GetMaximumOrderQuantityForDeltaBuyingPowerParameters

QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters

GetMaximumOrderQuantityForDeltaBuyingPowerParameters(
    portfolio: SecurityPortfolioManager,
    security: Security,
    delta_buying_power: float,
    minimum_order_margin_portfolio_percentage: float,
    silence_non_error_reasons: bool = False,
)

Bases: Object

Defines the parameters for IBuyingPowerModel.get_maximum_order_quantity_for_delta_buying_power

Initializes a new instance of the GetMaximumOrderQuantityForDeltaBuyingPowerParameters class

Parameters:

Name	Type	Description	Default
portfolio	SecurityPortfolioManager	The algorithm's portfolio	required
security	Security	The security	required
delta_buying_power	float	The delta buying power to apply. Sign defines the position side to apply the delta	required
minimum_order_margin_portfolio_percentage	float	Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes	required
silence_non_error_reasons	bool	True will not return GetMaximumOrderQuantityResult.reason set for non error situation, this is for performance	False

portfolio

portfolio: SecurityPortfolioManager

Gets the algorithm's portfolio

security

security: Security

Gets the security

delta_buying_power

delta_buying_power: float

The delta buying power.

silence_non_error_reasons

silence_non_error_reasons: bool

True enables the IBuyingPowerModel to skip setting GetMaximumOrderQuantityResult.reason for non error situations, for performance

minimum_order_margin_portfolio_percentage

minimum_order_margin_portfolio_percentage: float

Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes