IBuyingPowerModel

QuantConnect.Securities.IBuyingPowerModel

Represents a security's model of buying power

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_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

Parameters:

Name	Type	Description	Default
parameters	InitialMarginParameters	An object containing the security and quantity	required

Returns:

Type	Description
InitialMargin	The initial margin required for the provided security and 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 allocated to the specified holding

Parameters:

Name	Type	Description	Default
parameters	MaintenanceMarginParameters	An object containing the security and holdings quantity/cost/value	required

Returns:

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

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_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.

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.

set_leverage

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

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

Parameters:

Name	Type	Description	Default
security	Security	The security to set leverage for	required
leverage	float	The new leverage	required