01afc560f4
Added Settlement models
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- New ISettlementModel interface with implementations: ImmediateSettlementModel + DelayedSettlementModel
- SecurityPortfolioManager: UnsettledCashBook + ScanForCashSettlement
- Added tests for settlement models
- Added GetSettlementModel to IBrokerageModel
- Added AccountType argument to SetBrokerageModel()
- Added SetBrokerageModel(IBrokerageModel) overload
- Made BrokerageModel setter private
2015-11-11 22:18:34 -05:00
e79e03e28b
Check for Filled or PartiallyFilled for order value
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When computing order.GetValue(marketPrice) sometimes we want to use the order.Price and other
times we want to use security.Price, we want to use order.Price if the order's status is either
Filled or PartiallyFilled
2015-07-09 20:13:15 -04:00
4cc5c1daf7
Use fill price for order value when filled
2015-07-09 18:24:03 -04:00
bd3aaa2155
OBSOLETE Order.Value - Use Order.GetValue(currentMarketPrice) instead
2015-07-09 17:45:50 -04:00
55a6215da6
Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms
2015-06-17 17:44:02 -04:00
Stefano Raggi