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ReservedBuyingPowerImpact

QuantConnect.Securities.Positions.ReservedBuyingPowerImpact

ReservedBuyingPowerImpact(
    current: float,
    contemplated: float,
    impacted_groups: Sequence[IPositionGroup],
    contemplated_changes: Sequence[IPosition],
    contemplated_groups: Sequence[IPositionGroup],
)

Bases: Object

Specifies the impact on buying power from changing security holdings that affects current IPositionGroup, including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes into account a contemplated change to the algorithm's positions that impacts current position groups.

Initializes a new instance of the ReservedBuyingPowerImpact class

Parameters:

Name Type Description Default
current float

The current reserved buying power for impacted groups

required
contemplated float

The reserved buying power for impacted groups after applying the contemplated changes

required
impacted_groups Sequence[IPositionGroup]

The groups impacted by the contemplated changes

required
contemplated_changes Sequence[IPosition]

The position changes being contemplated

required
contemplated_groups Sequence[IPositionGroup]

The groups resulting from applying the contemplated changes

required

current

current: float

Gets the current reserved buying power for the impacted groups

contemplated

contemplated: float

Gets the reserved buying power for groups resolved after applying a contemplated change to the impacted groups

delta

delta: float

Gets the change in reserved buying power, current minus contemplated

impacted_groups

impacted_groups: Sequence[IPositionGroup]

Gets the impacted groups used as the basis for these reserved buying power numbers

contemplated_changes

contemplated_changes: Sequence[IPosition]

Gets the position changes being contemplated

contemplated_groups

contemplated_groups: Sequence[IPositionGroup]

Gets the newly resolved groups resulting from applying the contemplated changes to the impacted groups