49af364055
Update Algorithm.CSharp to respect CA1304 and CA1305
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Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture
See #3045
2019-09-12 15:30:45 -04:00
61043d9d98
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
7a7b77cae1
Update Order.GetValue to take a Security
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Previously the get value functions were not respecting various conversion rates and contract multipliers
2016-02-04 19:56:26 -05:00
0bec26854c
Fixes brokerage message in BrokerageModelAlgorithm
2015-12-18 15:54:30 -05:00
01afc560f4
Added Settlement models
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- New ISettlementModel interface with implementations: ImmediateSettlementModel + DelayedSettlementModel
- SecurityPortfolioManager: UnsettledCashBook + ScanForCashSettlement
- Added tests for settlement models
- Added GetSettlementModel to IBrokerageModel
- Added AccountType argument to SetBrokerageModel()
- Added SetBrokerageModel(IBrokerageModel) overload
- Made BrokerageModel setter private
2015-11-11 22:18:34 -05:00
e79e03e28b
Check for Filled or PartiallyFilled for order value
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When computing order.GetValue(marketPrice) sometimes we want to use the order.Price and other
times we want to use security.Price, we want to use order.Price if the order's status is either
Filled or PartiallyFilled
2015-07-09 20:13:15 -04:00
4cc5c1daf7
Use fill price for order value when filled
2015-07-09 18:24:03 -04:00
bd3aaa2155
OBSOLETE Order.Value - Use Order.GetValue(currentMarketPrice) instead
2015-07-09 17:45:50 -04:00
55a6215da6
Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms
2015-06-17 17:44:02 -04:00
Michael Handschuh