| CompositePositionGroupResolver |
Provides an implementation of IPositionGroupResolver that invokes multiple wrapped implementations... |
| GetMaximumLotsForDeltaBuyingPowerParameters |
Defines the parameters for IPositionGroupBuyingPowerModel.get_maximum_lots_for_delta_buying_power |
| GetMaximumLotsForTargetBuyingPowerParameters |
Defines the parameters for IPositionGroupBuyingPowerModel.get_maximum_lots_for_target_buying_power |
| GetMaximumLotsResult |
Result type for IPositionGroupBuyingPowerModel.get_maximum_lots_for_delta_buying_power... |
| HasSufficientPositionGroupBuyingPowerForOrderParameters |
Defines the parameters for IPositionGroupBuyingPowerModel.has_sufficient_buying_power_for_order |
| IPosition |
Defines a position for inclusion in a group |
| IPositionGroup |
Defines a group of positions allowing for more efficient use of portfolio margin |
| IPositionGroupBuyingPowerModel |
Represents a position group's model of buying power |
| IPositionGroupResolver |
Resolves position groups from a collection of positions. |
| NullSecurityPositionGroupModel |
Responsible for managing the resolution of position groups for an algorithm.... |
| OptionStrategyPositionGroupResolver |
Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel |
| PortfolioMarginChart |
Helper method to sample portfolio margin chart |
| PortfolioState |
Snapshot of an algorithms portfolio state |
| Position |
Defines a quantity of a security's holdings for inclusion in a position group |
| PositionCollection |
Provides a collection type for IPosition aimed at providing indexing for... |
| PositionExtensions |
Provides extension methods for IPosition |
| PositionGroup |
Provides a default implementation of IPositionGroup |
| PositionGroupBuyingPower |
Defines the result for IPositionGroupBuyingPowerModel.get_position_group_buying_power |
| PositionGroupBuyingPowerModel |
Provides a base class for implementations of IPositionGroupBuyingPowerModel |
| PositionGroupBuyingPowerModelExtensions |
Provides methods aimed at reducing the noise introduced from having result/parameter types for each method.... |
| PositionGroupBuyingPowerParameters |
Defines the parameters for IPositionGroupBuyingPowerModel.get_position_group_buying_power |
| PositionGroupCollection |
Provides a collection type for IPositionGroup |
| PositionGroupExtensions |
Provides extension methods for IPositionGroup |
| PositionGroupInitialMarginForOrderParameters |
Defines parameters for IPositionGroupBuyingPowerModel.get_initial_margin_required_for_order |
| PositionGroupInitialMarginParameters |
Defines parameters for IPositionGroupBuyingPowerModel.get_initial_margin_requirement |
| PositionGroupKey |
Defines a unique and deterministic key for IPositionGroup |
| PositionGroupMaintenanceMarginParameters |
Defines parameters for IPositionGroupBuyingPowerModel.get_maintenance_margin |
| PositionGroupState |
Snapshot of a position group state |
| ReservedBuyingPowerForPositionGroup |
Defines the result for IBuyingPowerModel.get_reserved_buying_power_for_position |
| ReservedBuyingPowerForPositionGroupParameters |
Defines the parameters for IBuyingPowerModel.get_reserved_buying_power_for_position |
| ReservedBuyingPowerImpact |
Specifies the impact on buying power from changing security holdings that affects current IPositionGroup,... |
| ReservedBuyingPowerImpactParameters |
Parameters for the IPositionGroupBuyingPowerModel.get_reserved_buying_power_impact |
| SecurityPositionGroupBuyingPowerModel |
Provides an implementation of IPositionGroupBuyingPowerModel for groups containing exactly one security |
| SecurityPositionGroupModel |
Responsible for managing the resolution of position groups for an algorithm |
| SecurityPositionGroupResolver |
Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security. |