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Pages
IPositionGroup.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using
System.Collections.Generic;
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namespace
QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Defines a group of positions allowing for more efficient use of portfolio margin
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/// </summary>
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public
interface
IPositionGroup
: IReadOnlyCollection<IPosition>
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{
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/// <summary>
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/// Gets the key identifying this group
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/// </summary>
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PositionGroupKey
Key
{
get
; }
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/// <summary>
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/// Gets the whole number of units in this position group
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/// </summary>
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decimal
Quantity
{
get
; }
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/// <summary>
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/// Gets the positions in this group
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/// </summary>
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IEnumerable<IPosition>
Positions
{
get
; }
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/// <summary>
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/// Gets the buying power model defining how margin works in this group
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/// </summary>
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IPositionGroupBuyingPowerModel
BuyingPowerModel
{
get
; }
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/// <summary>
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/// Attempts to retrieve the position with the specified symbol
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="position">The position, if found</param>
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/// <returns>True if the position was found, otherwise false</returns>
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bool
TryGetPosition
(
Symbol
symbol, out
IPosition
position);
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}
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}
Common
Securities
Positions
IPositionGroup.cs
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