/// <summary>
/// Applies a dividend to the portfolio
/// </summary>
/// <param name="dividend">The dividend to be applied</param>
public void ApplyDividend(Dividend dividend)
{
var security = Securities[dividend.Symbol];
// only apply dividends when we're in raw mode or split adjusted mode
var mode = security.DataNormalizationMode;
if (mode == DataNormalizationMode.Raw || mode == DataNormalizationMode.SplitAdjusted)
{
// longs get benefits, shorts get clubbed on dividends
var total = security.Holdings.Quantity * dividend.Distribution;
// assuming USD, we still need to add Currency to the security object
_baseCurrencyCash.AddAmount(total);
}
}
/// <summary>
/// Applies a dividend to the portfolio
/// </summary>
/// <param name="dividend">The dividend to be applied</param>
/// <param name="liveMode">True if live mode, false for backtest</param>
/// <param name="mode">The <see cref="DataNormalizationMode"/> for this security</param>
public void ApplyDividend(Dividend dividend, bool liveMode, DataNormalizationMode mode)
{
// we currently don't properly model dividend payable dates, so in
// live mode it's more accurate to rely on the brokerage cash sync
if (liveMode)
{
return;
}
var security = Securities[dividend.Symbol];
// only apply dividends when we're in raw mode or split adjusted mode
if (mode == DataNormalizationMode.Raw || mode == DataNormalizationMode.SplitAdjusted)
{
// longs get benefits, shorts get clubbed on dividends
var total = security.Holdings.Quantity * dividend.Distribution;
// assuming USD, we still need to add Currency to the security object
_baseCurrencyCash.AddAmount(total);
}
}