Files
quantconnect--lean/Common/Securities/ImmediateSettlementModel.cs
2015-11-23 20:35:52 -05:00

40 lines
1.6 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;
namespace QuantConnect.Securities
{
/// <summary>
/// Represents the model responsible for applying cash settlement rules
/// </summary>
/// <remarks>This model applies cash settlement immediately</remarks>
public class ImmediateSettlementModel : ISettlementModel
{
/// <summary>
/// Applies cash settlement rules
/// </summary>
/// <param name="portfolio">The algorithm's portfolio</param>
/// <param name="security">The fill's security</param>
/// <param name="applicationTimeUtc">The fill time (in UTC)</param>
/// <param name="currency">The currency symbol</param>
/// <param name="amount">The amount of cash to apply</param>
public void ApplyFunds(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, string currency, decimal amount)
{
portfolio.CashBook[currency].AddAmount(amount);
}
}
}