Commit Graph

1 Commits

Author SHA1 Message Date
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