Address reviews
- `CashBook[NullCurrency] { get; }` will throw an exception
- Revert `Currencies.USD` changes in user facing algorithms
- Improve some documentation
- Revert some format changes
- Adding more asserts for regression test
- Adding new regression tests using a custom fee model which returns
`OrderFee.Zero`
- Adding a non-usd account currency test to the cash book tests
- Adding some unit tests for `NullCurrency` and `OrderFee.Zero`
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@@ -101,9 +101,7 @@ class CustomFeeModel(FeeModel):
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* parameters.Order.AbsoluteQuantity
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* d.Decimal(0.00001))
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self.algorithm.Log("CustomFeeModel: " + str(fee))
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return OrderFee(CashAmount(
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fee,
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parameters.AccountCurrency))
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return OrderFee(CashAmount(fee, "USD"))
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class CustomSlippageModel:
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def __init__(self, algorithm):
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