QuantConnect.Securities.BrokerageModelSecurityInitializer Class Reference

Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties More...

Inheritance diagram for QuantConnect.Securities.BrokerageModelSecurityInitializer:

Public Member Functions
	BrokerageModelSecurityInitializer ()
	Initializes a new instance of the BrokerageModelSecurityInitializer class for the specified algorithm More...
	BrokerageModelSecurityInitializer (IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
	Initializes a new instance of the BrokerageModelSecurityInitializer class for the specified algorithm More...
virtual void	Initialize (Security security)
	Initializes the specified security by setting up the models More...

Detailed Description

Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties

Definition at line 26 of file BrokerageModelSecurityInitializer.cs.

Constructor & Destructor Documentation

BrokerageModelSecurityInitializer() [1/2]

QuantConnect.Securities.BrokerageModelSecurityInitializer.BrokerageModelSecurityInitializer

(

)

Initializes a new instance of the BrokerageModelSecurityInitializer class for the specified algorithm

Definition at line 35 of file BrokerageModelSecurityInitializer.cs.

BrokerageModelSecurityInitializer() [2/2]

QuantConnect.Securities.BrokerageModelSecurityInitializer.BrokerageModelSecurityInitializer	(	IBrokerageModel	brokerageModel,
		ISecuritySeeder	securitySeeder
	)

Initializes a new instance of the BrokerageModelSecurityInitializer class for the specified algorithm

Parameters

brokerageModel	The brokerage model used to initialize the security models
securitySeeder	An ISecuritySeeder used to seed the initial price of the security

Definition at line 46 of file BrokerageModelSecurityInitializer.cs.

Member Function Documentation

Initialize()

virtual void QuantConnect.Securities.BrokerageModelSecurityInitializer.Initialize ( Security  security )

virtual

Initializes the specified security by setting up the models

Parameters

security

The security to be initialized

Implements QuantConnect.Securities.ISecurityInitializer.

Definition at line 56 of file BrokerageModelSecurityInitializer.cs.

Here is the call graph for this function:

---

The documentation for this class was generated from the following file:

• Common/Securities/BrokerageModelSecurityInitializer.cs