securityChanges.AddedSecurities.Any(x => x.Symbol == config.Symbol));
var newConfigs = _cashBook.EnsureCurrencyDataFeeds(
_securityManager,
_subscriptionManager,
brokerageModel.DefaultMarkets,
securityChanges,
_securityService,
_defaultResolution);
foreach (var config in newConfigs)
{
_toBeAddedCurrencySubscriptionDataConfigs.Add(config);
}
_pendingSubscriptionDataConfigs = _toBeAddedCurrencySubscriptionDataConfigs.Any();
}
/// <summary>
/// Initializes a new instance of the <see cref="CustomSecurityInitializer"/> class
/// with the specified normalization mode
/// </summary>
/// <param name="brokerageModel">The brokerage model used to get fill/fee/slippage/settlement models</param>
/// <param name="dataNormalizationMode">The desired data normalization mode</param>
public CustomSecurityInitializer(IBrokerageModel brokerageModel, DataNormalizationMode dataNormalizationMode)
: base(brokerageModel)
{
_dataNormalizationMode = dataNormalizationMode;
}
/// <summary>
/// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
/// for the specified algorithm
/// </summary>
/// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel)
{
_brokerageModel = brokerageModel;
}
public void SetBrokerageModel(IBrokerageModel brokerageModel)
{
Algo.SetBrokerageModel(brokerageModel);
}
/// <summary>
/// <see cref = "BrokerageModelPythonWrapper"/> constructor.
/// Wraps the <see cref = "IBrokerageModel"/> object.
/// </summary>
/// <param name="brokegeModel"><see cref = "IBrokerageModel"/> object to be wrapped</param>
public BrokerageModelPythonWrapper(IBrokerageModel brokegeModel)
{
_brokerageModel = brokegeModel;
}
public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel)
{
_brokerageModel = brokerageModel;
}
