QuantConnect.Securities.Positions.SecurityPositionGroupResolver Class Reference

Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security. More...

Inheritance diagram for QuantConnect.Securities.Positions.SecurityPositionGroupResolver:

Public Member Functions
	SecurityPositionGroupResolver (IPositionGroupBuyingPowerModel buyingPowerModel)
	Initializes a new instance of the SecurityPositionGroupResolver class More...
bool	TryGroup (IReadOnlyCollection< IPosition > newPositions, PositionGroupCollection currentPositions, out IPositionGroup group)
	Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver. More...
PositionGroupCollection	Resolve (PositionCollection positions)
	Resolves the position groups that exist within the specified collection of positions. More...
IEnumerable< IPositionGroup >	GetImpactedGroups (PositionGroupCollection groups, IReadOnlyCollection< IPosition > positions)
	Determines the position groups that would be evaluated for grouping of the specified positions were passed into the IPositionGroupResolver.Resolve method. More...

Detailed Description

Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security.

Definition at line 24 of file SecurityPositionGroupResolver.cs.

Constructor & Destructor Documentation

SecurityPositionGroupResolver()

QuantConnect.Securities.Positions.SecurityPositionGroupResolver.SecurityPositionGroupResolver

(

IPositionGroupBuyingPowerModel

buyingPowerModel

)

Initializes a new instance of the SecurityPositionGroupResolver class

Parameters

buyingPowerModel

The buying power model to use for created groups

Definition at line 32 of file SecurityPositionGroupResolver.cs.

Member Function Documentation

TryGroup()

bool QuantConnect.Securities.Positions.SecurityPositionGroupResolver.TryGroup	(	IReadOnlyCollection< IPosition >	newPositions,
		PositionGroupCollection	currentPositions,
		out IPositionGroup	group
	)

Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver.

Parameters

newPositions	The positions to be grouped
currentPositions	The currently grouped positions
group	The grouped positions when this resolver is able to, otherwise null

Returns

True if this resolver can group the specified positions, otherwise false

Implements QuantConnect.Securities.Positions.IPositionGroupResolver.

Definition at line 46 of file SecurityPositionGroupResolver.cs.

Resolve()

PositionGroupCollection QuantConnect.Securities.Positions.SecurityPositionGroupResolver.Resolve

(

PositionCollection

positions

)

Resolves the position groups that exist within the specified collection of positions.

Parameters

positions

The collection of positions

Returns

An enumerable of position groups

Implements QuantConnect.Securities.Positions.IPositionGroupResolver.

Definition at line 66 of file SecurityPositionGroupResolver.cs.

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GetImpactedGroups()

IEnumerable<IPositionGroup> QuantConnect.Securities.Positions.SecurityPositionGroupResolver.GetImpactedGroups	(	PositionGroupCollection	groups,
		IReadOnlyCollection< IPosition >	positions
	)

Determines the position groups that would be evaluated for grouping of the specified positions were passed into the IPositionGroupResolver.Resolve method.

This function allows us to determine a set of impacted groups and run the resolver on just those groups in order to support what-if analysis

Parameters

groups	The existing position groups
positions	The positions being changed

Returns

An enumerable containing the position groups that could be impacted by the specified position changes

Implements QuantConnect.Securities.Positions.IPositionGroupResolver.

Definition at line 87 of file SecurityPositionGroupResolver.cs.

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

• Common/Securities/Positions/SecurityPositionGroupResolver.cs