Supported Models
Samco
Introduction
This page explains SamcoBrokerageModel
, including the asset classes it supports, its default security-level models, and it's default markets.
SetBrokerageModel(BrokerageName.Samco, AccountType.Cash); SetBrokerageModel(BrokerageName.Samco, AccountType.Margin);
self.SetBrokerageModel(BrokerageName.Samco, AccountType.Cash) self.SetBrokerageModel(BrokerageName.Samco, AccountType.Margin)
To view the implementation of this model, see the LEAN GitHub repository.
Asset Classes
The SamcoBrokerageModel
supports trading the following asset classes:
- Indian Equities
- India Equity Options
- India Futures
Orders
The SamcoBrokerageModel
supports several order types, order properties, and order updates.
Order Types
The following table describes the available order types for each asset class that the SamcoBrokerageModel
supports:
Order Type | India Equity |
---|---|
MarketOrder | ![]() |
LimitOrder | ![]() |
StopMarketOrder | ![]() |
Order Properties
The SamcoBrokerageModel
supports custom order properties. The following table describes the members of the IndiaOrderProperties
object that you can set to customize order execution:
Property | Description |
---|---|
Exchange | Select the exchange for sending the order to. The following instructions are available:
|
ProductType |
A ProductType instruction to apply to the order. The IndiaProductType enumeration has the following members:
|
TimeInForce | A TimeInForce instruction to apply to the order. The following instructions are available:
|
public override void Initialize() { // Set default order properties DefaultOrderProperties = new IndiaOrderProperties(Exchange.NSE, IndiaOrderProperties.IndiaProductType.NRML) { TimeInForce = TimeInForce.GoodTilCanceled, }; } public override void OnData(Slice slice) { // Use default order order properties LimitOrder(_symbol, quantity, limitPrice); // Override the default order properties LimitOrder(_symbol, quantity, limitPrice, orderProperties: new IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.MIS) { TimeInForce = TimeInForce.Day, }; LimitOrder(_symbol, quantity, limitPrice, orderProperties: new IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.CNC) { TimeInForce = TimeInForce.GoodTilDate, }; }
def Initialize(self) -> None: # Set the default order properties self.DefaultOrderProperties = IndiaOrderProperties(Exchange.NSE, IndiaOrderProperties.IndiaProductType.NRML) self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled def OnData(self, slice: Slice) -> None: # Use default order order properties self.LimitOrder(self.symbol, quantity, limit_price) # Override the default order properties order_properties = IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.MIS) order_properties.TimeInForce = TimeInForce.Day self.LimitOrder(self.symbol, quantity, limit_price, orderProperties=order_properties) order_properties = IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.CNC) order_properties.TimeInForce = TimeInForce.GoodTilDate self.LimitOrder(self.symbol, quantity, limit_price, orderProperties=order_properties)
Updates
The SamcoBrokerageModel
supports order updates.
Handling Splits
If you're using raw data normalization and you have active orders with a limit, stop, or trigger price in the market for a US Equity when a stock split occurs, the following properties of your orders automatically adjust to reflect the stock split:
- Quantity
- Limit price
- Stop price
- Trigger price
Fills
The SamcoBrokerageModel
uses the EquityFillModel.
Slippage
The SamcoBrokerageModel
uses the ConstantSlippageModel with zero slippage.
security.SetSlippageModel(new ConstantSlippageModel(0));
security.SetSlippageModel(ConstantSlippageModel(0))
Fees
The SamcoBrokerageModel
uses the SamcoFeeModel.
Settlement
The SamcoBrokerageModel
uses the ImmediateSettlementModel for margin accounts and the DelayedSettlementModel with the default settlement rules for cash accounts.
// For cash accounts: security.SettlementModel = new DelayedSettlementModel(Equity.DefaultSettlementDays, Equity.DefaultSettlementTime); // For margin accounts: security.SettlementModel = new ImmediateSettlementModel();
# For cash accounts: security.SettlementModel = DelayedSettlementModel(Equity.DefaultSettlementDays, Equity.DefaultSettlementTime) # For margin accounts: security.SettlementModel = ImmediateSettlementModel()
Margin Interest Rate
The SamcoBrokerageModel
uses the NullMarginInterestRateModel.