IPositionGroupBuyingPowerModel
Bases: IEquatable[QuantConnect_Securities_Positions_IPositionGroupBuyingPowerModel]
Represents a position group's model of buying power
get_initial_margin_required_for_order(
parameters: PositionGroupInitialMarginForOrderParameters,
) -> 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
|
PositionGroupInitialMarginForOrderParameters
|
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(
parameters: PositionGroupInitialMarginParameters,
) -> InitialMargin
The margin that must be held in order to increase the position by the provided quantity
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
PositionGroupInitialMarginParameters
|
An object containing the security and quantity |
required |
get_maintenance_margin(
parameters: PositionGroupMaintenanceMarginParameters,
) -> MaintenanceMargin
Gets the margin currently allocated to the specified holding
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
PositionGroupMaintenanceMarginParameters
|
An object containing the security |
required |
Returns:
| Type | Description |
|---|---|
MaintenanceMargin
|
The maintenance margin required for the. |
get_maximum_lots_for_delta_buying_power(
parameters: GetMaximumLotsForDeltaBuyingPowerParameters,
) -> GetMaximumLotsResult
Get the maximum market position group order quantity to obtain a delta in the buying power used by a position group. The deltas sign defines the position side to apply it to, positive long, negative short.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
GetMaximumLotsForDeltaBuyingPowerParameters
|
An object containing the portfolio, the position group and the delta buying power |
required |
Returns:
| Type | Description |
|---|---|
GetMaximumLotsResult
|
Returns the maximum allowed market order quantity and if zero, also the reason. |
get_maximum_lots_for_target_buying_power(
parameters: GetMaximumLotsForTargetBuyingPowerParameters,
) -> GetMaximumLotsResult
Get the maximum position group 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
|
GetMaximumLotsForTargetBuyingPowerParameters
|
An object containing the portfolio, the position group and the target signed buying power percentage |
required |
Returns:
| Type | Description |
|---|---|
GetMaximumLotsResult
|
Returns the maximum allowed market order quantity and if zero, also the reason. |
get_position_group_buying_power(
parameters: PositionGroupBuyingPowerParameters,
) -> PositionGroupBuyingPower
Gets the buying power available for a position group trade
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
PositionGroupBuyingPowerParameters
|
A parameters object containing the algorithm's portfolio, security, and order direction |
required |
Returns:
| Type | Description |
|---|---|
PositionGroupBuyingPower
|
The buying power available for the trade. |
get_reserved_buying_power_for_position_group(
parameters: ReservedBuyingPowerForPositionGroupParameters,
) -> ReservedBuyingPowerForPositionGroup
Computes the amount of buying power reserved by the provided position group
get_reserved_buying_power_impact(
parameters: ReservedBuyingPowerImpactParameters,
) -> ReservedBuyingPowerImpact
Computes the impact on the portfolio's buying power from adding the position group to the portfolio. This is a 'what if' analysis to determine what the state of the portfolio would be if these changes were applied. The delta (before - after) is the margin requirement for adding the positions and if the margin used after the changes are applied is less than the total portfolio value, this indicates sufficient capital.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
ReservedBuyingPowerImpactParameters
|
An object containing the portfolio and a position group containing the contemplated changes to the portfolio |
required |
Returns:
| Type | Description |
|---|---|
ReservedBuyingPowerImpact
|
Returns the portfolio's total portfolio value and margin used before and after the position changes are applied. |
has_sufficient_buying_power_for_order(
parameters: HasSufficientPositionGroupBuyingPowerForOrderParameters,
) -> HasSufficientBuyingPowerForOrderResult
Check if there is sufficient buying power for the position group to execute this order.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
HasSufficientPositionGroupBuyingPowerForOrderParameters
|
An object containing the portfolio, the position group and the order |
required |
Returns:
| Type | Description |
|---|---|
HasSufficientBuyingPowerForOrderResult
|
Returns buying power information for an order against a position group. |