10 Commits

Author SHA1 Message Date
Alexandre Catarino 1bce9bcb71 Improves Validates_SetEndTime Test (#7147)
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Uses the "Now" in algorithm default timezone, since that's how `EndDate` is initialized in QCAlgorithm.
2023-03-28 11:01:04 -03:00
Alexandre Catarino ca4187290b Normalize Algorithm EndDate Initilization (#6672)
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Use `SetEndDate` to set `EndDate` in `QCAlgorithm` constructor. It will ensure that the `EndDate` is independent of the time the algorithm is executed if `SetEndDate` is not called in `Initilaize`.

Some users don't implement `SetEndDate` to run the algorithm to the latest datapoint, but this is not true if we run the algorithm during the day as the latest datapoint will be 24 hours before the execution time while there is data until the current day midnight.
2022-10-05 20:20:16 -03:00
Martin Molinero e73e927c0f Enable parallel unit testing 2020-04-27 17:45:53 -03:00
Martin Molinero c9e6268cbd Remove OrderFeeParameters.AccountCurrency
- Removing OrderFeeParameters.AccountCurrency. Where required replacing
for constructor parameter defaulting to USD.
- Updating IB fee model to use to correct fee currency
2018-12-28 15:57:53 -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 c5daf9ac9a Refactor IFeeModel
- Refactoring `IFeeModel`. *This is a breaking change* for implementations
inheriting directly from the interface. Deleting old and adding a new method
`OrderFee GetOrderFee(OrderFeeParameters parameters)` that will use a parameter
and a result object.
- Refactoring `CashAmount` so it does not embed a `ICurrencyConverter`
instance.
- Updating unit tests
- The `Security.QuoteCurrency`, a `Cash` instance, will provide access
to the `AccountCurrency` as a property.
- Will maintain backwards compatibility with old python custom
FeeModels, Adding unit test.

> Note that for now, consumers will ignore the currency, as before, and
directly consume the amount
2018-12-06 16:20:36 -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
Stefano Raggi 4b4f8efb0d Fix InteractiveBrokersBrokerageModel fee model with Forex
When calling SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage) fees were reported as zero for Forex orders
2017-08-24 18:48:52 +02:00
Stefano Raggi ea26f261e8 Add tests for algorithm initialization
Different call sequences for AddSecurity, SetBrokerageModel, SetSecurityInitializer
2017-05-31 19:51:06 +02:00