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BrokerageModelSecurityInitializer

QuantConnect.Securities.BrokerageModelSecurityInitializer

BrokerageModelSecurityInitializer()
BrokerageModelSecurityInitializer(
    brokerage_model: IBrokerageModel,
    security_seeder: ISecuritySeeder,
)

Bases: Object, ISecurityInitializer

Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.fill_model, Security.fee_model, Security.slippage_model, and the Security.settlement_model properties

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

Parameters:

Name Type Description Default
brokerage_model Optional[IBrokerageModel]

The brokerage model used to initialize the security models

None
security_seeder Optional[ISecuritySeeder]

An ISecuritySeeder used to seed the initial price of the security

None

initialize

initialize(security: Security) -> None

Initializes the specified security by setting up the models

Parameters:

Name Type Description Default
security Security

The security to be initialized

required