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QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters Class Reference

Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...

Public Member Functions

 GetMaximumOrderQuantityForDeltaBuyingPowerParameters (SecurityPortfolioManager portfolio, Security security, decimal deltaBuyingPower, decimal minimumOrderMarginPortfolioPercentage, bool silenceNonErrorReasons=false)
 Initializes a new instance of the GetMaximumOrderQuantityForDeltaBuyingPowerParameters class More...
 

Properties

SecurityPortfolioManager Portfolio [get]
 Gets the algorithm's portfolio More...
 
Security Security [get]
 Gets the security More...
 
decimal DeltaBuyingPower [get]
 The delta buying power. More...
 
bool SilenceNonErrorReasons [get]
 True enables the IBuyingPowerModel to skip setting GetMaximumOrderQuantityResult.Reason for non error situations, for performance More...
 
decimal MinimumOrderMarginPortfolioPercentage [get]
 Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes More...
 

Detailed Description

Constructor & Destructor Documentation

◆ GetMaximumOrderQuantityForDeltaBuyingPowerParameters()

QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.GetMaximumOrderQuantityForDeltaBuyingPowerParameters ( SecurityPortfolioManager  portfolio,
Security  security,
decimal  deltaBuyingPower,
decimal  minimumOrderMarginPortfolioPercentage,
bool  silenceNonErrorReasons = false 
)

Initializes a new instance of the GetMaximumOrderQuantityForDeltaBuyingPowerParameters class

Parameters
portfolioThe algorithm's portfolio
securityThe security
deltaBuyingPowerThe delta buying power to apply. Sign defines the position side to apply the delta
minimumOrderMarginPortfolioPercentageConfigurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes
silenceNonErrorReasonsTrue will not return GetMaximumOrderQuantityResult.Reason set for non error situation, this is for performance

Definition at line 61 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

Property Documentation

◆ Portfolio

SecurityPortfolioManager QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.Portfolio
get

Gets the algorithm's portfolio

Definition at line 26 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ Security

Security QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.Security
get

Gets the security

Definition at line 31 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ DeltaBuyingPower

decimal QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.DeltaBuyingPower
get

The delta buying power.

Sign defines the position side to apply the delta, positive long, negative short side.

Definition at line 37 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ SilenceNonErrorReasons

bool QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.SilenceNonErrorReasons
get

True enables the IBuyingPowerModel to skip setting GetMaximumOrderQuantityResult.Reason for non error situations, for performance

Definition at line 43 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ MinimumOrderMarginPortfolioPercentage

decimal QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.MinimumOrderMarginPortfolioPercentage
get

Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes

Default value is 0. This setting is useful to avoid small trading noise when using SetHoldings

Definition at line 49 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.


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