Stefano Raggi
01afc560f4
- 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
36 lines
1.5 KiB
C#
36 lines
1.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Represents the model responsible for applying cash settlement rules
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/// </summary>
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public interface ISettlementModel
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{
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/// <summary>
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/// Applies cash settlement rules
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio</param>
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/// <param name="security">The fill's security</param>
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/// <param name="applicationTimeUtc">The fill time (in UTC)</param>
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/// <param name="currency">The currency symbol</param>
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/// <param name="amount">The amount of cash to apply</param>
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void ApplyFunds(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, string currency, decimal amount);
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}
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}
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