Commit Graph

4 Commits

Author SHA1 Message Date
Michael Handschuh d709d1c4e0 Update Common to respect CA1304 and CA1305
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
2019-09-12 14:13:24 -04:00
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