Lean  $LEAN_TAG$
ImmediateSettlementModel.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
17 {
18  /// <summary>
19  /// Represents the model responsible for applying cash settlement rules
20  /// </summary>
21  /// <remarks>This model applies cash settlement immediately</remarks>
23  {
24  /// <summary>
25  /// Applies cash settlement rules
26  /// </summary>
27  /// <param name="applyFundsParameters">The funds application parameters</param>
28  public virtual void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters)
29  {
30  var currency = applyFundsParameters.CashAmount.Currency;
31  var amount = applyFundsParameters.CashAmount.Amount;
32  applyFundsParameters.Portfolio.CashBook[currency].AddAmount(amount);
33  }
34 
35  /// <summary>
36  /// Scan for pending settlements
37  /// </summary>
38  /// <param name="settlementParameters">The settlement parameters</param>
39  public virtual void Scan(ScanSettlementModelParameters settlementParameters)
40  {
41  }
42 
43  /// <summary>
44  /// Gets the unsettled cash amount for the security
45  /// </summary>
46  public virtual CashAmount GetUnsettledCash()
47  {
48  return default;
49  }
50  }
51 }