Commit Graph

3 Commits

Author SHA1 Message Date
snugs ab9f1e9c93 Various updates to ready Lean for public live trading
IBrokerage.GetCashBalance() returns balance in each currency
BrokerageSetupHandler sets security prices to avg price to avoid immediate margin calls
2015-04-14 20:42:16 -04:00
snugs 191b82c2cb Consolidates transaction handlers to use the IBrokerage interface
This is a fairly large change. We now have a BacktestingBrokerage (and PaperTradingBrokerage) which is consumed by the transaction handlers. We've also tested the BrokerageTransactionHandler. The IBrokerage interface has been through through and implemented. We've also added a spacial BacktestingTransactionHandler to delegate order filling to the BacktestingBrokerage implementation via the BacktestingBrokerage.Scan method.  Much of this is a code shuffle to bring live trading and backtesting transaction handling into a similar pattern.
2015-01-25 17:12:10 -03:00
snugs b399bd6654 Adds initial impl of Interactive Brokers Brokerage
The IBBrokerage is event driven, so some types were also added for Account/Portfolio updates. These can later be listened to for updating algorithm properties and such.
2015-01-23 15:59:39 -03:00