Wraps a PyObject object that represents a security's model of buying power More...

Inheritance diagram for QuantConnect.Python.BuyingPowerModelPythonWrapper:

Public Member Functions
	BuyingPowerModelPythonWrapper (PyObject model)
	Constructor for initializing the BuyingPowerModelPythonWrapper class with wrapped PyObject object More...

BuyingPower	GetBuyingPower (BuyingPowerParameters parameters)
	Gets the buying power available for a trade More...

decimal	GetLeverage (Security security)
	Gets the current leverage of the security More...

GetMaximumOrderQuantityResult	GetMaximumOrderQuantityForTargetBuyingPower (GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters)
	Get the maximum market order quantity to obtain a position with a given buying power percentage. Will not take into account free buying power. More...

GetMaximumOrderQuantityResult	GetMaximumOrderQuantityForDeltaBuyingPower (GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)
	Get the maximum market order quantity to obtain a delta in the buying power used by a security. The deltas sign defines the position side to apply it to, positive long, negative short. More...

ReservedBuyingPowerForPosition	GetReservedBuyingPowerForPosition (ReservedBuyingPowerForPositionParameters parameters)
	Gets the amount of buying power reserved to maintain the specified position More...

HasSufficientBuyingPowerForOrderResult	HasSufficientBuyingPowerForOrder (HasSufficientBuyingPowerForOrderParameters parameters)
	Check if there is sufficient buying power to execute this order. More...

void	SetLeverage (Security security, decimal leverage)
	Sets the leverage for the applicable securities, i.e, equities More...

MaintenanceMargin	GetMaintenanceMargin (MaintenanceMarginParameters parameters)
	Gets the margin currently allocated to the specified holding More...

InitialMargin	GetInitialMarginRequirement (InitialMarginParameters parameters)
	The margin that must be held in order to increase the position by the provided quantity More...

InitialMargin	GetInitialMarginRequiredForOrder (InitialMarginRequiredForOrderParameters parameters)
	Gets the total margin required to execute the specified order in units of the account currency including fees More...

Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IBuyingPowerModel >
	BasePythonWrapper (bool validateInterface=true)
	Creates a new instance of the BasePythonWrapper<TInterface> class More...

	BasePythonWrapper (PyObject instance, bool validateInterface=true)
	Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More...

void	SetPythonInstance (PyObject instance)
	Sets the python instance More...

T	GetProperty< T > (string propertyName)
	Gets the Python instance property with the specified name More...

PyObject	GetProperty (string propertyName)
	Gets the Python instance property with the specified name More...

void	SetProperty (string propertyName, object value)
	Sets the Python instance property with the specified name More...

dynamic	GetEvent (string name)
	Gets the Python instance event with the specified name More...

bool	HasAttr (string name)
	Determines whether the Python instance has the specified attribute More...

PyObject	GetMethod (string methodName)
	Gets the Python instances method with the specified name and caches it More...

T	InvokeMethod< T > (string methodName, params object[] args)
	Invokes the specified method with the specified arguments More...

PyObject	InvokeMethod (string methodName, params object[] args)
	Invokes the specified method with the specified arguments More...

void	InvokeVoidMethod (string methodName, params object[] args)
	Invokes the specified method with the specified arguments without returning a value More...

IEnumerable< T >	InvokeMethodAndEnumerate< T > (string methodName, params object[] args)
	Invokes the specified method with the specified arguments and iterates over the returned values More...

Dictionary< TKey, TValue >	InvokeMethodAndGetDictionary< TKey, TValue > (string methodName, params object[] args)
	Invokes the specified method with the specified arguments and iterates over the returned values More...

T	InvokeMethodWithOutParameters< T > (string methodName, Type[] outParametersTypes, out object[] outParameters, params object[] args)
	Invokes the specified method with the specified arguments and out parameters More...

T	InvokeMethodAndWrapResult< T > (string methodName, Func< PyObject, T > wrapResult, params object[] args)
	Invokes the specified method with the specified arguments and wraps the result by calling the given function if the result is not a C# object More...

virtual bool	Equals (BasePythonWrapper< TInterface > other)
	Determines whether the specified instance wraps the same Python object reference as this instance, which would indicate that they are equal. More...

override bool	Equals (object obj)
	Determines whether the specified object is an instance of BasePythonWrapper<TInterface> and wraps the same Python object reference as this instance, which would indicate that they are equal. More...

override int	GetHashCode ()
	Gets the hash code for the current instance More...

Additional Inherited Members
Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IBuyingPowerModel >
PyObject	Instance
	Gets the underlying python instance More...

Detailed Description

Wraps a PyObject object that represents a security's model of buying power

Definition at line 24 of file BuyingPowerModelPythonWrapper.cs.

Constructor & Destructor Documentation

◆ BuyingPowerModelPythonWrapper()

QuantConnect.Python.BuyingPowerModelPythonWrapper.BuyingPowerModelPythonWrapper ( PyObject model )

Constructor for initializing the BuyingPowerModelPythonWrapper class with wrapped PyObject object

Parameters

model Represents a security's model of buying power

Definition at line 30 of file BuyingPowerModelPythonWrapper.cs.

Member Function Documentation

◆ GetBuyingPower()

BuyingPower QuantConnect.Python.BuyingPowerModelPythonWrapper.GetBuyingPower ( BuyingPowerParameters parameters )

Gets the buying power available for a trade

Parameters

parameters A parameters object containing the algorithm's potrfolio, security, and order direction

Returns: The buying power available for the trade

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 40 of file BuyingPowerModelPythonWrapper.cs.

◆ GetLeverage()

decimal QuantConnect.Python.BuyingPowerModelPythonWrapper.GetLeverage ( Security security )

Gets the current leverage of the security

Parameters

security The security to get leverage for

Returns: The current leverage in the security

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 50 of file BuyingPowerModelPythonWrapper.cs.

◆ GetMaximumOrderQuantityForTargetBuyingPower()

GetMaximumOrderQuantityResult QuantConnect.Python.BuyingPowerModelPythonWrapper.GetMaximumOrderQuantityForTargetBuyingPower ( GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters )

Get the maximum market order quantity to obtain a position with a given buying power percentage. Will not take into account free buying power.

Parameters

parameters An object containing the portfolio, the security and the target signed buying power percentage

Returns: Returns the maximum allowed market order quantity and if zero, also the reason

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 61 of file BuyingPowerModelPythonWrapper.cs.

◆ GetMaximumOrderQuantityForDeltaBuyingPower()

GetMaximumOrderQuantityResult QuantConnect.Python.BuyingPowerModelPythonWrapper.GetMaximumOrderQuantityForDeltaBuyingPower ( GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters )

Get the maximum market order quantity to obtain a delta in the buying power used by a security. The deltas sign defines the position side to apply it to, positive long, negative short.

Parameters

parameters An object containing the portfolio, the security and the delta buying power

Returns: Returns the maximum allowed market order quantity and if zero, also the reason

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 72 of file BuyingPowerModelPythonWrapper.cs.

◆ GetReservedBuyingPowerForPosition()

ReservedBuyingPowerForPosition QuantConnect.Python.BuyingPowerModelPythonWrapper.GetReservedBuyingPowerForPosition ( ReservedBuyingPowerForPositionParameters parameters )

Gets the amount of buying power reserved to maintain the specified position

Parameters

parameters A parameters object containing the security

Returns: The reserved buying power in account currency

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 83 of file BuyingPowerModelPythonWrapper.cs.

◆ HasSufficientBuyingPowerForOrder()

HasSufficientBuyingPowerForOrderResult QuantConnect.Python.BuyingPowerModelPythonWrapper.HasSufficientBuyingPowerForOrder ( HasSufficientBuyingPowerForOrderParameters parameters )

Check if there is sufficient buying power to execute this order.

Parameters

parameters An object containing the portfolio, the security and the order

Returns: Returns buying power information for an order

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 93 of file BuyingPowerModelPythonWrapper.cs.

◆ SetLeverage()

void QuantConnect.Python.BuyingPowerModelPythonWrapper.SetLeverage	(	Security	security,
		decimal	leverage
	)

Sets the leverage for the applicable securities, i.e, equities

This is added to maintain backwards compatibility with the old margin/leverage system

Parameters

security	The security to set leverage for
leverage	The new leverage

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 106 of file BuyingPowerModelPythonWrapper.cs.

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◆ GetMaintenanceMargin()

MaintenanceMargin QuantConnect.Python.BuyingPowerModelPythonWrapper.GetMaintenanceMargin ( MaintenanceMarginParameters parameters )

Gets the margin currently allocated to the specified holding

Parameters

parameters An object containing the security

Returns: The maintenance margin required for the provided holdings quantity/cost/value

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 116 of file BuyingPowerModelPythonWrapper.cs.

◆ GetInitialMarginRequirement()

InitialMargin QuantConnect.Python.BuyingPowerModelPythonWrapper.GetInitialMarginRequirement ( InitialMarginParameters parameters )

The margin that must be held in order to increase the position by the provided quantity

Parameters

parameters An object containing the security and quantity

Returns: The initial margin required for the provided security and quantity

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 126 of file BuyingPowerModelPythonWrapper.cs.

◆ GetInitialMarginRequiredForOrder()

InitialMargin QuantConnect.Python.BuyingPowerModelPythonWrapper.GetInitialMarginRequiredForOrder ( InitialMarginRequiredForOrderParameters parameters )

Gets the total margin required to execute the specified order in units of the account currency including fees

Parameters

parameters An object containing the portfolio, the security and the order

Returns: The total margin in terms of the currency quoted in the order

Implements QuantConnect.Securities.IBuyingPowerModel.

Definition at line 136 of file BuyingPowerModelPythonWrapper.cs.

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

Common/Python/BuyingPowerModelPythonWrapper.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ BuyingPowerModelPythonWrapper()

Member Function Documentation

◆ GetBuyingPower()

◆ GetLeverage()

◆ GetMaximumOrderQuantityForTargetBuyingPower()

◆ GetMaximumOrderQuantityForDeltaBuyingPower()

◆ GetReservedBuyingPowerForPosition()

◆ HasSufficientBuyingPowerForOrder()

◆ SetLeverage()

◆ GetMaintenanceMargin()

◆ GetInitialMarginRequirement()

◆ GetInitialMarginRequiredForOrder()