Jhonathan Abreu
50 lines
1.9 KiB
C#
50 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 Python.Runtime;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Python
|
|
{
|
|
/// <summary>
|
|
/// Wraps a <see cref="PyObject"/> object that represents a security's margin interest rate model
|
|
/// </summary>
|
|
public class MarginInterestRateModelPythonWrapper : IMarginInterestRateModel
|
|
{
|
|
private readonly dynamic _model;
|
|
|
|
/// <summary>
|
|
/// Constructor for initializing the <see cref="MarginInterestRateModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
|
|
/// </summary>
|
|
/// <param name="model">Represents a security's model of buying power</param>
|
|
public MarginInterestRateModelPythonWrapper(PyObject model)
|
|
{
|
|
_model = model.ValidateImplementationOf<IMarginInterestRateModel>();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Apply margin interest rates to the portfolio
|
|
/// </summary>
|
|
/// <param name="parameters">The parameters to use</param>
|
|
public void ApplyMarginInterestRate(MarginInterestRateParameters parameters)
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
_model.ApplyMarginInterestRate(parameters);
|
|
}
|
|
}
|
|
}
|
|
}
|