Provides a buying power model considers that there is sufficient buying power for all orders More...

Inheritance diagram for QuantConnect.Securities.NullBuyingPowerModel:

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

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

Public Member Functions inherited from QuantConnect.Securities.BuyingPowerModel
	BuyingPowerModel ()
	Initializes a new instance of the BuyingPowerModel with no leverage (1x) More...

	BuyingPowerModel (decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent)
	Initializes a new instance of the BuyingPowerModel More...

	BuyingPowerModel (decimal leverage, decimal requiredFreeBuyingPowerPercent=0)
	Initializes a new instance of the BuyingPowerModel More...

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

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

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

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

virtual 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...

virtual 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...

decimal	GetAmountToOrder ([NotNull]Security security, decimal targetMargin, decimal marginForOneUnit, out decimal finalMargin)
	Helper function that determines the amount to order to get to a given target safely. Meaning it will either be at or just below target always. More...

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

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

Additional Inherited Members
Static Public Attributes inherited from QuantConnect.Securities.BuyingPowerModel
static readonly IBuyingPowerModel	Null = new NullBuyingPowerModel()
	Gets an implementation of IBuyingPowerModel that does not check for sufficient buying power More...

Protected Member Functions inherited from QuantConnect.Securities.BuyingPowerModel
virtual decimal	GetMarginRemaining (SecurityPortfolioManager portfolio, Security security, OrderDirection direction)
	Gets the margin cash available for a trade More...

Protected Attributes inherited from QuantConnect.Securities.BuyingPowerModel
decimal	RequiredFreeBuyingPowerPercent
	The percentage used to determine the required unused buying power for the account. More...

Detailed Description

Provides a buying power model considers that there is sufficient buying power for all orders

Definition at line 21 of file NullBuyingPowerModel.cs.

Member Function Documentation

◆ GetMaintenanceMargin()

override MaintenanceMargin QuantConnect.Securities.NullBuyingPowerModel.GetMaintenanceMargin ( MaintenanceMarginParameters parameters )

virtual

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

Reimplemented from QuantConnect.Securities.BuyingPowerModel.

Definition at line 28 of file NullBuyingPowerModel.cs.

◆ HasSufficientBuyingPowerForOrder()

override HasSufficientBuyingPowerForOrderResult QuantConnect.Securities.NullBuyingPowerModel.HasSufficientBuyingPowerForOrder ( HasSufficientBuyingPowerForOrderParameters parameters )

virtual

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

Reimplemented from QuantConnect.Securities.BuyingPowerModel.

Definition at line 38 of file NullBuyingPowerModel.cs.

Here is the call graph for this function:

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

Common/Securities/NullBuyingPowerModel.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ GetMaintenanceMargin()

◆ HasSufficientBuyingPowerForOrder()