3 Commits

Author SHA1 Message Date
Jhonathan Abreu 7e7fd4d791 Skip security initializer for benchmark security (#8012) 2024-05-09 18:09:34 -04:00
Martin-Molinero 9887a05d77 Fix FutureOptionMarginModel Margin Requirements (#5570)
Build & Test Lean / build (push) Has been cancelled
* Fix FutureOptionMarginModel Margin Requirements

- Fixes FuturesOptionsMarginModel margin requirements being zero due to
  underlying being null on model creation. Adding unit test

* Address reviews

- SecurityService will set underlying when creating a new security when
  provided
2021-05-18 14:04:30 -03:00
Martin Molinero a288648929 Creating new ISecurityService
- Adding new ISecurityService and its implementation SecurityService.
Expose by SecurityManager.
This class will expose a method for creating new securities. The
SecurityManager is exposing this new interface, calling _securityService
internally, so Future/OptionUniverseSelectionModel.cs can use it
- Replacing all usages of SecurityManager.CreateSecurity for new
ISecurityService
- Modifying `Cash.cs` and `CashBook.cs` `EnsureCurrencyDataFeeds()` to
return newly added `SubscriptionDataConfig` instead of `Security`. This
will avoid using `Security.Subscriptions` at call site.
- Moving old SecurityManager.CreateSecurity into new
SecurityServiceTests.cs
2018-10-18 16:25:32 -03:00