Provides properties specific to Alpha Streams More...

Inheritance diagram for QuantConnect.Brokerages.AlphaStreamsBrokerageModel:

Public Member Functions
	AlphaStreamsBrokerageModel (AccountType accountType=AccountType.Margin)
	Initializes a new instance of the AlphaStreamsBrokerageModel class More...

override IFeeModel	GetFeeModel (Security security)
	Gets a new fee model that represents this brokerage's fee structure More...

override ISlippageModel	GetSlippageModel (Security security)
	Gets a new slippage model that represents this brokerage's fill slippage behavior More...

override decimal	GetLeverage (Security security)
	Gets the brokerage's leverage for the specified security More...

override ISettlementModel	GetSettlementModel (Security security)
	Gets a new settlement model for the security More...

Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
	DefaultBrokerageModel (AccountType accountType=AccountType.Margin)
	Initializes a new instance of the DefaultBrokerageModel class More...

virtual bool	CanSubmitOrder (Security security, Order order, out BrokerageMessageEvent message)
	Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits. More...

virtual bool	CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
	Returns true if the brokerage would allow updating the order as specified by the request More...

virtual bool	CanExecuteOrder (Security security, Order order)
	Returns true if the brokerage would be able to execute this order at this time assuming market prices are sufficient for the fill to take place. This is used to emulate the brokerage fills in backtesting and paper trading. For example some brokerages may not perform executions during extended market hours. This is not intended to be checking whether or not the exchange is open, that is handled in the Security.Exchange property. More...

virtual void	ApplySplit (List< OrderTicket > tickets, Split split)
	Applies the split to the specified order ticket More...

virtual IBenchmark	GetBenchmark (SecurityManager securities)
	Get the benchmark for this model More...

virtual IFillModel	GetFillModel (Security security)
	Gets a new fill model that represents this brokerage's fill behavior More...

ISettlementModel	GetSettlementModel (Security security, AccountType accountType)
	Gets a new settlement model for the security More...

virtual IBuyingPowerModel	GetBuyingPowerModel (Security security)
	Gets a new buying power model for the security, returning the default model with the security's configured leverage. For cash accounts, leverage = 1 is used. More...

virtual IShortableProvider	GetShortableProvider (Security security)
	Gets the shortable provider More...

virtual IMarginInterestRateModel	GetMarginInterestRateModel (Security security)
	Gets a new margin interest rate model for the security More...

IBuyingPowerModel	GetBuyingPowerModel (Security security, AccountType accountType)
	Gets a new buying power model for the security More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static bool	IsValidOrderSize (Security security, decimal orderQuantity, out BrokerageMessageEvent message)
	Checks if the order quantity is valid, it means, the order size is bigger than the minimum size allowed More...

Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual decimal	RequiredFreeBuyingPowerPercent => 0m
	Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused. More...

Static Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static readonly IReadOnlyDictionary< SecurityType, string >	DefaultMarketMap
	The default markets for the backtesting brokerage More...

Properties inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual AccountType	AccountType `[get]`
	Gets or sets the account type used by this model More...

virtual IReadOnlyDictionary< SecurityType, string >	DefaultMarkets `[get]`
	Gets a map of the default markets to be used for each security type More...

Properties inherited from QuantConnect.Brokerages.IBrokerageModel
AccountType	AccountType `[get]`
	Gets the account type used by this model More...

decimal	RequiredFreeBuyingPowerPercent `[get]`
	Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused. More...

IReadOnlyDictionary< SecurityType, string >	DefaultMarkets `[get]`
	Gets a map of the default markets to be used for each security type More...

Detailed Description

Provides properties specific to Alpha Streams

Definition at line 26 of file AlphaStreamsBrokerageModel.cs.

Constructor & Destructor Documentation

◆ AlphaStreamsBrokerageModel()

QuantConnect.Brokerages.AlphaStreamsBrokerageModel.AlphaStreamsBrokerageModel ( AccountType accountType = AccountType.Margin )

Initializes a new instance of the AlphaStreamsBrokerageModel class

Parameters

accountType The type of account to be modeled, defaults to AccountType.Margin does not accept AccountType.Cash.

Definition at line 32 of file AlphaStreamsBrokerageModel.cs.

Member Function Documentation

◆ GetFeeModel()

override IFeeModel QuantConnect.Brokerages.AlphaStreamsBrokerageModel.GetFeeModel ( Security security )

virtual

Gets a new fee model that represents this brokerage's fee structure

Parameters

security The security to get a fee model for

Returns: The new fee model for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

◆ GetSlippageModel()

override ISlippageModel QuantConnect.Brokerages.AlphaStreamsBrokerageModel.GetSlippageModel ( Security security )

virtual

Gets a new slippage model that represents this brokerage's fill slippage behavior

Parameters

security The security to get a slippage model for

Returns: The new slippage model for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

◆ GetLeverage()

override decimal QuantConnect.Brokerages.AlphaStreamsBrokerageModel.GetLeverage ( Security security )

virtual

Gets the brokerage's leverage for the specified security

Parameters

security The security's whose leverage we seek

Returns: The leverage for the specified security

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 60 of file AlphaStreamsBrokerageModel.cs.

◆ GetSettlementModel()

override ISettlementModel QuantConnect.Brokerages.AlphaStreamsBrokerageModel.GetSettlementModel ( Security security )

virtual

Gets a new settlement model for the security

Parameters

security The security to get a settlement model for

Returns: The settlement model for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

The documentation for this class was generated from the following file:

Common/Brokerages/AlphaStreamsBrokerageModel.cs

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ AlphaStreamsBrokerageModel()

Member Function Documentation

◆ GetFeeModel()

◆ GetSlippageModel()

◆ GetLeverage()

◆ GetSettlementModel()