snugs
1f15eb2c04
Changed system to use Margin Models, removing leverage wherever possible allowing for dynamic margin models. Created first portfolio fill model for FOREX which treats it as a currency swap through the cashbook instead of a tradable asset. Updated the Securities/SecurityPortfolioManager to use cashbook value + holdings removing FOREX virtual positions. Created a new benchmark system for comparing quantconnect builds.
17 lines
593 B
XML
17 lines
593 B
XML
<?xml version="1.0"?>
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<ArrayOfDecimal xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
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<decimal>100000</decimal>
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<decimal>100000</decimal>
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<decimal>100,033.33</decimal>
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<decimal>100,037.50</decimal>
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<decimal>100,020.00</decimal>
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<decimal>100,000.00</decimal>
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<decimal>99,992.86</decimal>
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<decimal>100,000.00</decimal>
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<decimal>100,011.11</decimal>
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<decimal>100,015.00</decimal>
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<decimal>100,009.09</decimal>
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<decimal>100,000.00</decimal>
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<decimal>99,996.15</decimal>
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<decimal>100,000.00</decimal>
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</ArrayOfDecimal> |