Provides extension methods for IPositionGroup More...

Static Public Member Functions

static IPosition GetPosition (this IPositionGroup group, Symbol symbol)

Gets the position in the group matching the provided

Parameters

symbol

static IPositionGroup WithQuantity (this IPositionGroup template, decimal groupQuantity, SecurityPositionGroupModel positionMananger)

Creates a new IPositionGroup with the specified groupQuantity . If the quantity provided equals the template's quantity then the template is returned. More...

static IPositionGroup CreateUnitGroup (this IPositionGroup template, SecurityPositionGroupModel positionMananger)

Creates a new IPositionGroup with each position's quantity equaling it's unit quantity More...

static bool IsEmpty (this IPositionGroup positionGroup)

Determines whether the position group is empty More...

static bool IsInvertedOf (this IPositionGroup group, IPositionGroup other)

Checks whether the provided groups are in opposite sides, that is, each of their positions are in opposite sides. More...

static bool Closes (this IPositionGroup finalGroup, IPositionGroup initialGroup)

Checks whether the provided groups are closing/reducing each other, that is, each of their positions are in opposite sides. More...

static string GetUserFriendlyName (this IPositionGroup group)

Gets a user friendly name for the provided group More...

Detailed Description

Provides extension methods for IPositionGroup

Definition at line 27 of file PositionGroupExtensions.cs.

Member Function Documentation

◆ GetPosition()

static IPosition QuantConnect.Securities.Positions.PositionGroupExtensions.GetPosition	(	this IPositionGroup	group,
		Symbol	symbol
	)

static

Gets the position in the group matching the provided

Parameters

symbol

Definition at line 32 of file PositionGroupExtensions.cs.

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◆ WithQuantity()

static IPositionGroup QuantConnect.Securities.Positions.PositionGroupExtensions.WithQuantity	(	this IPositionGroup	template,
		decimal	groupQuantity,
		SecurityPositionGroupModel	positionMananger
	)

static

Creates a new IPositionGroup with the specified groupQuantity . If the quantity provided equals the template's quantity then the template is returned.

Parameters

template	The group template
groupQuantity	The quantity of the new group
positionMananger	The position manager to use to resolve positions

Returns: A position group with the same position ratios as the template but with the specified group quantity

Definition at line 51 of file PositionGroupExtensions.cs.

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◆ CreateUnitGroup()

static IPositionGroup QuantConnect.Securities.Positions.PositionGroupExtensions.CreateUnitGroup	(	this IPositionGroup	template,
		SecurityPositionGroupModel	positionMananger
	)

static

Creates a new IPositionGroup with each position's quantity equaling it's unit quantity

Parameters

template The group template

Returns: A position group with the same position ratios as the template but with the specified group quantity

Definition at line 69 of file PositionGroupExtensions.cs.

◆ IsEmpty()

static bool QuantConnect.Securities.Positions.PositionGroupExtensions.IsEmpty ( this IPositionGroup positionGroup )

static

Determines whether the position group is empty

Parameters

positionGroup The position group

Returns: True if the position group is empty, that is, it has no positions, false otherwise

Definition at line 79 of file PositionGroupExtensions.cs.

◆ IsInvertedOf()

static bool QuantConnect.Securities.Positions.PositionGroupExtensions.IsInvertedOf	(	this IPositionGroup	group,
		IPositionGroup	other
	)

static

Checks whether the provided groups are in opposite sides, that is, each of their positions are in opposite sides.

Parameters

group	The group to check
other	The group to check against

Returns: Whether the position groups are the inverted version of each other, that is, contain the same positions each on the opposite side

Definition at line 92 of file PositionGroupExtensions.cs.

◆ Closes()

static bool QuantConnect.Securities.Positions.PositionGroupExtensions.Closes	(	this IPositionGroup	finalGroup,
		IPositionGroup	initialGroup
	)

static

Checks whether the provided groups are closing/reducing each other, that is, each of their positions are in opposite sides.

Parameters

finalGroup	The final position group that would result from a trade
initialGroup	The initial position group before a trade

Returns: Whether final resulting position group is a reduction of the initial one

Definition at line 104 of file PositionGroupExtensions.cs.

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◆ GetUserFriendlyName()

static string QuantConnect.Securities.Positions.PositionGroupExtensions.GetUserFriendlyName ( this IPositionGroup group )

static

Gets a user friendly name for the provided group

Definition at line 139 of file PositionGroupExtensions.cs.

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

Common/Securities/Positions/PositionGroupExtensions.cs