Lean
$LEAN_TAG$
MarginCallOrdersParameters.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
QuantConnect
.
Securities
.
Positions
;
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namespace
QuantConnect.Securities
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{
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/// <summary>
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/// Defines the parameters for <see cref="DefaultMarginCallModel.GenerateMarginCallOrders"/>
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/// </summary>
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public
class
MarginCallOrdersParameters
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{
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/// <summary>
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/// Gets the position group
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/// </summary>
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public
IPositionGroup
PositionGroup
{
get
; }
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/// <summary>
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/// Gets the algorithm's total portfolio value
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/// </summary>
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public
decimal
TotalPortfolioValue
{
get
; }
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/// <summary>
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/// Gets the total used margin
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/// </summary>
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public
decimal
TotalUsedMargin
{
get
; }
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/// <summary>
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/// Initializes a new instance of the <see cref="MarginCallOrdersParameters"/> class
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/// </summary>
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/// <param name="positionGroup">The position group</param>
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/// <param name="totalPortfolioValue">The algorithm's total portfolio value</param>
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/// <param name="totalUsedMargin">The total used margin</param>
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public
MarginCallOrdersParameters
(
IPositionGroup
positionGroup, decimal totalPortfolioValue, decimal totalUsedMargin)
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{
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PositionGroup
= positionGroup;
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TotalPortfolioValue
= totalPortfolioValue;
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TotalUsedMargin
= totalUsedMargin;
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}
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}
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}
Common
Securities
MarginCallOrdersParameters.cs
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