GetMaximumLotsForDeltaBuyingPowerParameters

QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters

GetMaximumLotsForDeltaBuyingPowerParameters(
    portfolio: SecurityPortfolioManager,
    position_group: IPositionGroup,
    delta_buying_power: float,
    minimum_order_margin_portfolio_percentage: float,
    silence_non_error_reasons: bool = False,
)

Bases: Object

Defines the parameters for IPositionGroupBuyingPowerModel.get_maximum_lots_for_delta_buying_power

Initializes a new instance of the GetMaximumLotsForDeltaBuyingPowerParameters class

Parameters:

Name	Type	Description	Default
portfolio	SecurityPortfolioManager	The algorithm's portfolio manager	required
position_group	IPositionGroup	The position group	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 GetMaximumLotsResult.reason set for non error situation, this is for performance	False

portfolio

portfolio: SecurityPortfolioManager

Gets the algorithm's portfolio manager

position_group

position_group: IPositionGroup

Gets the position group

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 GetMaximumLotsResult.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

zero

zero() -> GetMaximumLotsResult

zero(reason: str) -> GetMaximumLotsResult

Signature descriptions:

• Creates a new GetMaximumLotsResult with zero quantity and no message.

• Creates a new GetMaximumLotsResult with zero quantity and an info message.

error

error(reason: str) -> GetMaximumLotsResult

Creates a new GetMaximumLotsResult with zero quantity and an error message.

result

result(quantity: float) -> GetMaximumLotsResult

Creates a new GetMaximumLotsResult for the specified quantity and no message.