Provides user-facing messages for the Securities.BuyingPowerModel class and its consumers or related classes More...

Static Public Member Functions
static string	InsufficientBuyingPowerDueToNullOrderTicket (Orders.Order order)
	Returns a string message saying the order associated with the id of the given order is null More...

static string	InsufficientBuyingPowerDueToUnsufficientMargin (Orders.Order order, decimal initialMarginRequiredForRemainderOfOrder, decimal freeMargin)
	Returns a string mesage containing information about the order ID, the initial margin and the free margin More...

static string	TargetOrderMarginNotAboveMinimum (decimal absDifferenceOfMargin, decimal minimumValue)
	Returns a string message saying the given target order margin is less than the given minimum value More...

static string	TargetOrderMarginNotAboveMinimum ()
	Returns a string message warning the user that the Portfolio rebalance result ignored as it resulted in a single share trade recommendation which can generate high fees. More...

static string	OrderQuantityLessThanLotSize (Securities.Security security, decimal targetOrderMargin)
	Returns a string message saying that the order quantity is less that the lot size of the given security and that it has been rounded to zero More...

static string	FailedToConvergeOnTheTargetMargin (GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters, decimal signedTargetFinalMarginValue, decimal orderFees)
	Returns a string message saying GetMaximumOrderQuantityForTargetBuyingPower failed to converge on the target margin. It also contains useful information to reproduce the issue More...

static string	FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo (Securities.Security underlying)
	Returns a string message containing basic information related with the underlying security such as the price, the holdings and the average price of them More...

static string	MarginBeingAdjustedInTheWrongDirection (decimal targetMargin, decimal marginForOneUnit, Securities.Security security)
	Returns a string message saying the margin is being adjusted in the wrong direction. It also provides useful information to reproduce the issue More...

static string	MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo (Securities.Security underlying)
	Returns a string message containing basic information related with the underlying security such as the price, the holdings and the average price of them More...

Static Public Attributes
static string	InvalidInitialMarginRequirement = "Initial margin requirement must be between 0 and 1"
	String message saying: Initial margin requirement must be between 0 and 1 More...

static string	InvalidMaintenanceMarginRequirement = "Maintenance margin requirement must be between 0 and 1"
	String messsage saying: Maintenance margin requirement must be between 0 and 1 More...

static string	InvalidFreeBuyingPowerPercentRequirement = "Free Buying Power Percent requirement must be between 0 and 1"
	String message saying: Free Buying Power Percent requirement must be between 0 and 1 More...

static string	InvalidLeverage = "Leverage must be greater than or equal to 1."
	String message saying: Leverage must be greater than or equal to 1 More...

Detailed Description

Provides user-facing messages for the Securities.BuyingPowerModel class and its consumers or related classes

Definition at line 53 of file Messages.Securities.cs.

Member Function Documentation

◆ InsufficientBuyingPowerDueToNullOrderTicket()

static string QuantConnect.Messages.BuyingPowerModel.InsufficientBuyingPowerDueToNullOrderTicket ( Orders.Order order )

static

Returns a string message saying the order associated with the id of the given order is null

Definition at line 79 of file Messages.Securities.cs.

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◆ InsufficientBuyingPowerDueToUnsufficientMargin()

static string QuantConnect.Messages.BuyingPowerModel.InsufficientBuyingPowerDueToUnsufficientMargin	(	Orders.Order	order,
		decimal	initialMarginRequiredForRemainderOfOrder,
		decimal	freeMargin
	)

static

Returns a string mesage containing information about the order ID, the initial margin and the free margin

Definition at line 89 of file Messages.Securities.cs.

◆ TargetOrderMarginNotAboveMinimum() [1/2]

static string QuantConnect.Messages.BuyingPowerModel.TargetOrderMarginNotAboveMinimum	(	decimal	absDifferenceOfMargin,
		decimal	minimumValue
	)

static

Returns a string message saying the given target order margin is less than the given minimum value

Definition at line 100 of file Messages.Securities.cs.

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◆ TargetOrderMarginNotAboveMinimum() [2/2]

static string QuantConnect.Messages.BuyingPowerModel.TargetOrderMarginNotAboveMinimum ( )

static

Returns a string message warning the user that the Portfolio rebalance result ignored as it resulted in a single share trade recommendation which can generate high fees.

Definition at line 110 of file Messages.Securities.cs.

◆ OrderQuantityLessThanLotSize()

static string QuantConnect.Messages.BuyingPowerModel.OrderQuantityLessThanLotSize	(	Securities.Security	security,
		decimal	targetOrderMargin
	)

static

Returns a string message saying that the order quantity is less that the lot size of the given security and that it has been rounded to zero

Definition at line 121 of file Messages.Securities.cs.

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◆ FailedToConvergeOnTheTargetMargin()

static string QuantConnect.Messages.BuyingPowerModel.FailedToConvergeOnTheTargetMargin	(	GetMaximumOrderQuantityForTargetBuyingPowerParameters	parameters,
		decimal	signedTargetFinalMarginValue,
		decimal	orderFees
	)

static

Returns a string message saying GetMaximumOrderQuantityForTargetBuyingPower failed to converge on the target margin. It also contains useful information to reproduce the issue

Definition at line 132 of file Messages.Securities.cs.

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◆ FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo()

static string QuantConnect.Messages.BuyingPowerModel.FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo ( Securities.Security underlying )

static

Returns a string message containing basic information related with the underlying security such as the price, the holdings and the average price of them

Definition at line 148 of file Messages.Securities.cs.

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◆ MarginBeingAdjustedInTheWrongDirection()

static string QuantConnect.Messages.BuyingPowerModel.MarginBeingAdjustedInTheWrongDirection	(	decimal	targetMargin,
		decimal	marginForOneUnit,
		Securities.Security	security
	)

static

Returns a string message saying the margin is being adjusted in the wrong direction. It also provides useful information to reproduce the issue

Definition at line 159 of file Messages.Securities.cs.

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◆ MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo()

static string QuantConnect.Messages.BuyingPowerModel.MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo ( Securities.Security underlying )

static

Returns a string message containing basic information related with the underlying security such as the price, the holdings and the average price of them

Definition at line 173 of file Messages.Securities.cs.

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Member Data Documentation

◆ InvalidInitialMarginRequirement

string QuantConnect.Messages.BuyingPowerModel.InvalidInitialMarginRequirement = "Initial margin requirement must be between 0 and 1"

static

String message saying: Initial margin requirement must be between 0 and 1

Definition at line 58 of file Messages.Securities.cs.

◆ InvalidMaintenanceMarginRequirement

string QuantConnect.Messages.BuyingPowerModel.InvalidMaintenanceMarginRequirement = "Maintenance margin requirement must be between 0 and 1"

static

String messsage saying: Maintenance margin requirement must be between 0 and 1

Definition at line 63 of file Messages.Securities.cs.

◆ InvalidFreeBuyingPowerPercentRequirement

string QuantConnect.Messages.BuyingPowerModel.InvalidFreeBuyingPowerPercentRequirement = "Free Buying Power Percent requirement must be between 0 and 1"

static

String message saying: Free Buying Power Percent requirement must be between 0 and 1

Definition at line 68 of file Messages.Securities.cs.

◆ InvalidLeverage

string QuantConnect.Messages.BuyingPowerModel.InvalidLeverage = "Leverage must be greater than or equal to 1."

static

String message saying: Leverage must be greater than or equal to 1

Definition at line 73 of file Messages.Securities.cs.

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

Common/Messages/Messages.Securities.cs

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Function Documentation

◆ InsufficientBuyingPowerDueToNullOrderTicket()

◆ InsufficientBuyingPowerDueToUnsufficientMargin()

◆ TargetOrderMarginNotAboveMinimum() [1/2]

◆ TargetOrderMarginNotAboveMinimum() [2/2]

◆ OrderQuantityLessThanLotSize()

◆ FailedToConvergeOnTheTargetMargin()

◆ FailedToConvergeOnTheTargetMarginUnderlyingSecurityInfo()

◆ MarginBeingAdjustedInTheWrongDirection()

◆ MarginBeingAdjustedInTheWrongDirectionUnderlyingSecurityInfo()

Member Data Documentation

◆ InvalidInitialMarginRequirement

◆ InvalidMaintenanceMarginRequirement

◆ InvalidFreeBuyingPowerPercentRequirement

◆ InvalidLeverage