Lean  $LEAN_TAG$
MarginCallOrdersParameters.cs
1 /*
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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,
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
17 
19 {
20  /// <summary>
21  /// Defines the parameters for <see cref="DefaultMarginCallModel.GenerateMarginCallOrders"/>
22  /// </summary>
24  {
25  /// <summary>
26  /// Gets the position group
27  /// </summary>
28  public IPositionGroup PositionGroup { get; }
29 
30  /// <summary>
31  /// Gets the algorithm's total portfolio value
32  /// </summary>
33  public decimal TotalPortfolioValue { get; }
34 
35  /// <summary>
36  /// Gets the total used margin
37  /// </summary>
38  public decimal TotalUsedMargin { get; }
39 
40  /// <summary>
41  /// Initializes a new instance of the <see cref="MarginCallOrdersParameters"/> class
42  /// </summary>
43  /// <param name="positionGroup">The position group</param>
44  /// <param name="totalPortfolioValue">The algorithm's total portfolio value</param>
45  /// <param name="totalUsedMargin">The total used margin</param>
46  public MarginCallOrdersParameters(IPositionGroup positionGroup, decimal totalPortfolioValue, decimal totalUsedMargin)
47  {
48  PositionGroup = positionGroup;
49  TotalPortfolioValue = totalPortfolioValue;
50  TotalUsedMargin = totalUsedMargin;
51  }
52  }
53 }