/*
* 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 QuantConnect.Brokerages;
namespace QuantConnect.Securities
{
///
/// Provides an implementation of that initializes a security
/// by settings the , ,
/// , and the properties
///
public class BrokerageModelSecurityInitializer : ISecurityInitializer
{
private readonly IBrokerageModel _brokerageModel;
private readonly ISecuritySeeder _securitySeeder;
///
/// Initializes a new instance of the class
/// for the specified algorithm
///
public BrokerageModelSecurityInitializer()
{
}
///
/// Initializes a new instance of the class
/// for the specified algorithm
///
/// The brokerage model used to initialize the security models
/// An used to seed the initial price of the security
public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
{
_brokerageModel = brokerageModel;
_securitySeeder = securitySeeder;
}
///
/// Initializes the specified security by setting up the models
///
/// The security to be initialized
public virtual void Initialize(Security security)
{
// Sets the security models
security.FillModel = _brokerageModel.GetFillModel(security);
security.FeeModel = _brokerageModel.GetFeeModel(security);
security.SlippageModel = _brokerageModel.GetSlippageModel(security);
security.SettlementModel = _brokerageModel.GetSettlementModel(security);
security.BuyingPowerModel = _brokerageModel.GetBuyingPowerModel(security);
security.MarginInterestRateModel = _brokerageModel.GetMarginInterestRateModel(security);
// Sets the leverage after the buying power model. Otherwise we would set the leverage of the default model.
security.SetLeverage(_brokerageModel.GetLeverage(security));
security.SetShortableProvider(_brokerageModel.GetShortableProvider(security));
_securitySeeder.SeedSecurity(security);
}
}
}