Represents a simple, constant margin model by specifying the percentages of required margin. More...

Inheritance diagram for QuantConnect.Securities.SecurityMarginModel:

Public Member Functions
	SecurityMarginModel ()
	Initializes a new instance of the SecurityMarginModel with no leverage (1x) More...

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

	SecurityMarginModel (decimal leverage, decimal requiredFreeBuyingPowerPercent=0)
	Initializes a new instance of the SecurityMarginModel 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 MaintenanceMargin	GetMaintenanceMargin (MaintenanceMarginParameters parameters)
	Gets the margin currently allocated to the specified holding More...

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

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

Represents a simple, constant margin model by specifying the percentages of required margin.

Definition at line 21 of file SecurityMarginModel.cs.

Constructor & Destructor Documentation

◆ SecurityMarginModel() [1/3]

QuantConnect.Securities.SecurityMarginModel.SecurityMarginModel ( )

Initializes a new instance of the SecurityMarginModel with no leverage (1x)

Definition at line 26 of file SecurityMarginModel.cs.

◆ SecurityMarginModel() [2/3]

QuantConnect.Securities.SecurityMarginModel.SecurityMarginModel	(	decimal	initialMarginRequirement,
		decimal	maintenanceMarginRequirement,
		decimal	requiredFreeBuyingPowerPercent
	)

Initializes a new instance of the SecurityMarginModel

Parameters

initialMarginRequirement	The percentage of an order's absolute cost that must be held in free cash in order to place the order
maintenanceMarginRequirement	The percentage of the holding's absolute cost that must be held in free cash in order to avoid a margin call
requiredFreeBuyingPowerPercent	The percentage used to determine the required unused buying power for the account.

Definition at line 39 of file SecurityMarginModel.cs.

◆ SecurityMarginModel() [3/3]

QuantConnect.Securities.SecurityMarginModel.SecurityMarginModel	(	decimal	leverage,
		decimal	requiredFreeBuyingPowerPercent = `0`
	)

Initializes a new instance of the SecurityMarginModel

Parameters

leverage	The leverage
requiredFreeBuyingPowerPercent	The percentage used to determine the required unused buying power for the account.

Definition at line 54 of file SecurityMarginModel.cs.

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

Common/Securities/SecurityMarginModel.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SecurityMarginModel() [1/3]

◆ SecurityMarginModel() [2/3]

◆ SecurityMarginModel() [3/3]