/* * 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); } } }