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C# IAlgorithm.SetCash方法代码示例

本文整理汇总了C#中IAlgorithm.SetCash方法的典型用法代码示例。如果您正苦于以下问题:C# IAlgorithm.SetCash方法的具体用法?C# IAlgorithm.SetCash怎么用?C# IAlgorithm.SetCash使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在IAlgorithm的用法示例。


在下文中一共展示了IAlgorithm.SetCash方法的2个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C#代码示例。

示例1: CreateBrokerage

        /// <summary>
        /// Creates a new IBrokerage instance
        /// </summary>
        /// <param name="job">The job packet to create the brokerage for</param>
        /// <param name="algorithm">The algorithm instance</param>
        /// <returns>A new brokerage instance</returns>
        public IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
        {
            //Try and use the live job packet cash if exists, otherwise resort to the user algo cash:
            if (job.BrokerageData.ContainsKey("project-paper-equity"))
            {
                var consistentCash = Convert.ToDecimal(job.BrokerageData["project-paper-equity"]);
                algorithm.SetCash(consistentCash);
            }

            return new PaperBrokerage(algorithm);
        }
开发者ID:reddream,项目名称:Lean,代码行数:17,代码来源:PaperBrokerageFactory.cs

示例2: Setup


//.........这里部分代码省略.........
                brokerage.Message += brokerageOnMessage;

                // set the transaction models base on the brokerage properties
                SetupHandler.UpdateTransactionModels(algorithm, algorithm.BrokerageModel);
                algorithm.Transactions.SetOrderProcessor(transactionHandler);
                algorithm.PostInitialize();

                try
                {
                    // this can fail for various reasons, such as already being logged in somewhere else
                    brokerage.Connect();
                }
                catch (Exception err)
                {
                    Log.Error(err);
                    AddInitializationError("Error connecting to brokerage: " + err.Message);
                    return false;
                }

                if (!brokerage.IsConnected)
                {
                    // if we're reporting that we're not connected, bail
                    AddInitializationError("Unable to connect to brokerage.");
                    return false;
                }

                try
                {
                    // set the algorithm's cash balance for each currency
                    var cashBalance = brokerage.GetCashBalance();
                    foreach (var cash in cashBalance)
                    {
                        Log.Trace("BrokerageSetupHandler.Setup(): Setting " + cash.Symbol + " cash to " + cash.Quantity);
                        algorithm.SetCash(cash.Symbol, cash.Quantity, cash.ConversionRate);
                    }
                }
                catch (Exception err)
                {
                    Log.Error(err);
                    AddInitializationError("Error getting cash balance from brokerage: " + err.Message);
                    return false;
                }

                try
                {
                    // populate the algorithm with the account's outstanding orders
                    var openOrders = brokerage.GetOpenOrders();
                    foreach (var order in openOrders)
                    {
                        // be sure to assign order IDs such that we increment from the SecurityTransactionManager to avoid ID collisions
                        Log.Trace("BrokerageSetupHandler.Setup(): Has open order: " + order.Symbol + " - " + order.Quantity);
                        order.Id = algorithm.Transactions.GetIncrementOrderId();
                        transactionHandler.Orders.AddOrUpdate(order.Id, order, (i, o) => order);
                    }
                }
                catch (Exception err)
                {
                    Log.Error(err);
                    AddInitializationError("Error getting open orders from brokerage: " + err.Message);
                    return false;
                }

                try
                {
                    // populate the algorithm with the account's current holdings
                    var holdings = brokerage.GetAccountHoldings();
开发者ID:icecube11,项目名称:Lean,代码行数:67,代码来源:BrokerageSetupHandler.cs


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