Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...

Public Member Functions
	GetMaximumOrderQuantityForDeltaBuyingPowerParameters (SecurityPortfolioManager portfolio, Security security, decimal deltaBuyingPower, decimal minimumOrderMarginPortfolioPercentage, bool silenceNonErrorReasons=false)
	Initializes a new instance of the GetMaximumOrderQuantityForDeltaBuyingPowerParameters class More...

Properties
SecurityPortfolioManager	Portfolio `[get]`
	Gets the algorithm's portfolio More...

Security	Security `[get]`
	Gets the security More...

decimal	DeltaBuyingPower `[get]`
	The delta buying power. More...

bool	SilenceNonErrorReasons `[get]`
	True enables the IBuyingPowerModel to skip setting GetMaximumOrderQuantityResult.Reason for non error situations, for performance More...

decimal	MinimumOrderMarginPortfolioPercentage `[get]`
	Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes More...

Detailed Description

Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower

Definition at line 21 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

Constructor & Destructor Documentation

◆ GetMaximumOrderQuantityForDeltaBuyingPowerParameters()

QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.GetMaximumOrderQuantityForDeltaBuyingPowerParameters	(	SecurityPortfolioManager	portfolio,
		Security	security,
		decimal	deltaBuyingPower,
		decimal	minimumOrderMarginPortfolioPercentage,
		bool	silenceNonErrorReasons = `false`
	)

Initializes a new instance of the GetMaximumOrderQuantityForDeltaBuyingPowerParameters class

Parameters

portfolio	The algorithm's portfolio
security	The security
deltaBuyingPower	The delta buying power to apply. Sign defines the position side to apply the delta
minimumOrderMarginPortfolioPercentage	Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes
silenceNonErrorReasons	True will not return GetMaximumOrderQuantityResult.Reason set for non error situation, this is for performance

Definition at line 61 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

Property Documentation

◆ Portfolio

SecurityPortfolioManager QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.Portfolio

get

Gets the algorithm's portfolio

Definition at line 26 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ Security

Security QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.Security

get

Gets the security

Definition at line 31 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ DeltaBuyingPower

decimal QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.DeltaBuyingPower

get

The delta buying power.

Sign defines the position side to apply the delta, positive long, negative short side.

Definition at line 37 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ SilenceNonErrorReasons

bool QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.SilenceNonErrorReasons

get

True enables the IBuyingPowerModel to skip setting GetMaximumOrderQuantityResult.Reason for non error situations, for performance

Definition at line 43 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

◆ MinimumOrderMarginPortfolioPercentage

decimal QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters.MinimumOrderMarginPortfolioPercentage

get

Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes

Default value is 0. This setting is useful to avoid small trading noise when using SetHoldings

Definition at line 49 of file GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs.

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

Common/Securities/GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs

Public Member Functions

Properties