PositionGroupInitialMarginParameters
PositionGroupInitialMarginParameters(
portfolio: SecurityPortfolioManager,
position_group: IPositionGroup,
)
Bases: Object
Defines parameters for IPositionGroupBuyingPowerModel.get_initial_margin_requirement
Initializes a new instance of the PositionGroupInitialMarginParameters class
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
portfolio
|
SecurityPortfolioManager
|
The algorithm's portfolio manager |
required |
position_group
|
IPositionGroup
|
The position group |
required |