QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget Class Reference

Provides an implementation of IPortfolioTarget that specifies a specified quantity of a security to be held by the algorithm More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget:

Public Member Functions
	PortfolioTarget (Symbol symbol, decimal quantity, string tag="")
	Initializes a new instance of the PortfolioTarget class More...
override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static IPortfolioTarget	Percent (IAlgorithm algorithm, Symbol symbol, double percent)
	Creates a new target for the specified percent More...
static IPortfolioTarget	Percent (IAlgorithm algorithm, Symbol symbol, double percent, string tag)
	Creates a new target for the specified percent More...
static IPortfolioTarget	Percent (IAlgorithm algorithm, Symbol symbol, decimal percent, bool returnDeltaQuantity=false, string tag="")
	Creates a new target for the specified percent More...

Properties
static ? bool	MinimumOrderMarginPercentageWarningSent [get, set]
	Flag to determine if the minimum order margin portfolio percentage warning should or has already been sent to the user algorithm IAlgorithmSettings.MinimumOrderMarginPortfolioPercentage More...
Symbol	Symbol [get]
	Gets the symbol of this target More...
decimal	Quantity [get]
	Gets the target quantity for the symbol More...
string	Tag [get]
	Portfolio target tag with additional information More...
Properties inherited from QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget
Symbol	Symbol [get]
	Gets the symbol of this target More...
decimal	Quantity [get]
	Gets the quantity of this symbol the algorithm should hold More...
string	Tag [get]
	Portfolio target tag with additional information More...

Detailed Description

Provides an implementation of IPortfolioTarget that specifies a specified quantity of a security to be held by the algorithm

Definition at line 28 of file PortfolioTarget.cs.

Constructor & Destructor Documentation

PortfolioTarget()

QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.PortfolioTarget	(	Symbol	symbol,
		decimal	quantity,
		string	tag = ""
	)

Initializes a new instance of the PortfolioTarget class

Parameters

symbol	The symbol this target is for
quantity	The target quantity
tag	The target tag with additional information

Definition at line 58 of file PortfolioTarget.cs.

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Member Function Documentation

Percent() [1/3]

static IPortfolioTarget QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Percent ( IAlgorithm  algorithm, Symbol  symbol, double  percent  )

static

Creates a new target for the specified percent

Parameters

algorithm	The algorithm instance, used for getting total portfolio value and current security price
symbol	The symbol the target is for
percent	The requested target percent of total portfolio value

Returns

A portfolio target for the specified symbol/percent

Definition at line 72 of file PortfolioTarget.cs.

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Percent() [2/3]

static IPortfolioTarget QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Percent ( IAlgorithm  algorithm, Symbol  symbol, double  percent, string  tag  )

static

Creates a new target for the specified percent

Parameters

algorithm	The algorithm instance, used for getting total portfolio value and current security price
symbol	The symbol the target is for
percent	The requested target percent of total portfolio value
tag	The target tag with additional information

Returns

A portfolio target for the specified symbol/percent

Definition at line 85 of file PortfolioTarget.cs.

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Percent() [3/3]

static IPortfolioTarget QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Percent ( IAlgorithm  algorithm, Symbol  symbol, decimal  percent, bool  returnDeltaQuantity = false, string  tag = ""  )

static

Creates a new target for the specified percent

Parameters

algorithm	The algorithm instance, used for getting total portfolio value and current security price
symbol	The symbol the target is for
percent	The requested target percent of total portfolio value
returnDeltaQuantity	True, result quantity will be the Delta required to reach target percent. False, the result quantity will be the Total quantity to reach the target percent, including current holdings
tag	The target tag with additional information

Returns

A portfolio target for the specified symbol/percent

Definition at line 100 of file PortfolioTarget.cs.

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ToString()

override string QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.ToString

(

)

Returns a string that represents the current object.

Returns

A string that represents the current object.

<filterpriority>2</filterpriority>

Definition at line 163 of file PortfolioTarget.cs.

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Property Documentation

MinimumOrderMarginPercentageWarningSent

? bool QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.MinimumOrderMarginPercentageWarningSent

staticgetset

Flag to determine if the minimum order margin portfolio percentage warning should or has already been sent to the user algorithm IAlgorithmSettings.MinimumOrderMarginPortfolioPercentage

Definition at line 35 of file PortfolioTarget.cs.

Symbol

Symbol QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Symbol

get

Gets the symbol of this target

Definition at line 40 of file PortfolioTarget.cs.

Quantity

decimal QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Quantity

get

Gets the target quantity for the symbol

Definition at line 45 of file PortfolioTarget.cs.

Tag

string QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget.Tag

get

Portfolio target tag with additional information

Definition at line 50 of file PortfolioTarget.cs.

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

• Common/Algorithm/Framework/Portfolio/PortfolioTarget.cs