/// <summary>
/// Initialise security portfolio manager.
/// </summary>
public SecurityPortfolioManager(SecurityManager securityManager, SecurityTransactionManager transactions, IOrderProperties defaultOrderProperties = null)
{
Securities = securityManager;
Transactions = transactions;
MarginCallModel = new DefaultMarginCallModel(this, defaultOrderProperties);
CashBook = new CashBook();
UnsettledCashBook = new CashBook();
_unsettledCashAmounts = new List <UnsettledCashAmount>();
_baseCurrencyCash = CashBook[CashBook.AccountCurrency];
_baseCurrencyUnsettledCash = UnsettledCashBook[CashBook.AccountCurrency];
// default to $100,000.00
_baseCurrencyCash.SetAmount(100000);
}
/// <summary>
/// Set the account currency cash this algorithm is to manage.
/// </summary>
/// <param name="cash">Decimal cash value of portfolio</param>
public void SetCash(decimal cash)
{
_setCashWasCalled = true;
_baseCurrencyCash.SetAmount(cash);
}
/// <summary>
/// Set the base currrency cash this algorithm is to manage.
/// </summary>
/// <param name="cash">Decimal cash value of portfolio</param>
public void SetCash(decimal cash)
{
_baseCurrencyCash.SetAmount(cash);
}