/*
* 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;
}
}
}