75 lines
2.8 KiB
C#
75 lines
2.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Collections.Generic;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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using QuantConnect.Securities;
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namespace QuantConnect.Brokerages.Backtesting
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{
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/// <summary>
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/// Factory type for the <see cref="BacktestingBrokerage"/>
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/// </summary>
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public class BacktestingBrokerageFactory : BrokerageFactory
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{
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/// <summary>
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/// Gets the brokerage data required to run the IB brokerage from configuration
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/// </summary>
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/// <remarks>
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/// The implementation of this property will create the brokerage data dictionary required for
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/// running live jobs. See <see cref="IJobQueueHandler.NextJob"/>
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/// </remarks>
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public override Dictionary<string, string> BrokerageData
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{
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get { return new Dictionary<string, string>(); }
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}
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/// <summary>
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/// Gets a new instance of the <see cref="InteractiveBrokersBrokerageModel"/>
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/// </summary>
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/// <param name="orderProvider">The order provider</param>
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public override IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider) => new InteractiveBrokersBrokerageModel();
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/// <summary>
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/// Creates a new IBrokerage instance
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/// </summary>
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/// <param name="job">The job packet to create the brokerage for</param>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>A new brokerage instance</returns>
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public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
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{
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return new BacktestingBrokerage(algorithm);
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}
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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/// <filterpriority>2</filterpriority>
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public override void Dispose()
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{
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// NOP
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}
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/// <summary>
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///Initializes a new instance of the <see cref="BacktestingBrokerageFactory"/> class
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/// </summary>
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public BacktestingBrokerageFactory()
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: base(typeof(BacktestingBrokerage))
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{
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}
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}
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}
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