BuyingPowerModelExtensions

QuantConnect.Securities.BuyingPowerModelExtensions

Bases: Object

Provides extension methods as backwards compatibility shims

above_minimum_order_margin_portfolio_percentage

above_minimum_order_margin_portfolio_percentage(
    model: IBuyingPowerModel,
    security: Security,
    quantity: float,
    portfolio_manager: SecurityPortfolioManager,
    minimum_order_margin_portfolio_percentage: float,
) -> bool

above_minimum_order_margin_portfolio_percentage(
    portfolio_manager: SecurityPortfolioManager,
    minimum_order_margin_portfolio_percentage: float,
    abs_final_order_margin: float,
) -> bool

Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage

Parameters:

Name	Type	Description	Default
model	Optional[IBuyingPowerModel]	The buying power model	None
security	Optional[Security]	The security	None
quantity	Optional[float]	The quantity of shares	None
portfolio_manager	SecurityPortfolioManager	The algorithm's portfolio	required
minimum_order_margin_portfolio_percentage	float	Minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes	required
abs_final_order_margin	Optional[float]	The calculated order margin value	None

Returns:

Type	Description
bool	True if this order quantity is above the minimum requested.

get_buying_power

get_buying_power(
    model: IBuyingPowerModel,
    portfolio: SecurityPortfolioManager,
    security: Security,
    direction: OrderDirection,
) -> float

Gets the buying power available for a trade

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The IBuyingPowerModel	required
portfolio	SecurityPortfolioManager	The algorithm's portfolio	required
security	Security	The security to be traded	required
direction	OrderDirection	The direction of the trade	required

Returns:

Type	Description
float	The buying power available for the trade.

get_initial_margin_requirement

get_initial_margin_requirement(
    model: IBuyingPowerModel,
    security: Security,
    quantity: float,
) -> float

Gets the margin currently allocated to the specified holding

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The buying power model	required
security	Security	The security	required
quantity	float	The quantity of shares	required

Returns:

Type	Description
float	The initial margin required for the provided security and quantity.

get_maintenance_margin

get_maintenance_margin(
    model: IBuyingPowerModel, security: Security
) -> float

Gets the margin currently allocated to the specified holding

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The buying power model	required
security	Security	The security	required

Returns:

Type	Description
float	The maintenance margin required for the provided holdings quantity/cost/value.

get_maximum_order_quantity_for_target_buying_power

get_maximum_order_quantity_for_target_buying_power(
    model: IBuyingPowerModel,
    portfolio: SecurityPortfolioManager,
    security: Security,
    target: float,
    minimum_order_margin_portfolio_percentage: float,
) -> GetMaximumOrderQuantityResult

Get the maximum market order quantity to obtain a position with a given value in account currency

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The IBuyingPowerModel	required
portfolio	SecurityPortfolioManager	The algorithm's portfolio	required
security	Security	The security to be traded	required
target	float	The target percent holdings	required
minimum_order_margin_portfolio_percentage	float	Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes	required

Returns:

Type	Description
GetMaximumOrderQuantityResult	Returns the maximum allowed market order quantity and if zero, also the reason.

get_reserved_buying_power_for_position

get_reserved_buying_power_for_position(
    model: IBuyingPowerModel, security: Security
) -> float

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

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The IBuyingPowerModel	required
security	Security	The security	required

Returns:

Type	Description
float	The reserved buying power in account currency.

has_sufficient_buying_power_for_order

has_sufficient_buying_power_for_order(
    model: IBuyingPowerModel,
    portfolio: SecurityPortfolioManager,
    security: Security,
    order: Order,
) -> HasSufficientBuyingPowerForOrderResult

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

Parameters:

Name	Type	Description	Default
model	IBuyingPowerModel	The IBuyingPowerModel	required
portfolio	SecurityPortfolioManager	The algorithm's portfolio	required
security	Security	The security to be traded	required
order	Order	The order	required

Returns:

Type	Description
HasSufficientBuyingPowerForOrderResult	Returns buying power information for an order.