Lean
$LEAN_TAG$
ReservedBuyingPowerImpactParameters.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
.
Orders
;
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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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/// Parameters for the <see cref="IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact"/>
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/// </summary>
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public
class
ReservedBuyingPowerImpactParameters
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{
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/// <summary>
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/// Gets the position changes being contemplated
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/// </summary>
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public
IPositionGroup
ContemplatedChanges
{
get
; }
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/// <summary>
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/// Gets the algorithm's portfolio manager
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/// </summary>
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public
SecurityPortfolioManager
Portfolio
{
get
; }
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/// <summary>
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/// The orders associated with this request
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/// </summary>
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public
List<Order>
Orders
{
get
; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ReservedBuyingPowerImpactParameters"/> class
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio manager</param>
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/// <param name="contemplatedChanges">The position changes being contemplated</param>
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/// <param name="orders">The orders associated with this request</param>
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public
ReservedBuyingPowerImpactParameters
(
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SecurityPortfolioManager
portfolio,
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IPositionGroup
contemplatedChanges,
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List<Order> orders
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)
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{
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Orders
= orders;
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Portfolio
= portfolio;
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ContemplatedChanges
= contemplatedChanges;
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}
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}
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}
Common
Securities
Positions
ReservedBuyingPowerImpactParameters.cs
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