d9cf7fcf2b
Remove IAlgorithm.SecurityInitializer
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This isn't needed by the LEAN engine, so no need for it to be on the interface
2016-01-19 15:20:05 -05:00
fc0bc11909
Move IAlgorithm.AccountType->IBrokerageModel.AccountType
2016-01-19 15:12:15 -05:00
55586ef819
Adds SecurityInitializer to IAlgorithm
2016-01-19 12:42:36 -05:00
f33cffe77f
Moves asset count limit logic out of Algorithm namespace
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Since we now support universe selection and by convention never remove a security
object, we can't rely on the counts of the security manager to perform limits on
data subscriptions, this logic was moved deeper into the engine, where we perform
UniverseSelection, which is the path taken to add new data subscriptions
2015-12-21 16:13:23 -05:00
2b0fd189ed
Renames IAlgorithm.Universes->UniverseManager
2015-12-17 17:32:13 -05:00
a29ebf0595
Rename SubscriptionSettings to UniverseSettings
2015-12-14 16:58:18 -05:00
88957679da
Adds SetBrokerageModel to IAlgorithm
2015-12-10 15:27:24 -05:00
8dad5f4c0a
Adds IAlgorithm.SetDefaultMarkets
2015-12-10 15:19:21 -05:00
b167b7725d
Adds GetParameter and SetParameters to IAlgorithm
2015-12-10 13:45:39 -05:00
f3834df1a0
Return Security instance from IAlgorithm.AddSecurity
2015-12-09 13:32:37 -05:00
3a322e0877
Change IAlgorithm.Universes to use UniverseManager type
2015-12-09 13:32:29 -05:00
be65ccda10
Brokerage message events on IAlgorithm
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Added the following virtual methods:
- OnBrokerageMessage(BrokerageMessageEvent)
- OnBrokerageDisconnect()
- OnBrokerageReconnect()
2015-11-26 22:35:25 +01:00
7b6c82841f
Initial implementation of SecurityIdentifier
2015-11-12 13:55:42 -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
d696f09b28
Adds IAlgorithm.Status
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AlgorithmManager._algorithmState was removed and replaced with
pass through to IAlgorithm.Status
2015-11-09 11:18:41 -05:00
3285198cfe
Implements ICommandQueueHandler
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The command queue provides external messaging into the algorithm.
It yields ICommand instances which are runnable against the algorithm.
This allows a user to exercise some control/change over the algorithm's
behavior while it's still running.
To show the pattern, I've implemented the Order, Liquidate, and Quit commands
2015-11-04 21:26:14 -05:00
5d4aadbb9c
Removes QuantConnect.Interfaces
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This project was collapsed into QuantConnect.csproj.
This will allow code in the common project to use the interfaces abstractions
2015-11-04 13:18:59 -05:00
Michael Handschuh