Adding SetAccountCurrency for backtesting

- Adding new `SetAccountCurrency()` for backtesting. Has to be called
before adding any `Security` or calling `SetCash()`, else will throw.
- Adding new Non account currency unit tests for `CashBuyingPower`,
`SecurityPortfolioModel`, `SecurityMarginModel`,
`SecurityPortfolioManager`, `Future/OptionMarginBuyingPowerModels`
- Adding new C# regression test using `SetAccountCurrency()`, one for
`CashBuyingPowerModel` and one for `SecurityMarginModel`
- Adding new Py and C# basic regression algorithms using
`SetAccountCurrency()`
- `Options` and `Futures` will use not use `AccountCurrency` as quote
Cash.
- `SecurityBenchmark` value will be in account currency
This commit is contained in:
Martin Molinero
2019-01-23 18:19:56 -03:00
parent 369aea8e10
commit 1b0bdd9b0b
28 changed files with 1372 additions and 77 deletions
@@ -38,6 +38,7 @@
<ItemGroup>
<Content Include="Alphas\ForexCalendarAlpha.py" />
<Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="Properties\AssemblyInfo.cs" />