Martin-Molinero
3f8158a5be
- Add live trading cash enforcement flag usefull for brokerages like IB which allow trading with currecies you don't have. Updating unit test
37 lines
1.4 KiB
C#
37 lines
1.4 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 QuantConnect.Securities;
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namespace QuantConnect.Lean.Engine.Setup
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{
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/// <summary>
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/// Live trading cash amount limit
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/// </summary>
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public class CashAmountLimit
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{
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/// <summary>
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/// The cash amount to limit
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/// </summary>
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public CashAmount Cash { get; set; }
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/// <summary>
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/// True will enforce this cash amount in the algorithm even if the brokerage does not have this exact cash currency
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/// </summary>
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/// <remarks>This is useful because brokerages like IB allow you to trade in other currencies you don't have handling conversions internally</remarks>
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public bool Force { get; set; }
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}
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}
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