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Lean
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Provides a default implementation of IPositionGroup More...
Public Member Functions | |
| PositionGroup (IPositionGroupBuyingPowerModel buyingPowerModel, decimal quantity, params IPosition[] positions) | |
| Initializes a new instance of the PositionGroup class More... | |
| PositionGroup (PositionGroupKey key, decimal quantity, params IPosition[] positions) | |
| Initializes a new instance of the PositionGroup class More... | |
| PositionGroup (PositionGroupKey key, decimal quantity, Dictionary< Symbol, IPosition > positions) | |
| Initializes a new instance of the PositionGroup class More... | |
| bool | TryGetPosition (Symbol symbol, out IPosition position) |
| Attempts to retrieve the position with the specified symbol More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
| IEnumerator< IPosition > | GetEnumerator () |
| Returns an enumerator that iterates through the collection. More... | |
Static Public Member Functions | |
| static PositionGroup | Empty (IPositionGroupBuyingPowerModel buyingPowerModel) |
| Instantiates a default empty position group instance More... | |
Public Attributes | |
| int | Count => _positions.Count |
| Gets the number of positions in the group More... | |
| IEnumerable< IPosition > | Positions => _positions.Values |
| Gets the positions in this group More... | |
| IPositionGroupBuyingPowerModel | BuyingPowerModel => Key.BuyingPowerModel |
| Gets the buying power model defining how margin works in this group More... | |
Properties | |
| PositionGroupKey | Key [get] |
| Gets the key identifying this group More... | |
| decimal | Quantity [get] |
| Gets the whole number of units in this position group More... | |
Properties inherited from QuantConnect.Securities.Positions.IPositionGroup | |
| PositionGroupKey | Key [get] |
| Gets the key identifying this group More... | |
| decimal | Quantity [get] |
| Gets the whole number of units in this position group More... | |
| IEnumerable< IPosition > | Positions [get] |
| Gets the positions in this group More... | |
| IPositionGroupBuyingPowerModel | BuyingPowerModel [get] |
| Gets the buying power model defining how margin works in this group More... | |
Provides a default implementation of IPositionGroup
Definition at line 27 of file PositionGroup.cs.
| QuantConnect.Securities.Positions.PositionGroup.PositionGroup | ( | IPositionGroupBuyingPowerModel | buyingPowerModel, |
| decimal | quantity, | ||
| params IPosition[] | positions | ||
| ) |
Initializes a new instance of the PositionGroup class
| buyingPowerModel | The buying power model to use for this group |
| quantity | The group quantity, which must be the ratio of quantity to unit quantity of each position |
| positions | The positions comprising this group |
| ArgumentException | Thrown when the quantity is not the ratio of quantity to unit quantity of each position |
Definition at line 63 of file PositionGroup.cs.
| QuantConnect.Securities.Positions.PositionGroup.PositionGroup | ( | PositionGroupKey | key, |
| decimal | quantity, | ||
| params IPosition[] | positions | ||
| ) |
Initializes a new instance of the PositionGroup class
| key | The deterministic key for this group |
| quantity | The group quantity, which must be the ratio of quantity to unit quantity of each position |
| positions | The positions comprising this group |
| ArgumentException | Thrown when the quantity is not the ratio of quantity to unit quantity of each position |
Definition at line 75 of file PositionGroup.cs.
| QuantConnect.Securities.Positions.PositionGroup.PositionGroup | ( | PositionGroupKey | key, |
| decimal | quantity, | ||
| Dictionary< Symbol, IPosition > | positions | ||
| ) |
Initializes a new instance of the PositionGroup class
| key | The deterministic key for this group |
| quantity | The group quantity, which must be the ratio of quantity to unit quantity of each position |
| positions | The positions comprising this group |
| ArgumentException | Thrown when the quantity is not the ratio of quantity to unit quantity of each position |
Definition at line 87 of file PositionGroup.cs.
| bool QuantConnect.Securities.Positions.PositionGroup.TryGetPosition | ( | Symbol | symbol, |
| out IPosition | position | ||
| ) |
Attempts to retrieve the position with the specified symbol
| symbol | The symbol |
| position | The position, if found |
Implements QuantConnect.Securities.Positions.IPositionGroup.
Definition at line 107 of file PositionGroup.cs.
| override string QuantConnect.Securities.Positions.PositionGroup.ToString | ( | ) |
Returns a string that represents the current object.
Definition at line 114 of file PositionGroup.cs.
| IEnumerator<IPosition> QuantConnect.Securities.Positions.PositionGroup.GetEnumerator | ( | ) |
Returns an enumerator that iterates through the collection.
Definition at line 121 of file PositionGroup.cs.
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static |
Instantiates a default empty position group instance
| buyingPowerModel | The buying power model to use for this group |
Definition at line 137 of file PositionGroup.cs.
| int QuantConnect.Securities.Positions.PositionGroup.Count => _positions.Count |
Gets the number of positions in the group
Definition at line 32 of file PositionGroup.cs.
| IEnumerable<IPosition> QuantConnect.Securities.Positions.PositionGroup.Positions => _positions.Values |
Gets the positions in this group
Definition at line 47 of file PositionGroup.cs.
| IPositionGroupBuyingPowerModel QuantConnect.Securities.Positions.PositionGroup.BuyingPowerModel => Key.BuyingPowerModel |
Gets the buying power model defining how margin works in this group
Definition at line 52 of file PositionGroup.cs.
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get |
Gets the key identifying this group
Definition at line 37 of file PositionGroup.cs.
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get |
Gets the whole number of units in this position group
Definition at line 42 of file PositionGroup.cs.