/* * 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; namespace QuantConnect.Securities { /// /// Provides an implementation of that does NOT perform conversions. /// This implementation will throw if the specified cashAmount is not in units of account currency. /// public class IdentityCurrencyConverter : ICurrencyConverter { /// /// Gets account currency /// public string AccountCurrency { get; } /// /// Initializes a new instance of the class /// /// The algorithm's account currency public IdentityCurrencyConverter(string accountCurrency) { AccountCurrency = accountCurrency; } /// /// Converts a cash amount to the account currency. /// This implementation can only handle cash amounts in units of the account currency. /// /// The instance to convert /// A new instance denominated in the account currency public CashAmount ConvertToAccountCurrency(CashAmount cashAmount) { if (!string.Equals(cashAmount.Currency, AccountCurrency, StringComparison.InvariantCultureIgnoreCase)) { throw new ArgumentException(Messages.IdentityCurrencyConverter.UnableToHandleCashInNonAccountCurrency); } return cashAmount; } } }