/*
* 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.Collections.Generic;
using QuantConnect.Interfaces;
using QuantConnect.Packets;
using QuantConnect.Securities;
namespace QuantConnect.Brokerages.Backtesting
{
///
/// Factory type for the
///
public class BacktestingBrokerageFactory : BrokerageFactory
{
///
/// Gets the brokerage data required to run the IB brokerage from configuration
///
///
/// The implementation of this property will create the brokerage data dictionary required for
/// running live jobs. See
///
public override Dictionary BrokerageData
{
get { return new Dictionary(); }
}
///
/// Gets a new instance of the
///
/// The order provider
public override IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider) => new InteractiveBrokersBrokerageModel();
///
/// Creates a new IBrokerage instance
///
/// The job packet to create the brokerage for
/// The algorithm instance
/// A new brokerage instance
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
return new BacktestingBrokerage(algorithm);
}
///
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
///
/// 2
public override void Dispose()
{
// NOP
}
///
///Initializes a new instance of the class
///
public BacktestingBrokerageFactory()
: base(typeof(BacktestingBrokerage))
{
}
}
}