wehub-resource-sync
57 lines
2.3 KiB
C#
57 lines
2.3 KiB
C#
/*
|
|
* 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
|
|
{
|
|
/// <summary>
|
|
/// Provides an implementation of <see cref="ICurrencyConverter"/> that does NOT perform conversions.
|
|
/// This implementation will throw if the specified cashAmount is not in units of account currency.
|
|
/// </summary>
|
|
public class IdentityCurrencyConverter : ICurrencyConverter
|
|
{
|
|
/// <summary>
|
|
/// Gets account currency
|
|
/// </summary>
|
|
public string AccountCurrency { get; }
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="ICurrencyConverter"/> class
|
|
/// </summary>
|
|
/// <param name="accountCurrency">The algorithm's account currency</param>
|
|
public IdentityCurrencyConverter(string accountCurrency)
|
|
{
|
|
AccountCurrency = accountCurrency;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Converts a cash amount to the account currency.
|
|
/// This implementation can only handle cash amounts in units of the account currency.
|
|
/// </summary>
|
|
/// <param name="cashAmount">The <see cref="CashAmount"/> instance to convert</param>
|
|
/// <returns>A new <see cref="CashAmount"/> instance denominated in the account currency</returns>
|
|
public CashAmount ConvertToAccountCurrency(CashAmount cashAmount)
|
|
{
|
|
if (!string.Equals(cashAmount.Currency, AccountCurrency, StringComparison.InvariantCultureIgnoreCase))
|
|
{
|
|
throw new ArgumentException(Messages.IdentityCurrencyConverter.UnableToHandleCashInNonAccountCurrency);
|
|
}
|
|
|
|
return cashAmount;
|
|
}
|
|
}
|
|
}
|