Commit Graph

8 Commits

Author SHA1 Message Date
Stefano Raggi 9d3c1df5f3 Fix execution models to handle partially filled orders 2019-05-24 11:50:31 +02:00
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 75ffa300f1 Adding new IAlgorithm.AccountCurrency
- Adding new `IAlgorithm.AccountCurrency { get; }` that will point to the
`Portfolio.CashBook.AccountCurrency`. Setter will be added in a
following PR.
- Base `Brokerage` class will now have a `AccountCurrency { get }`
pointing to the `IAccountCurrencyProvider`. Will be used by the different
brokerages implementations.
2018-12-10 11:59:02 -03:00
Martin Molinero 95af5f8877 SecurityHolding has a ref to an ICurrencyConverter
- `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
Martin Molinero 1997197f47 Fix failing unit tests 2018-09-18 12:10:42 -03:00
Martin Molinero 41873b2315 Fixing unit tests 2018-08-31 16:06:41 -03:00
Martin Molinero c73b7bb62f Adding smarter methods for PortfolioTargetCollection 2018-07-27 10:48:55 -03:00