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5 Commits

Author SHA1 Message Date
Stefano Raggi a0dac817ef Revert commit cb8f451 2017-01-06 15:41:52 +01:00
Stefano Raggi cb8f451ebb Disable margin calls by default in live mode 2017-01-05 15:09:32 +01:00
Andrew Hart d81b436b30 Added BrokerageModelSecurityInitializerTests 
Renamed ISeedSecurity GetLastData to GetSeedData

Renamed QCAlgorithm.History.GetSingleBarHistory to GetLastKnowPrice

Minor Style refactor
 2016-12-01 11:55:48 -05:00
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