95af5f8877
SecurityHolding has a ref to an ICurrencyConverter
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- `SecurityHolding` will now have a reference to a `ICurrencyConverter`
instance, provided as a constructor argument, called by the owning `Security`.
2018-12-04 17:06:56 -03:00
20133d40d1
Add ICurrencyConverter to Security constructors
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Security instances will require private access to this value in order to
compute close profit.
NOTE: The extent of these changes for simply adding a constructor argument
insinuates that we're missing an abstraction to manage the construction of
these objects, such as a factor object for Security. This will need some
careful TLC in the near future.
2018-10-10 11:17:12 -04:00
f08184c0ae
Revert class name changes from #1506
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This caused several user algorithms to break. Also, its still correct to
call these margin models.
2018-02-04 14:20:38 -05:00
baced83ac4
Rename interface ISecurityMarginModel to IBuyingPowerModel
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Also renamed all existing margin models to buying power models:
- SecurityMarginModel -> SecurityMarginBuyingPowerModel
- FutureMarginModel -> FutureMarginBuyingPowerModel
- OptionMarginModel -> OptionMarginBuyingPowerModel
2018-01-31 11:47:34 +01:00
8ebbb7e385
SpreadSlippageModel removed and replaced with ConstantSlippageModel
2016-11-22 14:04:44 -05:00
82d81108ad
Implements price variation models
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Implements IPriceVariationModel interface which takes the security object and returns a decimal variation
Implemets SecurityVariationModel class: default implementation of IPriceVariationModel that returns a fixed value (read from symbol-properties-database) for decimal variation
Implemets EquityVariationModel class: implementaion of IPriceVariationModel that returns a decimal variation as a function of equity price
Implemets AdjustedPriceVariationModel class: implementaion of IPriceVariationModel that returns zero
Adds unit test
2016-09-20 15:36:04 -03:00
96eab852c2
Renames PipSize to MinimumPriceVariation
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Renames SymbolProperties.PipSize to SymbolProperties.MinimumPriceVariation, since the term pip does not refer to a minimum price variation.
Adds MinimumPriceVariation and LotSize for Oanda Forex symbols in symbol-properties-database.
2016-09-15 11:02:51 -03:00
e933306ed1
Allow constructing Security without subscription config
2016-04-14 17:28:54 -04:00
a6c42a9b77
Add ctors that don't require a subscription
2016-04-13 21:39:15 -04:00
f73b8cf611
Adds IVolatilityModel and Security.VolatilityModel
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Added indicator based implementation
Added relative standard deviation non-indicator implementation
2016-04-06 14:45:15 -04:00
a073bb6d17
Remove empty cfd/equity/forex portfolio models
2016-02-16 13:26:09 -05:00
cc888cda1e
Remove empty cfd/equity/forex margin models
2016-02-16 13:26:09 -05:00
204601224c
Implement common SecurityMarginModel.ProcessFill
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This method is now able to handle all current security types.
2016-02-16 13:26:07 -05:00
6fb75150bb
Remove overrides of GetMarginCallOrders
2016-02-16 13:26:07 -05:00
f1e2337e41
Remove overrides of GetInitialMarginRequiredForOrder
2016-02-16 13:26:06 -05:00
b4076c7d9f
Remove unused properties/field in Cfd/Forex holdings
2016-02-16 13:26:06 -05:00
ba6f8fce1b
Implement common Security.TotalCloseProfit() method
2016-02-16 13:26:05 -05:00
23119349e5
Implement common Securty.HoldingsValue property
2016-02-16 13:26:05 -05:00
f0112b719e
Implement common Security.HoldingsCost property
2016-02-16 13:26:04 -05:00
d9a9c136c2
Move quote currency validation to Security ctor
2016-02-16 13:26:03 -05:00
a6a6699b3a
Removes Cfd.QuoteCurrencySymbol/Forex.QuoteCurrencySymbol
2016-02-16 13:26:03 -05:00
e892b0db6e
Adds Security.SymbolProperties property
2016-02-16 13:26:02 -05:00
38248d641e
Adds symbol properties to Security ctor
2016-02-16 13:26:02 -05:00
efea1b1eca
Add Security.QuoteCurrency property
2016-02-16 13:26:00 -05:00
0042586b6a
Adds quote currency to Security ctor
2016-02-16 13:26:00 -05:00
716be38786
Fixes bad build from 7c20419 :/
2016-02-12 11:31:52 -05:00
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
983e5fd20b
Remove redundant SecurityType Order.ctor argument
2016-02-04 17:59:35 -05:00
52ccee0530
Adds validation checks in Cfd constructor and removes null checks from properties
2016-02-01 23:03:47 +01:00
932b757a1b
Remove Cfd.GetQuoteCurrency(Symbol)
2016-01-24 16:29:52 +01:00
93b2d50a4e
Adds SymbolProperties argument to Cfd constructor
2016-01-24 16:02:45 +01:00
2790ce275a
Sets default values in Cfd constructor
2016-01-21 21:44:23 +01:00
73b38efdb8
Adds tests for Cfd class
2016-01-21 21:10:05 +01:00
a71c9f0e92
Adds new CFD classes
2016-01-20 21:50:50 +01:00
Martin Molinero