Lean
$LEAN_TAG$
ImmediateSettlementModel.cs
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/*
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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 applies cash settlement immediately</remarks>
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public
class
ImmediateSettlementModel
:
ISettlementModel
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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
virtual
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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applyFundsParameters.
Portfolio
.
CashBook
[currency].AddAmount(amount);
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}
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/// <summary>
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/// Scan for pending settlements
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/// </summary>
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/// <param name="settlementParameters">The settlement parameters</param>
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public
virtual
void
Scan
(
ScanSettlementModelParameters
settlementParameters)
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{
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}
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/// <summary>
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/// Gets the unsettled cash amount for the security
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/// </summary>
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public
virtual
CashAmount
GetUnsettledCash
()
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{
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return
default
;
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}
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}
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}
Common
Securities
ImmediateSettlementModel.cs
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