Lean  $LEAN_TAG$
ReservedBuyingPowerImpact.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
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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 System.Collections.Generic;
17 
18 namespace QuantConnect.Securities.Positions
19 {
20  /// <summary>
21  /// Specifies the impact on buying power from changing security holdings that affects current <see cref="IPositionGroup"/>,
22  /// including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes
23  /// into account a contemplated change to the algorithm's positions that impacts current position groups.
24  /// </summary>
25  public class ReservedBuyingPowerImpact
26  {
27  /// <summary>
28  /// Gets the current reserved buying power for the impacted groups
29  /// </summary>
30  public decimal Current { get; }
31 
32  /// <summary>
33  /// Gets the reserved buying power for groups resolved after applying a contemplated change to the impacted groups
34  /// </summary>
35  public decimal Contemplated { get; }
36 
37  /// <summary>
38  /// Gets the change in reserved buying power, <see cref="Current"/> minus <see cref="Contemplated"/>
39  /// </summary>
40  public decimal Delta { get; }
41 
42  /// <summary>
43  /// Gets the impacted groups used as the basis for these reserved buying power numbers
44  /// </summary>
45  public IReadOnlyCollection<IPositionGroup> ImpactedGroups { get; }
46 
47  /// <summary>
48  /// Gets the position changes being contemplated
49  /// </summary>
50  public IReadOnlyCollection<IPosition> ContemplatedChanges { get; }
51 
52  /// <summary>
53  /// Gets the newly resolved groups resulting from applying the contemplated changes to the impacted groups
54  /// </summary>
55  public IReadOnlyCollection<IPositionGroup> ContemplatedGroups { get; }
56 
57  /// <summary>
58  /// Initializes a new instance of the <see cref="ReservedBuyingPowerImpact"/> class
59  /// </summary>
60  /// <param name="current">The current reserved buying power for impacted groups</param>
61  /// <param name="contemplated">The reserved buying power for impacted groups after applying the contemplated changes</param>
62  /// <param name="impactedGroups">The groups impacted by the contemplated changes</param>
63  /// <param name="contemplatedChanges">The position changes being contemplated</param>
64  /// <param name="contemplatedGroups">The groups resulting from applying the contemplated changes</param>
65  public ReservedBuyingPowerImpact(
66  decimal current,
67  decimal contemplated,
68  IReadOnlyCollection<IPositionGroup> impactedGroups,
69  IReadOnlyCollection<IPosition> contemplatedChanges,
70  IReadOnlyCollection<IPositionGroup> contemplatedGroups
71  )
72  {
73  Current = current;
74  Contemplated = contemplated;
75  Delta = Contemplated - Current;
76  ImpactedGroups = impactedGroups;
77  ContemplatedGroups = contemplatedGroups;
78  ContemplatedChanges = contemplatedChanges;
79  }
80  }
81 }