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Lean
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Responsible for managing the resolution of position groups for an algorithm. Will only resolve single position groups More...
Protected Member Functions | |
| override IPositionGroupResolver | GetPositionGroupResolver () |
| Get the position group resolver instance to use More... | |
Additional Inherited Members | |
Public Member Functions inherited from QuantConnect.Securities.Positions.SecurityPositionGroupModel | |
| virtual void | Initialize (SecurityManager securities) |
| Initializes a new instance of the SecurityPositionGroupModel class More... | |
| bool | TryCreatePositionGroup (List< Order > orders, out IPositionGroup group) |
| Creates a position group for the specified order, pulling More... | |
| PositionGroupCollection | ResolvePositionGroups (PositionCollection positions) |
| Resolves position groups using the specified collection of positions More... | |
| IEnumerable< IPositionGroup > | GetImpactedGroups (IReadOnlyCollection< IPosition > positions) |
| Determines which position groups could be impacted by changes in the specified positions More... | |
| PositionGroupKey | CreateDefaultKey (Security security) |
| Creates a PositionGroupKey for the security's default position group More... | |
| IPositionGroup | GetOrCreateDefaultGroup (Security security) |
| Gets or creates the default position group for the specified security More... | |
Public Attributes inherited from QuantConnect.Securities.Positions.SecurityPositionGroupModel | |
| bool | IsOnlyDefaultGroups => Groups.IsOnlyDefaultGroups |
| Gets whether or not the algorithm is using only default position groups More... | |
| IPositionGroup | this[PositionGroupKey key] => Groups[key] |
| Gets the IPositionGroup matching the specified key . If one is not found, then a new empty position group is returned. More... | |
Static Public Attributes inherited from QuantConnect.Securities.Positions.SecurityPositionGroupModel | |
| static readonly SecurityPositionGroupModel | Null = new NullSecurityPositionGroupModel() |
| Gets an implementation of SecurityPositionGroupModel that will not group multiple securities More... | |
Properties inherited from QuantConnect.Securities.Positions.SecurityPositionGroupModel | |
| virtual IPositionGroupBuyingPowerModel | PositionGroupBuyingPowerModel = new SecurityPositionGroupBuyingPowerModel() [get] |
| Get's the single security position group buying power model to use More... | |
| PositionGroupCollection | Groups [get] |
| Gets the set of currently resolved position groups More... | |
Responsible for managing the resolution of position groups for an algorithm. Will only resolve single position groups
Definition at line 22 of file NullSecurityPositionGroupModel.cs.
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protectedvirtual |
Get the position group resolver instance to use
Reimplemented from QuantConnect.Securities.Positions.SecurityPositionGroupModel.
Definition at line 28 of file NullSecurityPositionGroupModel.cs.