QuantConnect.Securities.NullBuyingPowerModel Class Reference
Provides a buying power model considers that there is sufficient buying power for all orders More...
Inheritance diagram for QuantConnect.Securities.NullBuyingPowerModel:
Public Member Functions | |
| override MaintenanceMargin | GetMaintenanceMargin (MaintenanceMarginParameters parameters) |
| Gets the margin currently allocated to the specified holding More... | |
| override HasSufficientBuyingPowerForOrderResult | HasSufficientBuyingPowerForOrder (HasSufficientBuyingPowerForOrderParameters parameters) |
| Check if there is sufficient buying power to execute this order. More... | |
 Public Member Functions inherited from QuantConnect.Securities.BuyingPowerModel | |
| BuyingPowerModel () | |
| Initializes a new instance of the BuyingPowerModel with no leverage (1x) More... | |
| BuyingPowerModel (decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent) | |
| Initializes a new instance of the BuyingPowerModel More... | |
| BuyingPowerModel (decimal leverage, decimal requiredFreeBuyingPowerPercent=0) | |
| Initializes a new instance of the BuyingPowerModel More... | |
| virtual decimal | GetLeverage (Security security) |
| Gets the current leverage of the security More... | |
| virtual void | SetLeverage (Security security, decimal leverage) |
| Sets the leverage for the applicable securities, i.e, equities More... | |
| virtual InitialMargin | GetInitialMarginRequiredForOrder (InitialMarginRequiredForOrderParameters parameters) |
| Gets the total margin required to execute the specified order in units of the account currency including fees More... | |
| virtual InitialMargin | GetInitialMarginRequirement (InitialMarginParameters parameters) |
| The margin that must be held in order to increase the position by the provided quantity More... | |
| virtual GetMaximumOrderQuantityResult | GetMaximumOrderQuantityForDeltaBuyingPower (GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters) |
| Get the maximum market order quantity to obtain a delta in the buying power used by a security. The deltas sign defines the position side to apply it to, positive long, negative short. More... | |
| virtual GetMaximumOrderQuantityResult | GetMaximumOrderQuantityForTargetBuyingPower (GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters) |
| Get the maximum market order quantity to obtain a position with a given buying power percentage. Will not take into account free buying power. More... | |
| decimal | GetAmountToOrder ([NotNull]Security security, decimal targetMargin, decimal marginForOneUnit, out decimal finalMargin) |
| Helper function that determines the amount to order to get to a given target safely. Meaning it will either be at or just below target always. More... | |
| virtual ReservedBuyingPowerForPosition | GetReservedBuyingPowerForPosition (ReservedBuyingPowerForPositionParameters parameters) |
| Gets the amount of buying power reserved to maintain the specified position More... | |
| virtual BuyingPower | GetBuyingPower (BuyingPowerParameters parameters) |
| Gets the buying power available for a trade More... | |
Additional Inherited Members | |
| Static Public Attributes inherited from QuantConnect.Securities.BuyingPowerModel | |
| static readonly IBuyingPowerModel | Null = new NullBuyingPowerModel() |
| Gets an implementation of IBuyingPowerModel that does not check for sufficient buying power More... | |
| Protected Member Functions inherited from QuantConnect.Securities.BuyingPowerModel | |
| virtual decimal | GetMarginRemaining (SecurityPortfolioManager portfolio, Security security, OrderDirection direction) |
| Gets the margin cash available for a trade More... | |
| Properties inherited from QuantConnect.Securities.BuyingPowerModel | |
| decimal | RequiredFreeBuyingPowerPercent [get, set] |
| The percentage used to determine the required unused buying power for the account. More... | |
Detailed Description
Provides a buying power model considers that there is sufficient buying power for all orders
Definition at line 21 of file NullBuyingPowerModel.cs.
Member Function Documentation
◆ GetMaintenanceMargin()
|
virtual |
Gets the margin currently allocated to the specified holding
- Parameters
-
parameters An object containing the security
- Returns
- The maintenance margin required for the provided holdings quantity/cost/value
Reimplemented from QuantConnect.Securities.BuyingPowerModel.
Definition at line 28 of file NullBuyingPowerModel.cs.
◆ HasSufficientBuyingPowerForOrder()
|
virtual |
Check if there is sufficient buying power to execute this order.
- Parameters
-
parameters An object containing the portfolio, the security and the order
- Returns
- Returns buying power information for an order
Reimplemented from QuantConnect.Securities.BuyingPowerModel.
Definition at line 38 of file NullBuyingPowerModel.cs.
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The documentation for this class was generated from the following file:
- Common/Securities/NullBuyingPowerModel.cs
