/* * 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. */ namespace QuantConnect.Securities { /// /// Represents the model responsible for applying cash settlement rules /// /// This model converts the amount to the account currency and applies cash settlement immediately public class AccountCurrencyImmediateSettlementModel : ImmediateSettlementModel { /// /// Applies cash settlement rules /// /// The funds application parameters public override void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters) { var currency = applyFundsParameters.CashAmount.Currency; var amount = applyFundsParameters.CashAmount.Amount; var portfolio = applyFundsParameters.Portfolio; var amountInAccountCurrency = portfolio.CashBook.ConvertToAccountCurrency(amount, currency); portfolio.CashBook[portfolio.CashBook.AccountCurrency].AddAmount(amountInAccountCurrency); } } }