SecurityPositionGroupResolver

QuantConnect.Securities.Positions.SecurityPositionGroupResolver

SecurityPositionGroupResolver(
    buying_power_model: IPositionGroupBuyingPowerModel,
)

Bases: Object, IPositionGroupResolver

Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security.

Initializes a new instance of the SecurityPositionGroupResolver class

Parameters:

Name	Type	Description	Default
buying_power_model	IPositionGroupBuyingPowerModel	The buying power model to use for created groups	required

get_impacted_groups

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

Determines the position groups that would be evaluated for grouping of the specified positions were passed into the IPositionGroupresolver.resolve method.

Parameters:

Name	Type	Description	Default
groups	PositionGroupCollection	The existing position groups	required
positions	Sequence[IPosition]	The positions being changed	required

Returns:

Type	Description
Iterable[IPositionGroup]	An enumerable containing the position groups that could be impacted by the specified position changes.

resolve

resolve(
    positions: PositionCollection,
) -> PositionGroupCollection

Resolves the position groups that exist within the specified collection of positions.

Parameters:

Name	Type	Description	Default
positions	PositionCollection	The collection of positions	required

Returns:

Type	Description
PositionGroupCollection	An enumerable of position groups.

try_group

try_group(
    new_positions: Sequence[IPosition],
    current_positions: PositionGroupCollection,
    group: Optional[IPositionGroup],
) -> Tuple[bool, IPositionGroup]

Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver.

Parameters:

Name	Type	Description	Default
new_positions	Sequence[IPosition]	The positions to be grouped	required
current_positions	PositionGroupCollection	The currently grouped positions	required
group	Optional[IPositionGroup]	The grouped positions when this resolver is able to, otherwise null	required

Returns:

Type	Description
Tuple[bool, IPositionGroup]	True if this resolver can group the specified positions, otherwise false.