Lean  $LEAN_TAG$
QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters Class Reference

Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder More...

Public Member Functions

 PositionGroupInitialMarginForOrderParameters (SecurityPortfolioManager portfolio, IPositionGroup positionGroup, Order order)
 Initializes a new instance of the PositionGroupInitialMarginForOrderParameters class More...
 

Properties

SecurityPortfolioManager Portfolio [get]
 Gets the algorithm's portfolio manager More...
 
IPositionGroup PositionGroup [get]
 Gets the position group More...
 
Order Order [get]
 Gets the order More...
 

Detailed Description

Constructor & Destructor Documentation

◆ PositionGroupInitialMarginForOrderParameters()

QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters.PositionGroupInitialMarginForOrderParameters ( SecurityPortfolioManager  portfolio,
IPositionGroup  positionGroup,
Order  order 
)

Initializes a new instance of the PositionGroupInitialMarginForOrderParameters class

Parameters
portfolioThe algorithm's portfolio manager
positionGroupThe position group
orderThe order

Definition at line 46 of file PositionGroupInitialMarginForOrderParameters.cs.

Property Documentation

◆ Portfolio

SecurityPortfolioManager QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters.Portfolio
get

Gets the algorithm's portfolio manager

Definition at line 28 of file PositionGroupInitialMarginForOrderParameters.cs.

◆ PositionGroup

IPositionGroup QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters.PositionGroup
get

Gets the position group

Definition at line 33 of file PositionGroupInitialMarginForOrderParameters.cs.

◆ Order

Order QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters.Order
get

Gets the order

Definition at line 38 of file PositionGroupInitialMarginForOrderParameters.cs.


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