FutureMarginModel

QuantConnect.Securities.Future.FutureMarginModel

FutureMarginModel(
    required_free_buying_power_percent: float = 0,
    security: Security = None,
)

Bases: SecurityMarginModel

Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins

Initializes a new instance of the FutureMarginModel

Parameters:

Name	Type	Description	Default
required_free_buying_power_percent	float	The percentage used to determine the required unused buying power for the account.	0
security	Security	The security that this model belongs to	None

enable_intraday_margins

enable_intraday_margins: bool

True will enable usage of intraday margins.

initial_overnight_margin_requirement

initial_overnight_margin_requirement: float

Initial Overnight margin requirement for the contract effective from the date of change

maintenance_overnight_margin_requirement

maintenance_overnight_margin_requirement: float

Maintenance Overnight margin requirement for the contract effective from the date of change

initial_intraday_margin_requirement

initial_intraday_margin_requirement: float

Initial Intraday margin for the contract effective from the date of change

maintenance_intraday_margin_requirement

maintenance_intraday_margin_requirement: float

Maintenance Intraday margin requirement for the contract effective from the date of change

NULL

NULL: IBuyingPowerModel = ...

Gets an implementation of IBuyingPowerModel that does not check for sufficient buying power

required_free_buying_power_percent

required_free_buying_power_percent: float

The percentage used to determine the required unused buying power for the account.

This codeEntityType is protected.

get_initial_margin_required_for_order

get_initial_margin_required_for_order(
    parameters: InitialMarginRequiredForOrderParameters,
) -> InitialMargin

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

Parameters:

Name	Type	Description	Default
parameters	InitialMarginRequiredForOrderParameters	An object containing the portfolio, the security and the order	required

Returns:

Type	Description
InitialMargin	The total margin in terms of the currency quoted in the order.

get_initial_margin_requirement

get_initial_margin_requirement(
    parameters: InitialMarginParameters,
) -> InitialMargin

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

get_leverage

get_leverage(security: Security) -> float

Gets the current leverage of the security

Parameters:

Name	Type	Description	Default
security	Security	The security to get leverage for	required

Returns:

Type	Description
float	The current leverage in the security.

get_maintenance_margin

get_maintenance_margin(
    parameters: MaintenanceMarginParameters,
) -> MaintenanceMargin

Gets the margin currently allotted to the specified holding

Parameters:

Name	Type	Description	Default
parameters	MaintenanceMarginParameters	An object containing the security	required

Returns:

Type	Description
MaintenanceMargin	The maintenance margin required for the.

get_maximum_order_quantity_for_target_buying_power

get_maximum_order_quantity_for_target_buying_power(
    parameters: GetMaximumOrderQuantityForTargetBuyingPowerParameters,
) -> GetMaximumOrderQuantityResult

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:

Name	Type	Description	Default
parameters	GetMaximumOrderQuantityForTargetBuyingPowerParameters	An object containing the portfolio, the security and the target signed buying power percentage	required

Returns:

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

set_leverage

set_leverage(security: Security, leverage: float) -> None

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

Parameters:

Name	Type	Description	Default
security	Security		required
leverage	float	The new leverage	required

get_buying_power

get_buying_power(
    parameters: BuyingPowerParameters,
) -> BuyingPower

Gets the buying power available for a trade

Parameters:

Name	Type	Description	Default
parameters	BuyingPowerParameters	A parameters object containing the algorithm's portfolio, security, and order direction	required

Returns:

Type	Description
BuyingPower	The buying power available for the trade.

get_maximum_order_quantity_for_delta_buying_power

get_maximum_order_quantity_for_delta_buying_power(
    parameters: GetMaximumOrderQuantityForDeltaBuyingPowerParameters,
) -> GetMaximumOrderQuantityResult

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:

Name	Type	Description	Default
parameters	GetMaximumOrderQuantityForDeltaBuyingPowerParameters	An object containing the portfolio, the security and the delta buying power	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(
    parameters: ReservedBuyingPowerForPositionParameters,
) -> ReservedBuyingPowerForPosition

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

Parameters:

Name	Type	Description	Default
parameters	ReservedBuyingPowerForPositionParameters	A parameters object containing the security	required

Returns:

Type	Description
ReservedBuyingPowerForPosition	The reserved buying power in account currency.

has_sufficient_buying_power_for_order

has_sufficient_buying_power_for_order(
    parameters: HasSufficientBuyingPowerForOrderParameters,
) -> HasSufficientBuyingPowerForOrderResult

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

Parameters:

Name	Type	Description	Default
parameters	HasSufficientBuyingPowerForOrderParameters	An object containing the portfolio, the security and the order	required

Returns:

Type	Description
HasSufficientBuyingPowerForOrderResult	Returns buying power information for an order.

get_amount_to_order

get_amount_to_order(
    security: Security,
    target_margin: float,
    margin_for_one_unit: float,
    final_margin: Optional[float],
) -> Tuple[float, float]

Helper function that determines the amount to order to get to a given target safely. Meaning it will either be at or just below target always.

Parameters:

Name	Type	Description	Default
security	Security	Security we are to determine order size for	required
target_margin	float	Target margin allocated	required
margin_for_one_unit	float	Margin requirement for one unit; used in our initial order guess	required
final_margin	Optional[float]	Output the final margin allocated to this security	required

Returns:

Type	Description
Tuple[float, float]	The size of the order to get safely to our target.

get_margin_remaining

get_margin_remaining(
    portfolio: SecurityPortfolioManager,
    security: Security,
    direction: OrderDirection,
) -> float

Gets the margin cash available for a trade

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
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 margin available for the trade.