Lean  $LEAN_TAG$
IPositionGroup.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.Collections.Generic;
17 
18 namespace QuantConnect.Securities.Positions
19 {
20  /// <summary>
21  /// Defines a group of positions allowing for more efficient use of portfolio margin
22  /// </summary>
23  public interface IPositionGroup : IReadOnlyCollection<IPosition>
24  {
25  /// <summary>
26  /// Gets the key identifying this group
27  /// </summary>
28  PositionGroupKey Key { get; }
29 
30  /// <summary>
31  /// Gets the whole number of units in this position group
32  /// </summary>
33  decimal Quantity { get; }
34 
35  /// <summary>
36  /// Gets the positions in this group
37  /// </summary>
38  IEnumerable<IPosition> Positions { get; }
39 
40  /// <summary>
41  /// Gets the buying power model defining how margin works in this group
42  /// </summary>
43  IPositionGroupBuyingPowerModel BuyingPowerModel { get; }
44 
45  /// <summary>
46  /// Attempts to retrieve the position with the specified symbol
47  /// </summary>
48  /// <param name="symbol">The symbol</param>
49  /// <param name="position">The position, if found</param>
50  /// <returns>True if the position was found, otherwise false</returns>
51  bool TryGetPosition(Symbol symbol, out IPosition position);
52  }
53 }