/* * 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)) { } } }