PositionGroupBuyingPowerModelExtensions
Bases: Object
Provides methods aimed at reducing the noise introduced from having result/parameter types for each method. These methods aim to accept raw arguments and return the desired value type directly.
get_initial_margin_required_for_order(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
order: Order,
) -> float
Gets the total margin required to execute the specified order in units of the account currency including fees
get_initial_margin_requirement(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
) -> float
The margin that must be held in order to change positions by the changes defined by the provided position group
get_maintenance_margin(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
) -> float
Gets the margin currently allocated to the specified position group
get_position_group_buying_power(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
direction: OrderDirection,
) -> PositionGroupBuyingPower
Gets the buying power available for a position group trade
get_reserved_buying_power_for_position_group(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
) -> float
Computes the amount of buying power reserved by the provided position group
has_sufficient_buying_power_for_order(
model: IPositionGroupBuyingPowerModel,
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
orders: List[Order],
) -> HasSufficientBuyingPowerForOrderResult
Check if there is sufficient buying power for the position group to execute this order.