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54df455813f7df44eeedfda4ac46b8a6bb3475c2
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Author SHA1 Message Date
Andrew Hart 54df455813 Added ISecuritySeeder to seed security prices when securities are created 
FuncSecuritySeeder implements this new interface and is used in BrokerageModelSecurityInitializer to seed new securities with a price when they are created. FuncSecuritySeeder uses a new method,  GetSingleBarHistory, in QCAlgorithm.History to get the last price from the history provider.
 2016-12-01 08:37:04 -05:00
Michael Handschuh 0cde677551 Adds CustomSecurityInitializerAlgorithm example 
An ISecurityInitializer implementation will be run after calls to AddSecurity.
A custom implementation can be specified by calling SetSecurityInitializer(...).
The default implementation sets the fill/fee/slippage/settlement models based off the BrokerageModel.
 2016-01-19 15:35:41 -05:00