Lean
$LEAN_TAG$
Main Page
Namespaces
Namespace List
Namespace Members
All
a
b
c
d
f
h
i
l
m
n
o
p
q
r
s
t
w
Functions
Enumerations
a
b
c
d
f
h
i
l
m
n
o
p
q
r
s
t
w
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Γ
Δ
Θ
ρ
Functions
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
y
z
Γ
Δ
Θ
ρ
Variables
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Enumerations
Properties
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Events
a
b
c
d
e
f
i
l
m
n
o
q
r
s
t
u
Files
File List
•
All
Classes
Namespaces
Functions
Variables
Enumerations
Enumerator
Properties
Events
Pages
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
19
namespace
QuantConnect.Securities.Positions
20
{
21
/// <summary>
22
/// Parameters for the <see cref="IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact"/>
23
/// </summary>
24
public
class
ReservedBuyingPowerImpactParameters
25
{
26
/// <summary>
27
/// Gets the position changes being contemplated
28
/// </summary>
29
public
IPositionGroup
ContemplatedChanges
{
get
; }
30
31
/// <summary>
32
/// Gets the algorithm's portfolio manager
33
/// </summary>
34
public
SecurityPortfolioManager
Portfolio
{
get
; }
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>
47
public
ReservedBuyingPowerImpactParameters
(
48
SecurityPortfolioManager
portfolio,
49
IPositionGroup
contemplatedChanges,
50
List<Order> orders
51
)
52
{
53
Orders
= orders;
54
Portfolio
= portfolio;
55
ContemplatedChanges
= contemplatedChanges;
56
}
57
}
58
}
Common
Securities
Positions
ReservedBuyingPowerImpactParameters.cs
Generated by
1.8.17