Commit Graph

5 Commits

Author SHA1 Message Date
Martin Molinero b7bcdbef04 Adding OrderFee to OrderEvent
- Replacing `decimal` for `OrderFee` at the `OrderEvent`.
- Adding `FeeModelNotUsingAccountCurrency` regression test
- Adding unit tests for `CashBuyingPowerModel` and `SecurityMarginModel`
with non account currency fees
2018-12-10 13:18:41 -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
jameschch@outlook.com 7763efdc83 Changes related to #330 order quantity decimalized 2016-06-24 11:28:21 +01:00
snugs e29236cc2d Remove reliance on Symbol implcits from core libraries 2015-11-12 13:55:39 -05:00
Stefano Raggi fac6f46a9a New Statistics implementation
Added Trade and TradeBuilder classes
Added UtcTime and OrderFee property to OrderEvent class
Added AlgorithmPerformance class with a few metrics + tests
Added portfolio statistics + rolling statistics

Closes #30 via PR #164

Thanks @SteffanoRaggi!
2015-09-16 20:48:02 -04:00