CompositePositionGroupResolver

QuantConnect.Securities.Positions.CompositePositionGroupResolver

CompositePositionGroupResolver(
    *resolvers: Union[
        IPositionGroupResolver,
        Iterable[IPositionGroupResolver],
    ]
)

CompositePositionGroupResolver(
    resolvers: List[IPositionGroupResolver],
)

Bases: Object, IPositionGroupResolver

Provides an implementation of IPositionGroupResolver that invokes multiple wrapped implementations in succession. Each successive call to IPositionGroupresolver.resolve will receive the remaining positions that have yet to be grouped. Any non-grouped positions are placed into identity groups.

Initializes a new instance of the CompositePositionGroupResolver class

Parameters:

Name	Type	Description	Default
resolvers	Union[IPositionGroupResolver, Iterable[IPositionGroupResolver]]	The position group resolvers to be invoked in order	()

count

count: int

Gets the count of registered resolvers

add

add(resolver: IPositionGroupResolver) -> None

add(resolver: IPositionGroupResolver, index: int) -> None

Signature descriptions:

• Adds the specified resolver to the end of the list of resolvers. This resolver will run last.

• Inserts the specified resolver into the list of resolvers at the specified index.

Parameters:

Name	Type	Description	Default
resolver	IPositionGroupResolver	The resolver to be added	required
index	Optional[int]	The zero based index indicating where to insert the resolver, zero inserts to the beginning	None

get_impacted_groups

get_impacted_groups(
    groups: PositionGroupCollection,
    positions: Sequence[IPosition],
) -> Iterable[IPositionGroup]

Determines the position groups that would be evaluated for grouping of the specified positions were passed into the resolve method.

Parameters:

Name	Type	Description	Default
groups	PositionGroupCollection	The existing position groups	required
positions	Sequence[IPosition]	The positions being changed	required

Returns:

Type	Description
Iterable[IPositionGroup]	An enumerable containing the position groups that could be impacted by the specified position changes.

remove

remove(resolver: IPositionGroupResolver) -> bool

Removes the specified resolver from the list of resolvers

Parameters:

Name	Type	Description	Default
resolver	IPositionGroupResolver	The resolver to be removed	required

Returns:

Type	Description
bool	True if the resolver was removed, false if it wasn't found in the list.

resolve

resolve(
    positions: PositionCollection,
) -> PositionGroupCollection

Resolves the optimal set of IPositionGroup from the provided positions. Implementations are required to deduct grouped positions from the positions collection.

try_group

try_group(
    new_positions: Sequence[IPosition],
    current_positions: PositionGroupCollection,
    group: Optional[IPositionGroup],
) -> Tuple[bool, IPositionGroup]

Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver.

Parameters:

Name	Type	Description	Default
new_positions	Sequence[IPosition]	The positions to be grouped	required
current_positions	PositionGroupCollection	The currently grouped positions	required
group	Optional[IPositionGroup]	The grouped positions when this resolver is able to, otherwise null	required

Returns:

Type	Description
Tuple[bool, IPositionGroup]	True if this resolver can group the specified positions, otherwise false.