QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters Class Reference

Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...

Public Member Functions
	PositionGroupInitialMarginParameters (SecurityPortfolioManager portfolio, IPositionGroup positionGroup)
	Initializes a new instance of the PositionGroupInitialMarginParameters class More...

Properties
SecurityPortfolioManager	Portfolio [get]
	Gets the algorithm's portfolio manager More...
IPositionGroup	PositionGroup [get]
	Gets the position group More...

Detailed Description

Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequirement

Definition at line 21 of file PositionGroupInitialMarginParameters.cs.

Constructor & Destructor Documentation

PositionGroupInitialMarginParameters()

QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters.PositionGroupInitialMarginParameters	(	SecurityPortfolioManager	portfolio,
		IPositionGroup	positionGroup
	)

Initializes a new instance of the PositionGroupInitialMarginParameters class

Parameters

portfolio	The algorithm's portfolio manager
positionGroup	The position group

Definition at line 38 of file PositionGroupInitialMarginParameters.cs.

Property Documentation

Portfolio

SecurityPortfolioManager QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters.Portfolio

get

Gets the algorithm's portfolio manager

Definition at line 26 of file PositionGroupInitialMarginParameters.cs.

PositionGroup

IPositionGroup QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters.PositionGroup

get

Gets the position group

Definition at line 31 of file PositionGroupInitialMarginParameters.cs.

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

• Common/Securities/Positions/PositionGroupInitialMarginParameters.cs