Martin-Molinero
ee683933a3
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* WIP * Add base currency cash * Symbol properties and data processing * Add basic template algorithm * Add hourly crypto future algorithm * Minor fixes after live trading testing * CoinApiDataQueueHandler CryptoFuture support * Address reviews * Fix regression algorithms after update
49 lines
1.8 KiB
C#
49 lines
1.8 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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*/
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// The responsability of this model is to apply margin interest rate cash flows to the portfolio
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/// </summary>
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public interface IMarginInterestRateModel
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{
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/// <summary>
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/// Apply margin interest rates to the portfolio
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/// </summary>
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/// <param name="marginInterestRateParameters">The parameters to use</param>
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void ApplyMarginInterestRate(MarginInterestRateParameters marginInterestRateParameters);
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}
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/// <summary>
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/// Provides access to a null implementation for <see cref="IMarginInterestRateModel"/>
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/// </summary>
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public static class MarginInterestRateModel
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{
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/// <summary>
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/// The null margin interest rate model
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/// </summary>
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public static readonly IMarginInterestRateModel Null = new NullMarginInterestRateModel();
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private sealed class NullMarginInterestRateModel : IMarginInterestRateModel
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{
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public void ApplyMarginInterestRate(MarginInterestRateParameters marginInterestRateParameters)
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{
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}
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}
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}
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}
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