Martin Molinero
a288648929
- 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
49 lines
1.9 KiB
C#
49 lines
1.9 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Data;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Interfaces
|
|
{
|
|
/// <summary>
|
|
/// This interface exposes methods for creating a new <see cref="Security" />
|
|
/// </summary>
|
|
public interface ISecurityService
|
|
{
|
|
/// <summary>
|
|
/// Creates a new security
|
|
/// </summary>
|
|
/// <remarks>Following the obsoletion of Security.Subscriptions,
|
|
/// both overloads will be merged removing <see cref="SubscriptionDataConfig"/> arguments</remarks>
|
|
Security CreateSecurity(Symbol symbol,
|
|
List<SubscriptionDataConfig> subscriptionDataConfigList,
|
|
decimal leverage = 0,
|
|
bool addToSymbolCache = true);
|
|
|
|
/// <summary>
|
|
/// Creates a new security
|
|
/// </summary>
|
|
/// <remarks>Following the obsoletion of Security.Subscriptions,
|
|
/// both overloads will be merged removing <see cref="SubscriptionDataConfig"/> arguments</remarks>
|
|
Security CreateSecurity(Symbol symbol,
|
|
SubscriptionDataConfig subscriptionDataConfig,
|
|
decimal leverage = 0,
|
|
bool addToSymbolCache = true);
|
|
}
|
|
}
|