Commit Graph

6 Commits

Author SHA1 Message Date
Martin Molinero 1b0bdd9b0b Adding SetAccountCurrency for backtesting
- Adding new `SetAccountCurrency()` for backtesting. Has to be called
before adding any `Security` or calling `SetCash()`, else will throw.
- Adding new Non account currency unit tests for `CashBuyingPower`,
`SecurityPortfolioModel`, `SecurityMarginModel`,
`SecurityPortfolioManager`, `Future/OptionMarginBuyingPowerModels`
- Adding new C# regression test using `SetAccountCurrency()`, one for
`CashBuyingPowerModel` and one for `SecurityMarginModel`
- Adding new Py and C# basic regression algorithms using
`SetAccountCurrency()`
- `Options` and `Futures` will use not use `AccountCurrency` as quote
Cash.
- `SecurityBenchmark` value will be in account currency
2019-01-25 14:54:43 -03:00
Martin Molinero 3717fe4651 IB FeeModel will be based on Market
- The `InteractiveBrokersFeeModel` will determine commissions based on
the `Market` of the security
2019-01-02 14:10:32 -03:00
Martin Molinero 8e41371e19 Non-Usd brokerage support
- `GetCashBalance()` will return a `List<CashAmount>`, will not need to
set conversion rates, which requires knowing what the account currency is.
- Removing `Global.Holding` conversion rate field. It wasn't being used
and required knowing what the account currency is.
- Adding equality operators for `CashAmount`. Adding unit tests.
2018-12-27 12:13:43 -03:00
Martin Molinero 9a2bc5c33e Fix undeterministic conversion rates
- `BaseSetupHandler.SetupCurrencyConversions` will order configurations
based on their type, selecting (`Trade` over `Quote`) and just perform
one history request per security.
2018-12-24 17:03:02 -03:00
Martin Molinero 65ea963a26 Using new HistoryRequestFactory
- BaseSetupHandler will use new `HistoryRequestProvider` class
2018-12-19 16:15:29 -03:00
Martin Molinero a26b3542bb Address reviews
- `ISetupHandler.Setup()` will now receive a parameters object
- Removing `SetupHandlerHelper` and adding new `BaseSetupHandler`
2018-12-19 16:15:28 -03:00