Lean  $LEAN_TAG$
ReservedBuyingPowerImpactParameters.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,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using QuantConnect.Orders;
17 using System.Collections.Generic;
18 
20 {
21  /// <summary>
22  /// Parameters for the <see cref="IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact"/>
23  /// </summary>
25  {
26  /// <summary>
27  /// Gets the position changes being contemplated
28  /// </summary>
30 
31  /// <summary>
32  /// Gets the algorithm's portfolio manager
33  /// </summary>
35 
36  /// <summary>
37  /// The orders associated with this request
38  /// </summary>
39  public List<Order> Orders { get; }
40 
41  /// <summary>
42  /// Initializes a new instance of the <see cref="ReservedBuyingPowerImpactParameters"/> class
43  /// </summary>
44  /// <param name="portfolio">The algorithm's portfolio manager</param>
45  /// <param name="contemplatedChanges">The position changes being contemplated</param>
46  /// <param name="orders">The orders associated with this request</param>
48  SecurityPortfolioManager portfolio,
49  IPositionGroup contemplatedChanges,
50  List<Order> orders
51  )
52  {
53  Orders = orders;
54  Portfolio = portfolio;
55  ContemplatedChanges = contemplatedChanges;
56  }
57  }
58 }