SecurityPositionGroupModel

QuantConnect.Securities.Positions.SecurityPositionGroupModel

Bases: ExtendedDictionary[PositionGroupKey, IPositionGroup]

Responsible for managing the resolution of position groups for an algorithm

NULL

NULL: SecurityPositionGroupModel = ...

Gets an implementation of SecurityPositionGroupModel that will not group multiple securities

position_group_buying_power_model

position_group_buying_power_model: (
    IPositionGroupBuyingPowerModel
)

Get's the single security position group buying power model to use

This codeEntityType is protected.

groups

groups: PositionGroupCollection

Gets the set of currently resolved position groups

is_only_default_groups

is_only_default_groups: bool

Gets whether or not the algorithm is using only default position groups

count

count: int

Gets the number of position groups in this collection

get_keys

get_keys: Iterable[PositionGroupKey]

Gets all the available position group keys

This codeEntityType is protected.

get_values

get_values: Iterable[IPositionGroup]

Gets all the available position groups

This codeEntityType is protected.

is_read_only

is_read_only: bool

Gets a value indicating whether the IDictionary object is read-only.

__getitem__

__getitem__(key: PositionGroupKey) -> IPositionGroup

Gets the IPositionGroup matching the specified key. If one is not found, then a new empty position group is returned.

__setitem__

__setitem__(
    key: PositionGroupKey, value: IPositionGroup
) -> None

Gets the IPositionGroup matching the specified key. If one is not found, then a new empty position group is returned.

create_default_key

create_default_key(security: Security) -> PositionGroupKey

Creates a PositionGroupKey for the security's default position group

get_impacted_groups

get_impacted_groups(
    positions: Sequence[IPosition],
) -> Iterable[IPositionGroup]

Determines which position groups could be impacted by changes in the specified positions

Parameters:

Name	Type	Description	Default
positions	Sequence[IPosition]	The positions to be changed	required

Returns:

Type	Description
Iterable[IPositionGroup]	All position groups that need to be re-evaluated due to changes in the positions.

get_items

get_items() -> (
    Iterable[KeyValuePair[PositionGroupKey, IPositionGroup]]
)

Gets all the items in the dictionary

Returns:

Type	Description
Iterable[KeyValuePair[PositionGroupKey, IPositionGroup]]	All the items in the dictionary.

get_or_create_default_group

get_or_create_default_group(
    security: Security,
) -> IPositionGroup

Gets or creates the default position group for the specified security

get_position_group_resolver

get_position_group_resolver() -> IPositionGroupResolver

Get the position group resolver instance to use

This codeEntityType is protected.

Returns:

Type	Description
IPositionGroupResolver	The position group resolver instance.

initialize

initialize(securities: SecurityManager) -> None

Initializes a new instance of the SecurityPositionGroupModel class

Parameters:

Name	Type	Description	Default
securities	SecurityManager	The algorithm's security manager	required

resolve_position_groups

resolve_position_groups(
    positions: PositionCollection,
) -> PositionGroupCollection

Resolves position groups using the specified collection of positions

Parameters:

Name	Type	Description	Default
positions	PositionCollection	The positions to be grouped	required

Returns:

Type	Description
PositionGroupCollection	A collection of position groups containing all of the provided positions.

try_create_position_group

try_create_position_group(
    orders: List[Order], group: Optional[IPositionGroup]
) -> Tuple[bool, IPositionGroup]

Creates a position group for the specified order, pulling

Parameters:

Name	Type	Description	Default
orders	List[Order]	The order	required
group	Optional[IPositionGroup]	The resulting position group	required

Returns:

Type	Description
Tuple[bool, IPositionGroup]	A new position group matching the provided order.

try_get_value

try_get_value(
    key: PositionGroupKey, value: Optional[IPositionGroup]
) -> Tuple[bool, IPositionGroup]

Tries to get the position group matching the specified key

Parameters:

Name	Type	Description	Default
key	PositionGroupKey	The key to search for	required
value	Optional[IPositionGroup]	The position group matching the specified key	required

Returns:

Type	Description
Tuple[bool, IPositionGroup]	True if a group with the specified key was found, false otherwise.

fromkeys

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
) -> Dict[Any, Any]

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
    value: QuantConnect_ExtendedDictionary_TValue,
) -> Dict[Any, Any]

Signature descriptions:

• Creates a new dictionary from the given sequence of elements.

• Creates a new dictionary from the given sequence of elements with a value provided by the user.

Parameters:

Name	Type	Description	Default
sequence	List[QuantConnect_ExtendedDictionary_TKey]	Sequence of elements which is to be used as keys for the new dictionary	required
value	Optional[QuantConnect_ExtendedDictionary_TValue]	Value which is set to each each element of the dictionary	None

Returns:

Type	Description
Dict[Any, Any]	Returns a new dictionary with the given sequence of elements as the keys of the dictionary.

get

get(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

get(
    key: QuantConnect_ExtendedDictionary_TKey,
    value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Returns the value for the specified key if key is in dictionary.

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	key to be searched in the dictionary	required
value	Optional[QuantConnect_ExtendedDictionary_TValue]	Value to be returned if the key is not found. The default value is null.	None

Returns:

Type	Description
QuantConnect_ExtendedDictionary_TValue	The value for the specified key if key is in dictionary.

pop

pop(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

pop(
    key: QuantConnect_ExtendedDictionary_TKey,
    default_value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Removes and returns an element from a dictionary having the given key.

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	Key which is to be searched for removal	required
default_value	Optional[QuantConnect_ExtendedDictionary_TValue]	Value which is to be returned when the key is not in the dictionary	None

Returns:

Type	Description
QuantConnect_ExtendedDictionary_TValue	If key is found - removed/popped element from the dictionary

setdefault

setdefault(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

setdefault(
    key: QuantConnect_ExtendedDictionary_TKey,
    default_value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	Key with null/None value is inserted to the dictionary if key is not in the dictionary.	required
default_value	Optional[QuantConnect_ExtendedDictionary_TValue]	Default value	None

Returns:

Type	Description
QuantConnect_ExtendedDictionary_TValue	The value of the key if it is in the dictionary

clear

clear() -> None

Removes all items from the System.Collections.Generic.ICollection`1.

copy

copy() -> Dict[Any, Any]

Creates a shallow copy of the IExtendedDictionary{TKey, TValue}.

Returns:

Type	Description
Dict[Any, Any]	Returns a shallow copy of the dictionary. It doesn't modify the original dictionary.

items

items() -> List[Any]

Returns a view object that displays a list of dictionary's (key, value) tuple pairs.

Returns:

Type	Description
List[Any]	Returns a view object that displays a list of a given dictionary's (key, value) tuple pair.

keys

keys() -> List[Any]

Returns a view object that displays a list of all the key objects in the dictionary

Returns:

Type	Description
List[Any]	Returns a view object that displays a list of all the key objects. When the dictionary is changed, the view object also reflect these changes.

popitem

popitem() -> Any

Returns and removes an arbitrary element (key, value) pair from the dictionary.

Returns:

Type	Description
Any	Returns an arbitrary element (key, value) pair from the dictionary removes an arbitrary element(the same element which is returned) from the dictionary. Note: Arbitrary elements and random elements are not same.The popitem() doesn't return a random element.

update

update(other: Any) -> None

Updates the dictionary with the elements from the another dictionary object or from an iterable of key/value pairs. The update() method adds element(s) to the dictionary if the key is not in the dictionary.If the key is in the dictionary, it updates the key with the new value.

Parameters:

Name	Type	Description	Default
other	Any	Takes either a dictionary or an iterable object of key/value pairs (generally tuples).	required

values

values() -> List[Any]

Returns a view object that displays a list of all the values in the dictionary.

Returns:

Type	Description
List[Any]	Returns a view object that displays a list of all values in a given dictionary.

__contains__

__contains__(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> bool

Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	The key to locate in the dictionary	required

Returns:

Type	Description
bool	true if the dictionary contains an element with the specified key; otherwise, false.

__len__

__len__() -> int

check_for_implicitly_created_symbol

check_for_implicitly_created_symbol(
    symbol: Union[Symbol, str, BaseContract],
) -> None

Checks if the symbol is implicitly created from a string, in which case it is not in the symbol cache, and throws a KeyNotFoundException.

This codeEntityType is protected.

contains_key

contains_key(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> bool

Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	The key to locate in the dictionary	required

Returns:

Type	Description
bool	true if the dictionary contains an element with the specified key; otherwise, false.

remove

remove(key: QuantConnect_ExtendedDictionary_TKey) -> bool

Removes the value with the specified key

Parameters:

Name	Type	Description	Default
key	QuantConnect_ExtendedDictionary_TKey	The key object of the element to remove.	required

Returns:

Type	Description
bool	true if the element is successfully found and removed; otherwise, false.