Commit Graph

7 Commits

Author SHA1 Message Date
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
Stefano Raggi 78f3b4b099 Refactor additional IBuyingPowerModel methods to use context objects 2018-11-27 22:50:15 +01:00
Michael Handschuh 20133d40d1 Add ICurrencyConverter to Security constructors
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
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
AlexCatarino f1a1dd0091 Enables custom buying power model setting in python
- Adds `BuyingPowerModelPythonWrapper` to wrap a python class that represents a custom buying power model.
- Adds `SetBuyingPowerModel` and `SetMarginModel` to enable the seeting of custom buying power model.
2018-08-21 12:04:49 +01:00