Commit Graph

4 Commits

Author SHA1 Message Date
Martin Molinero ab3db6310b Add missing crypto data
- Add missing crypto
- Updating crypto regression tests
- Updating `DailyResolutionSplitRegressionAlgorithm` previous statistics
were calculated using the wrong factor file.
2018-12-24 17:32:39 -03:00
Martin Molinero 0af7ba14f5 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`
2018-12-14 12:38:55 -03:00
Martin Molinero 0933da9303 Refactor previous commits
- Removing `AccountCurrency` from `Cash` and `Brokerage` classes.
`ICurrencyConverter` will now provide the `AccountCurrency`
- Adding new static `OrderFee.Zero` which will return a 0 order fee in
`NullCurrency`
- Adding static `Currencies.USD` value, replacing all "USD".
- Addin new static `Currencies.NullCurrency`
- Updating Bitfinex `FeeModel` so it return fees in quote currency.
Adding unit tests
2018-12-13 11:30:40 -03:00
Martin Molinero b7bcdbef04 Adding OrderFee to OrderEvent
- Replacing `decimal` for `OrderFee` at the `OrderEvent`.
- Adding `FeeModelNotUsingAccountCurrency` regression test
- Adding unit tests for `CashBuyingPowerModel` and `SecurityMarginModel`
with non account currency fees
2018-12-10 13:18:41 -03:00