4 Commits

Author	SHA1	Message	Date
Jhonathan Abreu	c81f5d7d1a	Seed securities by default (#9045) ... * Add SeedInitialPrices algorithm setting This is true by default and indicates that the engine will seed initial prices right after the security is added or selected * Update regression algorithms * Update regression algorithms * Update regression algorithms * Refactor default securities seeding * Minor fix * Minro fixes * Cleanup * Updated and add regression algorithms * Address peer review * Centralize logic to get last known data for multiple securities * Some cleanup * Minor build fix * Minor fixes * More logic centralization * Some more cleanup * Cleanup * Update regression algorithms and minor fixes * Update regression algorithms * Minor fix * More minor fixes * Update regression algorithms * Cleanup * Minor test fix * Address peer review * Minor fix and performance improvement * Fix to seed open interest data * Minor test fixes * Address peer review * Minor change * Minor revert * Minor fixes and improvements * Disable initial seeding by default * Minor fixes * Cleanup * Cleanup * Minor fix	2025-11-18 13:05:56 -04:00
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) ... * 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