Brokerage Model implementation for Samco More...

Inheritance diagram for QuantConnect.Brokerages.SamcoBrokerageModel:

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

override 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...

override 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...

override 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...

override decimal	GetLeverage (Security security)
	Samco global leverage rule More...

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

override IFeeModel	GetFeeModel (Security security)
	Provides Samco fee model More...

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

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

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

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

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

Properties
override IReadOnlyDictionary< SecurityType, string >	DefaultMarkets = GetDefaultMarkets() `[get]`
	Gets a map of the default markets to be used for each security type 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...

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...

Detailed Description

Brokerage Model implementation for Samco

Definition at line 31 of file SamcoBrokerageModel.cs.

Constructor & Destructor Documentation

◆ SamcoBrokerageModel()

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

Initializes a new instance of the SamcoBrokerageModel class

Parameters

accountType The type of account to be modelled, defaults to AccountType.Margin

Definition at line 53 of file SamcoBrokerageModel.cs.

Member Function Documentation

◆ CanExecuteOrder()

override bool QuantConnect.Brokerages.SamcoBrokerageModel.CanExecuteOrder	(	Security	security,
		Order	order
	)

virtual

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.

Parameters

security
order	The order to test for execution

Returns: True if the brokerage would be able to perform the execution, false otherwise

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 67 of file SamcoBrokerageModel.cs.

◆ CanSubmitOrder()

override bool QuantConnect.Brokerages.SamcoBrokerageModel.CanSubmitOrder	(	Security	security,
		Order	order,
		out BrokerageMessageEvent	message
	)

virtual

Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits.

For example, a brokerage may have no connectivity at certain times, or an order rate/size limit

Parameters

security	The security being ordered
order	The order to be processed
message	If this function returns false, a brokerage message detailing why the order may not be submitted

Returns: True if the brokerage could process the order, false otherwise

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 100 of file SamcoBrokerageModel.cs.

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◆ CanUpdateOrder()

override bool QuantConnect.Brokerages.SamcoBrokerageModel.CanUpdateOrder	(	Security	security,
		Order	order,
		UpdateOrderRequest	request,
		out BrokerageMessageEvent	message
	)

virtual

Returns true if the brokerage would allow updating the order as specified by the request

Parameters

security	The security of the order
order	The order to be updated
request	The requested update to be made to the order
message	If this function returns false, a brokerage message detailing why the order may not be updated

Returns: True if the brokerage would allow updating the order, false otherwise

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 147 of file SamcoBrokerageModel.cs.

◆ GetLeverage()

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

virtual

Samco global leverage rule

Parameters

security

Returns

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 163 of file SamcoBrokerageModel.cs.

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◆ GetBenchmark()

override IBenchmark QuantConnect.Brokerages.SamcoBrokerageModel.GetBenchmark ( SecurityManager securities )

virtual

Get the benchmark for this model

Parameters

securities SecurityService to create the security with if needed

Returns: The benchmark for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 183 of file SamcoBrokerageModel.cs.

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◆ GetFeeModel()

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

virtual

Provides Samco fee model

Parameters

security

Returns

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 194 of file SamcoBrokerageModel.cs.

Property Documentation

◆ DefaultMarkets

override IReadOnlyDictionary<SecurityType, string> QuantConnect.Brokerages.SamcoBrokerageModel.DefaultMarkets = GetDefaultMarkets()

get

Gets a map of the default markets to be used for each security type

Definition at line 156 of file SamcoBrokerageModel.cs.

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

Common/Brokerages/SamcoBrokerageModel.cs

Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SamcoBrokerageModel()

Member Function Documentation

◆ CanExecuteOrder()

◆ CanSubmitOrder()

◆ CanUpdateOrder()

◆ GetLeverage()

◆ GetBenchmark()

◆ GetFeeModel()

Property Documentation

◆ DefaultMarkets