Represents a security's model of buying power More...

Inheritance diagram for QuantConnect.Securities.IBuyingPowerModel:

Public Member Functions
decimal	GetLeverage (Security security)
	Gets the current leverage of the security More...

void	SetLeverage (Security security, decimal leverage)
	Sets the leverage for the applicable securities, i.e, equities More...

MaintenanceMargin	GetMaintenanceMargin (MaintenanceMarginParameters parameters)
	Gets the margin currently allocated to the specified holding More...

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

InitialMargin	GetInitialMarginRequiredForOrder (InitialMarginRequiredForOrderParameters parameters)
	Gets the total margin required to execute the specified order in units of the account currency including fees More...

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

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...

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...

ReservedBuyingPowerForPosition	GetReservedBuyingPowerForPosition (ReservedBuyingPowerForPositionParameters parameters)
	Gets the amount of buying power reserved to maintain the specified position More...

BuyingPower	GetBuyingPower (BuyingPowerParameters parameters)
	Gets the buying power available for a trade More...

Detailed Description

Represents a security's model of buying power

Definition at line 21 of file IBuyingPowerModel.cs.

Member Function Documentation

◆ GetLeverage()

decimal QuantConnect.Securities.IBuyingPowerModel.GetLeverage ( Security security )

Gets the current leverage of the security

Parameters

security The security to get leverage for

Returns: The current leverage in the security

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.Future.FutureMarginModel, QuantConnect.Securities.PatternDayTradingMarginModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.Option.OptionMarginModel, and QuantConnect.Securities.CashBuyingPowerModel.

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◆ SetLeverage()

void QuantConnect.Securities.IBuyingPowerModel.SetLeverage	(	Security	security,
		decimal	leverage
	)

Sets the leverage for the applicable securities, i.e, equities

This is added to maintain backwards compatibility with the old margin/leverage system

Parameters

security	The security to set leverage for
leverage	The new leverage

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.Future.FutureMarginModel, QuantConnect.Securities.Option.OptionMarginModel, QuantConnect.Securities.CashBuyingPowerModel, QuantConnect.Securities.PatternDayTradingMarginModel, and QuantConnect.Securities.ConstantBuyingPowerModel.

◆ GetMaintenanceMargin()

MaintenanceMargin QuantConnect.Securities.IBuyingPowerModel.GetMaintenanceMargin ( MaintenanceMarginParameters parameters )

Gets the margin currently allocated to the specified holding

Parameters

parameters An object containing the security and holdings quantity/cost/value

Returns: The maintenance margin required for the provided holdings quantity/cost/value

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.Future.FutureMarginModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.Option.OptionMarginModel, QuantConnect.Securities.PatternDayTradingMarginModel, QuantConnect.Securities.Option.FuturesOptionsMarginModel, QuantConnect.Securities.ConstantBuyingPowerModel, QuantConnect.Securities.CryptoFuture.CryptoFutureMarginModel, and QuantConnect.Securities.NullBuyingPowerModel.

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◆ GetInitialMarginRequirement()

InitialMargin QuantConnect.Securities.IBuyingPowerModel.GetInitialMarginRequirement ( InitialMarginParameters parameters )

The margin that must be held in order to increase the position by the provided quantity

Parameters

parameters An object containing the security and quantity

Returns: The initial margin required for the provided security and quantity

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.Future.FutureMarginModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.Option.OptionMarginModel, QuantConnect.Securities.Option.FuturesOptionsMarginModel, QuantConnect.Securities.PatternDayTradingMarginModel, QuantConnect.Securities.CryptoFuture.CryptoFutureMarginModel, QuantConnect.Securities.CashBuyingPowerModel, and QuantConnect.Securities.ConstantBuyingPowerModel.

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◆ GetInitialMarginRequiredForOrder()

InitialMargin QuantConnect.Securities.IBuyingPowerModel.GetInitialMarginRequiredForOrder ( InitialMarginRequiredForOrderParameters parameters )

Gets the total margin required to execute the specified order in units of the account currency including fees

Parameters

parameters An object containing the portfolio, the security and the order

Returns: The total margin in terms of the currency quoted in the order

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.Future.FutureMarginModel, and QuantConnect.Securities.Option.OptionMarginModel.

◆ HasSufficientBuyingPowerForOrder()

HasSufficientBuyingPowerForOrderResult QuantConnect.Securities.IBuyingPowerModel.HasSufficientBuyingPowerForOrder ( HasSufficientBuyingPowerForOrderParameters parameters )

Check if there is sufficient buying power to execute this order.

Parameters

parameters An object containing the portfolio, the security and the order

Returns: Returns buying power information for an order

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Python.BuyingPowerModelPythonWrapper, QuantConnect.Securities.CashBuyingPowerModel, and QuantConnect.Securities.NullBuyingPowerModel.

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◆ GetMaximumOrderQuantityForTargetBuyingPower()

GetMaximumOrderQuantityResult QuantConnect.Securities.IBuyingPowerModel.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.

Parameters

parameters An object containing the portfolio, the security and the target signed buying power percentage

Returns: Returns the maximum allowed market order quantity and if zero, also the reason

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.CashBuyingPowerModel, QuantConnect.Securities.Future.FutureMarginModel, and QuantConnect.Python.BuyingPowerModelPythonWrapper.

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◆ GetMaximumOrderQuantityForDeltaBuyingPower()

GetMaximumOrderQuantityResult QuantConnect.Securities.IBuyingPowerModel.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.

Parameters

parameters An object containing the portfolio, the security and the delta buying power

Returns: Returns the maximum allowed market order quantity and if zero, also the reason

Used by the margin call model to reduce the position by a delta percent.

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.CashBuyingPowerModel, and QuantConnect.Python.BuyingPowerModelPythonWrapper.

◆ GetReservedBuyingPowerForPosition()

ReservedBuyingPowerForPosition QuantConnect.Securities.IBuyingPowerModel.GetReservedBuyingPowerForPosition ( ReservedBuyingPowerForPositionParameters parameters )

Gets the amount of buying power reserved to maintain the specified position

Parameters

parameters A parameters object containing the security

Returns: The reserved buying power in account currency

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.CashBuyingPowerModel, and QuantConnect.Python.BuyingPowerModelPythonWrapper.

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◆ GetBuyingPower()

BuyingPower QuantConnect.Securities.IBuyingPowerModel.GetBuyingPower ( BuyingPowerParameters parameters )

Gets the buying power available for a trade

Parameters

parameters A parameters object containing the algorithm's portfolio, security, and order direction

Returns: The buying power available for the trade

Implemented in QuantConnect.Securities.BuyingPowerModel, QuantConnect.Securities.CashBuyingPowerModel, and QuantConnect.Python.BuyingPowerModelPythonWrapper.

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

Common/Securities/IBuyingPowerModel.cs

Public Member Functions

Detailed Description

Member Function Documentation

◆ GetLeverage()

◆ SetLeverage()

◆ GetMaintenanceMargin()

◆ GetInitialMarginRequirement()

◆ GetInitialMarginRequiredForOrder()

◆ HasSufficientBuyingPowerForOrder()

◆ GetMaximumOrderQuantityForTargetBuyingPower()

◆ GetMaximumOrderQuantityForDeltaBuyingPower()

◆ GetReservedBuyingPowerForPosition()

◆ GetBuyingPower()