Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower More...

Public Member Functions
	GetMaximumOrderQuantityForTargetBuyingPowerParameters (SecurityPortfolioManager portfolio, Security security, decimal targetBuyingPower, decimal minimumOrderMarginPortfolioPercentage, bool silenceNonErrorReasons=false)
	Initializes a new instance of the GetMaximumOrderQuantityForTargetBuyingPowerParameters class More...

Properties
SecurityPortfolioManager	Portfolio `[get]`
	Gets the algorithm's portfolio More...

Security	Security `[get]`
	Gets the security More...

decimal	TargetBuyingPower `[get]`
	Gets the target signed percentage 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

Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower

Definition at line 21 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

Constructor & Destructor Documentation

◆ GetMaximumOrderQuantityForTargetBuyingPowerParameters()

QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.GetMaximumOrderQuantityForTargetBuyingPowerParameters	(	SecurityPortfolioManager	portfolio,
		Security	security,
		decimal	targetBuyingPower,
		decimal	minimumOrderMarginPortfolioPercentage,
		bool	silenceNonErrorReasons = `false`
	)

Initializes a new instance of the GetMaximumOrderQuantityForTargetBuyingPowerParameters class

Parameters

portfolio	The algorithm's portfolio
security	The security
targetBuyingPower	The target percentage buying power
minimumOrderMarginPortfolioPercentage	Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes
silenceNonErrorReasons	True will not return GetMaximumOrderQuantityResult.Reason set for non error situation, this is for performance

Definition at line 59 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

Property Documentation

◆ Portfolio

SecurityPortfolioManager QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.Portfolio

get

Gets the algorithm's portfolio

Definition at line 26 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

◆ Security

Security QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.Security

get

Gets the security

Definition at line 31 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

◆ TargetBuyingPower

decimal QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.TargetBuyingPower

get

Gets the target signed percentage buying power

Definition at line 36 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

◆ SilenceNonErrorReasons

bool QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.SilenceNonErrorReasons

get

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

Definition at line 42 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

◆ MinimumOrderMarginPortfolioPercentage

decimal QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters.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 48 of file GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs.

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

Common/Securities/GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs

Public Member Functions

Properties