/// <summary>
/// Add a new security with this symbol to the collection.
/// </summary>
/// <remarks>IDictionary implementation</remarks>
/// <param name="symbol">symbol for security we're trading</param>
/// <param name="security">security object</param>
/// <seealso cref="Add(Security)"/>
public void Add(Symbol symbol, Security security)
{
if (_securityManager.TryAdd(symbol, security))
{
security.SetLocalTimeKeeper(_timeKeeper.GetLocalTimeKeeper(security.Exchange.TimeZone));
OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, security));
}
}
public void Initialize()
{
_algorithm = new QCAlgorithm();
_algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(_algorithm));
_portfolio = _algorithm.Portfolio;
_portfolio.CashBook.Add("EUR", 0, 1.20m);
_portfolio.CashBook.Add("BTC", 0, 15000m);
_portfolio.CashBook.Add("ETH", 0, 1000m);
_algorithm.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
_transactionHandler = new BacktestingTransactionHandler();
_brokerage = new BacktestingBrokerage(_algorithm);
_resultHandler = new TestResultHandler();
_transactionHandler.Initialize(_algorithm, _brokerage, _resultHandler);
_algorithm.Transactions.SetOrderProcessor(_transactionHandler);
var tz = TimeZones.NewYork;
_btcusd = new Crypto(
SecurityExchangeHours.AlwaysOpen(tz),
_portfolio.CashBook[Currencies.USD],
new SubscriptionDataConfig(typeof(TradeBar), Symbols.BTCUSD, Resolution.Minute, tz, tz, true, false, false),
new SymbolProperties("BTCUSD", Currencies.USD, 1, 0.01m, 0.00000001m, string.Empty),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
_ethusd = new Crypto(
SecurityExchangeHours.AlwaysOpen(tz),
_portfolio.CashBook[Currencies.USD],
new SubscriptionDataConfig(typeof(TradeBar), Symbols.ETHUSD, Resolution.Minute, tz, tz, true, false, false),
new SymbolProperties("ETHUSD", Currencies.USD, 1, 0.01m, 0.00000001m, string.Empty),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
_btceur = new Crypto(
SecurityExchangeHours.AlwaysOpen(tz),
_portfolio.CashBook["EUR"],
new SubscriptionDataConfig(typeof(TradeBar), Symbols.BTCEUR, Resolution.Minute, tz, tz, true, false, false),
new SymbolProperties("BTCEUR", "EUR", 1, 0.01m, 0.00000001m, string.Empty),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
_ethbtc = new Crypto(
SecurityExchangeHours.AlwaysOpen(tz),
_portfolio.CashBook["BTC"],
new SubscriptionDataConfig(typeof(TradeBar), Symbols.ETHBTC, Resolution.Minute, tz, tz, true, false, false),
new SymbolProperties("ETHBTC", "BTC", 1, 0.00001m, 0.00000001m, string.Empty),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
_globalTimeKeeper = new TimeKeeper(new DateTime(2019, 4, 22));
_timeKeeper = _globalTimeKeeper.GetLocalTimeKeeper(tz);
_buyingPowerModel = new BuyingPowerModelComparator(
new CashBuyingPowerModel(),
new SecurityPositionGroupBuyingPowerModel(),
_portfolio,
_globalTimeKeeper
);
_btcusd.SetLocalTimeKeeper(_timeKeeper);
_ethusd.SetLocalTimeKeeper(_timeKeeper);
_btceur.SetLocalTimeKeeper(_timeKeeper);
_ethbtc.SetLocalTimeKeeper(_timeKeeper);
}
