wehub-resource-sync
39 lines
1.7 KiB
C#
39 lines
1.7 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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Represents the model responsible for applying cash settlement rules
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/// </summary>
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/// <remarks>This model converts the amount to the account currency and applies cash settlement immediately</remarks>
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public class AccountCurrencyImmediateSettlementModel : ImmediateSettlementModel
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{
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/// <summary>
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/// Applies cash settlement rules
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/// </summary>
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/// <param name="applyFundsParameters">The funds application parameters</param>
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public override void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters)
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{
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var currency = applyFundsParameters.CashAmount.Currency;
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var amount = applyFundsParameters.CashAmount.Amount;
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var portfolio = applyFundsParameters.Portfolio;
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var amountInAccountCurrency = portfolio.CashBook.ConvertToAccountCurrency(amount, currency);
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portfolio.CashBook[portfolio.CashBook.AccountCurrency].AddAmount(amountInAccountCurrency);
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}
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}
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}
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