BrokerageModelPythonWrapper

QuantConnect.Python.BrokerageModelPythonWrapper

BrokerageModelPythonWrapper(model: Any)

Bases: BasePythonWrapper[IBrokerageModel], IBrokerageModel

Provides an implementation of IBrokerageModel that wraps a PyObject object

Constructor for initialising the BrokerageModelPythonWrapper class with wrapped PyObject object

Parameters:

Name	Type	Description	Default
model	Any	Models brokerage transactions, fees, and order	required

account_type

account_type: AccountType

Gets or sets the account type used by this model

required_free_buying_power_percent

required_free_buying_power_percent: float

Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused.

default_markets

default_markets: IReadOnlyDictionary[SecurityType, str]

Gets a map of the default markets to be used for each security type

instance

instance: Any

Gets the underlying python instance

This codeEntityType is protected.

PythonRuntimeChecker

Bases: Object

Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions.

get_buying_power_model

get_buying_power_model(
    security: Security,
) -> IBuyingPowerModel

get_buying_power_model(
    security: Security, account_type: AccountType
) -> IBuyingPowerModel

Signature descriptions:

• Gets a new buying power model for the security, returning the default model with the security's configured leverage. For cash accounts, leverage = 1 is used.

• Gets a new buying power model for the security

Parameters:

Name	Type	Description	Default
security	Security	The security to get a buying power model for	required
account_type	Optional[AccountType]	The account type	None

Returns:

Type	Description
IBuyingPowerModel	The buying power model for this brokerage/security.

get_settlement_model

get_settlement_model(
    security: Security,
) -> ISettlementModel

get_settlement_model(
    security: Security, account_type: AccountType
) -> ISettlementModel

Gets a new settlement model for the security

Parameters:

Name	Type	Description	Default
security	Security	The security to get a settlement model for	required
account_type	Optional[AccountType]	The account type	None

Returns:

Type	Description
ISettlementModel	The settlement model for this brokerage.

apply_split

apply_split(
    tickets: List[OrderTicket], split: Split
) -> None

Applies the split to the specified order ticket

Parameters:

Name	Type	Description	Default
tickets	List[OrderTicket]	The open tickets matching the split event	required
split	Split	The split event data	required

can_execute_order

can_execute_order(security: Security, order: Order) -> bool

Returns true if the brokerage would be able to execute this order at this time assuming market prices are sufficient for the fill to take place. This is used to emulate the brokerage fills in backtesting and paper trading. For example some brokerages may not perform executions during extended market hours. This is not intended to be checking whether or not the exchange is open, that is handled in the Security.Exchange property.

Parameters:

Name	Type	Description	Default
security	Security	The security being ordered	required
order	Order	The order to test for execution	required

Returns:

Type	Description
bool	True if the brokerage would be able to perform the execution, false otherwise.

can_submit_order

can_submit_order(
    security: Security,
    order: Order,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits.

Parameters:

Name	Type	Description	Default
security	Security	The security being ordered	required
order	Order	The order to be processed	required
message	Optional[BrokerageMessageEvent]	If this function returns false, a brokerage message detailing why the order may not be submitted	required

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	True if the brokerage could process the order, false otherwise.

can_update_order

can_update_order(
    security: Security,
    order: Order,
    request: UpdateOrderRequest,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Returns true if the brokerage would allow updating the order as specified by the request

Parameters:

Name	Type	Description	Default
security	Security	The security of the order	required
order	Order	The order to be updated	required
request	UpdateOrderRequest	The requested updated to be made to the order	required
message	Optional[BrokerageMessageEvent]	If this function returns false, a brokerage message detailing why the order may not be updated	required

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	True if the brokerage would allow updating the order, false otherwise.

get_benchmark

get_benchmark(securities: SecurityManager) -> IBenchmark

Get the benchmark for this model

Parameters:

Name	Type	Description	Default
securities	SecurityManager	SecurityService to create the security with if needed	required

Returns:

Type	Description
IBenchmark	The benchmark for this brokerage.

get_fee_model

get_fee_model(security: Security) -> IFeeModel

Gets a new fee model that represents this brokerage's fee structure

Parameters:

Name	Type	Description	Default
security	Security	The security to get a fee model for	required

Returns:

Type	Description
IFeeModel	The new fee model for this brokerage.

get_fill_model

get_fill_model(security: Security) -> IFillModel

Gets a new fill model that represents this brokerage's fill behavior

Parameters:

Name	Type	Description	Default
security	Security	The security to get fill model for	required

Returns:

Type	Description
IFillModel	The new fill model for this brokerage.

get_leverage

get_leverage(security: Security) -> float

Gets the brokerage's leverage for the specified security

Parameters:

Name	Type	Description	Default
security	Security	The security's whose leverage we seek	required

Returns:

Type	Description
float	The leverage for the specified security.

get_margin_interest_rate_model

get_margin_interest_rate_model(
    security: Security,
) -> IMarginInterestRateModel

Gets a new margin interest rate model for the security

Parameters:

Name	Type	Description	Default
security	Security	The security to get a margin interest rate model for	required

Returns:

Type	Description
IMarginInterestRateModel	The margin interest rate model for this brokerage.

get_model

get_model() -> IBrokerageModel

Convenience method to get the underlying IBrokerageModel object from the wrapper.

Returns:

Type	Description
IBrokerageModel	Underlying IBrokerageModel object.

get_shortable_provider

get_shortable_provider(
    security: Security,
) -> IShortableProvider

Gets the shortable provider

Returns:

Type	Description
IShortableProvider	Shortable provider.

get_slippage_model

get_slippage_model(security: Security) -> ISlippageModel

Gets a new slippage model that represents this brokerage's fill slippage behavior

Parameters:

Name	Type	Description	Default
security	Security	The security to get a slippage model for	required

Returns:

Type	Description
ISlippageModel	The new slippage model for this brokerage.

shortable

shortable(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    quantity: float,
) -> bool

Determine if this symbol is shortable

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm running	required
symbol	Union[Symbol, str, BaseContract]	The symbol to short	required
quantity	float	The amount to short	required

equals

equals(obj: Any) -> bool

equals(
    other: BasePythonWrapper[
        QuantConnect_Python_BasePythonWrapper_TInterface
    ],
) -> bool

Signature descriptions:

• Determines whether the specified object is an instance of BasePythonWrapper{TInterface} and wraps the same Python object reference as this instance, which would indicate that they are equal.

• Determines whether the specified instance wraps the same Python object reference as this instance, which would indicate that they are equal.

Parameters:

Name	Type	Description	Default
obj	Optional[Any]	The other object to compare this with	None
other	Optional[BasePythonWrapper[QuantConnect_Python_BasePythonWrapper_TInterface]]	The other object to compare this with	None

Returns:

Type	Description
bool	True if both instances are equal, that is if both wrap the same Python object reference.

set_python_instance

set_python_instance(instance: Any) -> None

set_python_instance(
    instance: Any, validate_interface: bool
) -> None

Signature descriptions:

• Sets the python instance

• Sets the python instance and sets the validate interface flag

Parameters:

Name	Type	Description	Default
instance	Any	The underlying python instance	required
validate_interface	Optional[bool]	Whether to perform validations for interface implementation	None

dispose

dispose() -> None

Dispose of this instance

get_event

get_event(name: str) -> Any

Gets the Python instance event with the specified name

Parameters:

Name	Type	Description	Default
name	str	The name of the event	required

get_hash_code

get_hash_code() -> int

Gets the hash code for the current instance

Returns:

Type	Description
int	The hash code of the current instance.

get_method

get_method(
    method_name: str, python_only: bool = False
) -> Any

Gets the Python instances method with the specified name and caches it

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
python_only	bool	Whether to only return python methods	False

Returns:

Type	Description
Any	The matched method.

get_property

get_property(property_name: str) -> Any

Gets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
property_name	str	The name of the property	required

has_attr

has_attr(name: str) -> bool

Determines whether the Python instance has the specified attribute

Parameters:

Name	Type	Description	Default
name	str	The attribute name	required

Returns:

Type	Description
bool	Whether the Python instance has the specified attribute.

invoke_method

invoke_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> Any

Invokes the specified method with the specified arguments

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
args	Union[Object, Iterable[Object]]	The arguments to call the method with	()

invoke_void_method

invoke_void_method(
    method_name: str, *args: Union[Object, Iterable[Object]]
) -> None

Invokes the specified method with the specified arguments without returning a value

Parameters:

Name	Type	Description	Default
method_name	str	The name of the method	required
args	Union[Object, Iterable[Object]]	The arguments to call the method with	()

set_property

set_property(property_name: str, value: Any) -> None

Sets the Python instance property with the specified name

Parameters:

Name	Type	Description	Default
property_name	str	The name of the property	required
value	Any	The property value	required