Skip to content

Commit

Permalink
Adds GetUnsettledCash to Settlement Model
Browse files Browse the repository at this point in the history
  • Loading branch information
AlexCatarino committed Feb 12, 2024
1 parent ab5dc47 commit 173229f
Showing 1 changed file with 10 additions and 2 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,11 @@
public void Scan(ScanSettlementModelParameters settlementParameters)
{
}

public CashAmount GetUnsettledCash()
{
return default;
}
}</pre>
<pre class='python'># In the Initialize method, set the custom settlement model
security.SetSettlementModel(MySettlementModel())
Expand All @@ -46,10 +51,13 @@
applyFundsParameters.Portfolio.CashBook[currency].AddAmount(amount)

def Scan(self, settlementParameters: ScanSettlementModelParameters) -> None:
pass</pre>
pass

def GetUnsettledCash(self) -> CashAmount:
return None</pre>
</div>

<p>For a full example algorithm, see <span class='python'><a href='https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_a27d38bfde7135a8345c8783910be29e.html'>this backtest</a></span><span class='csharp'><a href='https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_d00175b971c1a3f8d498f619944fdcaa.html'>this backtest</a></span>.</p>
<p>For a full example algorithm, see <span class='python'><a href='https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_8b7e4a221b5f846a141468e382a1a526.html'>this backtest</a></span><span class='csharp'><a href='https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_510b44847f10e72d158a5de0072609ef.html'>this backtest</a></span>.</p>

<p><code>ApplyFundsSettlementModelParameters</code> objects have the following properties:</p>
<div data-tree="QuantConnect.Securities.ApplyFundsSettlementModelParameters"></div>
Expand Down

0 comments on commit 173229f

Please sign in to comment.