Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call More...
Public Member Functions | |
| MarginCallModelPythonWrapper (PyObject model) | |
| Constructor for initialising the MarginCallModelPythonWrapper class with wrapped PyObject object More... | |
| List< OrderTicket > | ExecuteMarginCall (IEnumerable< SubmitOrderRequest > generatedMarginCallOrders) |
| Executes synchronous orders to bring the account within margin requirements. More... | |
| List< SubmitOrderRequest > | GetMarginCallOrders (out bool issueMarginCallWarning) |
| Scan the portfolio and the updated data for a potential margin call situation which may get the holdings below zero! If there is a margin call, liquidate the portfolio immediately before the portfolio gets sub zero. More... | |
 Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IMarginCallModel > | |
| 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... | |
Additional Inherited Members | |
| Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IMarginCallModel > | |
| PyObject | Instance |
| Gets the underlying python instance More... | |
Detailed Description
Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call
Definition at line 27 of file MarginCallModelPythonWrapper.cs.
Constructor & Destructor Documentation
◆ MarginCallModelPythonWrapper()
| QuantConnect.Python.MarginCallModelPythonWrapper.MarginCallModelPythonWrapper | ( | PyObject | model | ) |
Constructor for initialising the MarginCallModelPythonWrapper class with wrapped PyObject object
- Parameters
-
model Represents the model responsible for picking which orders should be executed during a margin call
Definition at line 33 of file MarginCallModelPythonWrapper.cs.
Member Function Documentation
◆ ExecuteMarginCall()
| List<OrderTicket> QuantConnect.Python.MarginCallModelPythonWrapper.ExecuteMarginCall | ( | IEnumerable< SubmitOrderRequest > | generatedMarginCallOrders | ) |
Executes synchronous orders to bring the account within margin requirements.
- Parameters
-
generatedMarginCallOrders These are the margin call orders that were generated by individual security margin models.
- Returns
- The list of orders that were actually executed
Implements QuantConnect.Securities.IMarginCallModel.
Definition at line 44 of file MarginCallModelPythonWrapper.cs.
◆ GetMarginCallOrders()
| List<SubmitOrderRequest> QuantConnect.Python.MarginCallModelPythonWrapper.GetMarginCallOrders | ( | out bool | issueMarginCallWarning | ) |
Scan the portfolio and the updated data for a potential margin call situation which may get the holdings below zero! If there is a margin call, liquidate the portfolio immediately before the portfolio gets sub zero.
- Parameters
-
issueMarginCallWarning Set to true if a warning should be issued to the algorithm
- Returns
- True for a margin call on the holdings.
Implements QuantConnect.Securities.IMarginCallModel.
Definition at line 75 of file MarginCallModelPythonWrapper.cs.
The documentation for this class was generated from the following file:
- Common/Python/MarginCallModelPythonWrapper.cs
