Lean  $LEAN_TAG$
PositionGroupInitialMarginForOrderParameters.cs
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
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15 
16 using QuantConnect.Orders;
17 
19 {
20  /// <summary>
21  /// Defines parameters for <see cref="IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder"/>
22  /// </summary>
24  {
25  /// <summary>
26  /// Gets the algorithm's portfolio manager
27  /// </summary>
29 
30  /// <summary>
31  /// Gets the position group
32  /// </summary>
33  public IPositionGroup PositionGroup { get; }
34 
35  /// <summary>
36  /// Gets the order
37  /// </summary>
38  public Order Order { get; }
39 
40  /// <summary>
41  /// Initializes a new instance of the <see cref="PositionGroupInitialMarginForOrderParameters"/> class
42  /// </summary>
43  /// <param name="portfolio">The algorithm's portfolio manager</param>
44  /// <param name="positionGroup">The position group</param>
45  /// <param name="order">The order</param>
47  SecurityPortfolioManager portfolio,
48  IPositionGroup positionGroup,
49  Order order
50  )
51  {
52  Portfolio = portfolio;
53  PositionGroup = positionGroup;
54  Order = order;
55  }
56  }
57 }