Provides extension methods as backwards compatibility shims More...

Static Public Member Functions
static decimal	GetReservedBuyingPowerForPosition (this IBuyingPowerModel model, Security security)
	Gets the amount of buying power reserved to maintain the specified position More...

static HasSufficientBuyingPowerForOrderResult	HasSufficientBuyingPowerForOrder (this IBuyingPowerModel model, SecurityPortfolioManager portfolio, Security security, Order order)
	Check if there is sufficient buying power to execute this order. More...

static GetMaximumOrderQuantityResult	GetMaximumOrderQuantityForTargetBuyingPower (this IBuyingPowerModel model, SecurityPortfolioManager portfolio, Security security, decimal target, decimal minimumOrderMarginPortfolioPercentage)
	Get the maximum market order quantity to obtain a position with a given value in account currency More...

static decimal	GetBuyingPower (this IBuyingPowerModel model, SecurityPortfolioManager portfolio, Security security, OrderDirection direction)
	Gets the buying power available for a trade More...

static decimal	GetMaintenanceMargin (this IBuyingPowerModel model, Security security)
	Gets the margin currently allocated to the specified holding More...

static decimal	GetInitialMarginRequirement (this IBuyingPowerModel model, Security security, decimal quantity)
	Gets the margin currently allocated to the specified holding More...

static bool	AboveMinimumOrderMarginPortfolioPercentage (this IBuyingPowerModel model, Security security, decimal quantity, SecurityPortfolioManager portfolioManager, decimal minimumOrderMarginPortfolioPercentage)
	Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage More...

static bool	AboveMinimumOrderMarginPortfolioPercentage (SecurityPortfolioManager portfolioManager, decimal minimumOrderMarginPortfolioPercentage, decimal absFinalOrderMargin)
	Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage More...

Detailed Description

Provides extension methods as backwards compatibility shims

Definition at line 24 of file BuyingPowerModelExtensions.cs.

Member Function Documentation

◆ GetReservedBuyingPowerForPosition()

static decimal QuantConnect.Securities.BuyingPowerModelExtensions.GetReservedBuyingPowerForPosition	(	this IBuyingPowerModel	model,
		Security	security
	)

static

Gets the amount of buying power reserved to maintain the specified position

Parameters

model	The IBuyingPowerModel
security	The security

Returns: The reserved buying power in account currency

Definition at line 32 of file BuyingPowerModelExtensions.cs.

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◆ HasSufficientBuyingPowerForOrder()

static HasSufficientBuyingPowerForOrderResult QuantConnect.Securities.BuyingPowerModelExtensions.HasSufficientBuyingPowerForOrder	(	this IBuyingPowerModel	model,
		SecurityPortfolioManager	portfolio,
		Security	security,
		Order	order
	)

static

Check if there is sufficient buying power to execute this order.

Parameters

model	The IBuyingPowerModel
portfolio	The algorithm's portfolio
security	The security to be traded
order	The order

Returns: Returns buying power information for an order

Definition at line 47 of file BuyingPowerModelExtensions.cs.

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◆ GetMaximumOrderQuantityForTargetBuyingPower()

static GetMaximumOrderQuantityResult QuantConnect.Securities.BuyingPowerModelExtensions.GetMaximumOrderQuantityForTargetBuyingPower	(	this IBuyingPowerModel	model,
		SecurityPortfolioManager	portfolio,
		Security	security,
		decimal	target,
		decimal	minimumOrderMarginPortfolioPercentage
	)

static

Get the maximum market order quantity to obtain a position with a given value in account currency

Parameters

model	The IBuyingPowerModel
portfolio	The algorithm's portfolio
security	The security to be traded
target	The target percent holdings
minimumOrderMarginPortfolioPercentage	Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes

Returns: Returns the maximum allowed market order quantity and if zero, also the reason

Definition at line 68 of file BuyingPowerModelExtensions.cs.

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◆ GetBuyingPower()

static decimal QuantConnect.Securities.BuyingPowerModelExtensions.GetBuyingPower	(	this IBuyingPowerModel	model,
		SecurityPortfolioManager	portfolio,
		Security	security,
		OrderDirection	direction
	)

static

Gets the buying power available for a trade

Parameters

model	The IBuyingPowerModel
portfolio	The algorithm's portfolio
security	The security to be traded
direction	The direction of the trade

Returns: The buying power available for the trade

Definition at line 89 of file BuyingPowerModelExtensions.cs.

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◆ GetMaintenanceMargin()

static decimal QuantConnect.Securities.BuyingPowerModelExtensions.GetMaintenanceMargin	(	this IBuyingPowerModel	model,
		Security	security
	)

static

Gets the margin currently allocated to the specified holding

Parameters

model	The buying power model
security	The security

Returns: The maintenance margin required for the provided holdings quantity/cost/value

Definition at line 109 of file BuyingPowerModelExtensions.cs.

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◆ GetInitialMarginRequirement()

static decimal QuantConnect.Securities.BuyingPowerModelExtensions.GetInitialMarginRequirement	(	this IBuyingPowerModel	model,
		Security	security,
		decimal	quantity
	)

static

Gets the margin currently allocated to the specified holding

Parameters

model	The buying power model
security	The security
quantity	The quantity of shares

Returns: The initial margin required for the provided security and quantity

Definition at line 121 of file BuyingPowerModelExtensions.cs.

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◆ AboveMinimumOrderMarginPortfolioPercentage() [1/2]

static bool QuantConnect.Securities.BuyingPowerModelExtensions.AboveMinimumOrderMarginPortfolioPercentage	(	this IBuyingPowerModel	model,
		Security	security,
		decimal	quantity,
		SecurityPortfolioManager	portfolioManager,
		decimal	minimumOrderMarginPortfolioPercentage
	)

static

Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage

Parameters

model	The buying power model
security	The security
quantity	The quantity of shares
portfolioManager	The algorithm's portfolio
minimumOrderMarginPortfolioPercentage	Minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes

If we are trading with negative margin remaining this method will return true always

Returns: True if this order quantity is above the minimum requested

Definition at line 136 of file BuyingPowerModelExtensions.cs.

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◆ AboveMinimumOrderMarginPortfolioPercentage() [2/2]

static bool QuantConnect.Securities.BuyingPowerModelExtensions.AboveMinimumOrderMarginPortfolioPercentage	(	SecurityPortfolioManager	portfolioManager,
		decimal	minimumOrderMarginPortfolioPercentage,
		decimal	absFinalOrderMargin
	)

static

Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage

Parameters

portfolioManager	The algorithm's portfolio
minimumOrderMarginPortfolioPercentage	Minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes
absFinalOrderMargin	The calculated order margin value

If we are trading with negative margin remaining this method will return true always

Returns: True if this order quantity is above the minimum requested

Definition at line 157 of file BuyingPowerModelExtensions.cs.

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

Common/Securities/BuyingPowerModelExtensions.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ GetReservedBuyingPowerForPosition()

◆ HasSufficientBuyingPowerForOrder()

◆ GetMaximumOrderQuantityForTargetBuyingPower()

◆ GetBuyingPower()

◆ GetMaintenanceMargin()

◆ GetInitialMarginRequirement()

◆ AboveMinimumOrderMarginPortfolioPercentage() [1/2]

◆ AboveMinimumOrderMarginPortfolioPercentage() [2/2]