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

Inheritance diagram for QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel:

Public Member Functions
MaintenanceMargin	GetMaintenanceMargin (PositionGroupMaintenanceMarginParameters parameters)
	Gets the margin currently allocated to the specified holding More...

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

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

ReservedBuyingPowerImpact	GetReservedBuyingPowerImpact (ReservedBuyingPowerImpactParameters parameters)
	Computes the impact on the portfolio's buying power from adding the position group to the portfolio. This is a 'what if' analysis to determine what the state of the portfolio would be if these changes were applied. The delta (before - after) is the margin requirement for adding the positions and if the margin used after the changes are applied is less than the total portfolio value, this indicates sufficient capital. More...

HasSufficientBuyingPowerForOrderResult	HasSufficientBuyingPowerForOrder (HasSufficientPositionGroupBuyingPowerForOrderParameters parameters)
	Check if there is sufficient buying power for the position group to execute this order. More...

ReservedBuyingPowerForPositionGroup	GetReservedBuyingPowerForPositionGroup (ReservedBuyingPowerForPositionGroupParameters parameters)
	Computes the amount of buying power reserved by the provided position group More...

GetMaximumLotsResult	GetMaximumLotsForTargetBuyingPower (GetMaximumLotsForTargetBuyingPowerParameters parameters)
	Get the maximum position group order quantity to obtain a position with a given buying power percentage. Will not take into account free buying power. More...

GetMaximumLotsResult	GetMaximumLotsForDeltaBuyingPower (GetMaximumLotsForDeltaBuyingPowerParameters parameters)
	Get the maximum market position group order quantity to obtain a delta in the buying power used by a position group. The deltas sign defines the position side to apply it to, positive long, negative short. More...

PositionGroupBuyingPower	GetPositionGroupBuyingPower (PositionGroupBuyingPowerParameters parameters)
	Gets the buying power available for a position group trade More...

Detailed Description

Represents a position group's model of buying power

Definition at line 23 of file IPositionGroupBuyingPowerModel.cs.

Member Function Documentation

◆ GetMaintenanceMargin()

MaintenanceMargin QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetMaintenanceMargin ( PositionGroupMaintenanceMarginParameters parameters )

Gets the margin currently allocated to the specified holding

Parameters

parameters An object containing the security

Returns: The maintenance margin required for the

Implemented in QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel, QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel.

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◆ GetInitialMarginRequirement()

InitialMargin QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetInitialMarginRequirement ( PositionGroupInitialMarginParameters 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

Implemented in QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel, QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel.

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◆ GetInitialMarginRequiredForOrder()

InitialMargin QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder ( PositionGroupInitialMarginForOrderParameters 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.Option.OptionStrategyPositionGroupBuyingPowerModel, QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel.

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◆ GetReservedBuyingPowerImpact()

ReservedBuyingPowerImpact QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact ( ReservedBuyingPowerImpactParameters parameters )

Computes the impact on the portfolio's buying power from adding the position group to the portfolio. This is a 'what if' analysis to determine what the state of the portfolio would be if these changes were applied. The delta (before - after) is the margin requirement for adding the positions and if the margin used after the changes are applied is less than the total portfolio value, this indicates sufficient capital.

Parameters

parameters An object containing the portfolio and a position group containing the contemplated changes to the portfolio

Returns: Returns the portfolio's total portfolio value and margin used before and after the position changes are applied

Implemented in QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel.

◆ HasSufficientBuyingPowerForOrder()

HasSufficientBuyingPowerForOrderResult QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder ( HasSufficientPositionGroupBuyingPowerForOrderParameters parameters )

Check if there is sufficient buying power for the position group to execute this order.

Parameters

parameters An object containing the portfolio, the position group and the order

Returns: Returns buying power information for an order against a position group

Implemented in QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel.

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◆ GetReservedBuyingPowerForPositionGroup()

ReservedBuyingPowerForPositionGroup QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetReservedBuyingPowerForPositionGroup ( ReservedBuyingPowerForPositionGroupParameters parameters )

Computes the amount of buying power reserved by the provided position group

Implemented in QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel.

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◆ GetMaximumLotsForTargetBuyingPower()

GetMaximumLotsResult QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower ( GetMaximumLotsForTargetBuyingPowerParameters parameters )

Get the maximum position group 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 position group 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.Positions.PositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel.

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◆ GetMaximumLotsForDeltaBuyingPower()

GetMaximumLotsResult QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower ( GetMaximumLotsForDeltaBuyingPowerParameters parameters )

Get the maximum market position group order quantity to obtain a delta in the buying power used by a position group. The deltas sign defines the position side to apply it to, positive long, negative short.

Parameters

parameters An object containing the portfolio, the position group 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.Positions.PositionGroupBuyingPowerModel, and QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel.

◆ GetPositionGroupBuyingPower()

PositionGroupBuyingPower QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower ( PositionGroupBuyingPowerParameters parameters )

Gets the buying power available for a position group 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.Positions.PositionGroupBuyingPowerModel.

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

Common/Securities/Positions/IPositionGroupBuyingPowerModel.cs

Public Member Functions

Detailed Description

Member Function Documentation

◆ GetMaintenanceMargin()

◆ GetInitialMarginRequirement()

◆ GetInitialMarginRequiredForOrder()

◆ GetReservedBuyingPowerImpact()

◆ HasSufficientBuyingPowerForOrder()

◆ GetReservedBuyingPowerForPositionGroup()

◆ GetMaximumLotsForTargetBuyingPower()

◆ GetMaximumLotsForDeltaBuyingPower()

◆ GetPositionGroupBuyingPower()