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PositionGroupInitialMarginForOrderParameters

QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters

PositionGroupInitialMarginForOrderParameters(
    portfolio: SecurityPortfolioManager,
    position_group: IPositionGroup,
    order: Order,
)

Bases: Object

Defines parameters for IPositionGroupBuyingPowerModel.get_initial_margin_required_for_order

Initializes a new instance of the PositionGroupInitialMarginForOrderParameters class

Parameters:

Name Type Description Default
portfolio SecurityPortfolioManager

The algorithm's portfolio manager

required
position_group IPositionGroup

The position group

required
order Order

The order

required

portfolio

Gets the algorithm's portfolio manager

position_group

position_group: IPositionGroup

Gets the position group

order

order: Order

Gets the order