Classes
class	CompositePositionGroupResolver
	Provides an implementation of IPositionGroupResolver that invokes multiple wrapped implementations in succession. Each successive call to IPositionGroupResolver.Resolve will receive the remaining positions that have yet to be grouped. Any non-grouped positions are placed into identity groups. More...

class	GetMaximumLotsForDeltaBuyingPowerParameters
	Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower More...

class	GetMaximumLotsForTargetBuyingPowerParameters
	Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower More...

class	GetMaximumLotsResult
	Result type for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower and IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower More...

class	HasSufficientPositionGroupBuyingPowerForOrderParameters
	Defines the parameters for IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder More...

interface	IPosition
	Defines a position for inclusion in a group More...

interface	IPositionGroup
	Defines a group of positions allowing for more efficient use of portfolio margin More...

interface	IPositionGroupBuyingPowerModel
	Represents a position group's model of buying power More...

interface	IPositionGroupResolver
	Resolves position groups from a collection of positions. More...

class	NullSecurityPositionGroupModel
	Responsible for managing the resolution of position groups for an algorithm. Will only resolve single position groups More...

class	OptionStrategyPositionGroupResolver
	Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel More...

class	PortfolioMarginChart
	Helper method to sample portfolio margin chart More...

class	PortfolioState
	Snapshot of an algorithms portfolio state More...

class	Position
	Defines a quantity of a security's holdings for inclusion in a position group More...

class	PositionCollection
	Provides a collection type for IPosition aimed at providing indexing for common operations required by the resolver implementations. More...

class	PositionExtensions
	Provides extension methods for IPosition More...

class	PositionGroup
	Provides a default implementation of IPositionGroup More...

class	PositionGroupBuyingPower
	Defines the result for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower More...

class	PositionGroupBuyingPowerModel
	Provides a base class for implementations of IPositionGroupBuyingPowerModel More...

class	PositionGroupBuyingPowerModelExtensions
	Provides methods aimed at reducing the noise introduced from having result/parameter types for each method. These methods aim to accept raw arguments and return the desired value type directly. More...

class	PositionGroupBuyingPowerParameters
	Defines the parameters for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower More...

class	PositionGroupCollection
	Provides a collection type for IPositionGroup More...

class	PositionGroupExtensions
	Provides extension methods for IPositionGroup More...

class	PositionGroupInitialMarginForOrderParameters
	Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder More...

class	PositionGroupInitialMarginParameters
	Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...

class	PositionGroupKey
	Defines a unique and deterministic key for IPositionGroup More...

class	PositionGroupMaintenanceMarginParameters
	Defines parameters for IPositionGroupBuyingPowerModel.GetMaintenanceMargin More...

class	PositionGroupState
	Snapshot of a position group state More...

class	ReservedBuyingPowerForPositionGroup
	Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...

class	ReservedBuyingPowerForPositionGroupParameters
	Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...

class	ReservedBuyingPowerImpact
	Specifies the impact on buying power from changing security holdings that affects current IPositionGroup, including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes into account a contemplated change to the algorithm's positions that impacts current position groups. More...

class	ReservedBuyingPowerImpactParameters
	Parameters for the IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact More...

class	SecurityPositionGroupBuyingPowerModel
	Provides an implementation of IPositionGroupBuyingPowerModel for groups containing exactly one security More...

class	SecurityPositionGroupModel
	Responsible for managing the resolution of position groups for an algorithm More...

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

Classes