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 |