Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects. More...

Inheritance diagram for QuantConnect.Securities.SecurityPortfolioManager:

[legend]

Public Member Functions
	SecurityPortfolioManager (SecurityManager securityManager, SecurityTransactionManager transactions, IAlgorithmSettings algorithmSettings, IOrderProperties defaultOrderProperties=null)
	Initialise security portfolio manager. More...

void	Add (Symbol symbol, SecurityHolding holding)
	Add a new securities string-security to the portfolio. More...

void	Add (KeyValuePair< Symbol, SecurityHolding > pair)
	Add a new securities key value pair to the portfolio. More...

override void	Clear ()
	Clear the portfolio of securities objects. More...

bool	Remove (KeyValuePair< Symbol, SecurityHolding > pair)
	Remove this keyvalue pair from the portfolio. More...

override bool	Remove (Symbol symbol)
	Remove this symbol from the portfolio. More...

bool	ContainsKey (Symbol symbol)
	Check if the portfolio contains this symbol string. More...

bool	Contains (KeyValuePair< Symbol, SecurityHolding > pair)
	Check if the key-value pair is in the portfolio. More...

void	CopyTo (KeyValuePair< Symbol, SecurityHolding >[] array, int index)
	Copy contents of the portfolio collection to a new destination. More...

override bool	TryGetValue (Symbol symbol, out SecurityHolding holding)
	Attempt to get the value of the securities holding class if this symbol exists. More...

void	InvalidateTotalPortfolioValue ()
	Will flag the current TotalPortfolioValue as invalid so it is recalculated when gotten More...

decimal	GetMarginRemaining (decimal totalPortfolioValue)
	Gets the remaining margin on the account in the account's currency for the given total portfolio value More...

void	SetAccountCurrency (string accountCurrency, decimal? startingCash=null)
	Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given More...

void	SetCash (decimal cash)
	Set the account currency cash this algorithm is to manage. More...

void	SetCash (string symbol, decimal cash, decimal conversionRate)
	Set the cash for the specified symbol More...

decimal	GetMarginRemaining (Symbol symbol, OrderDirection direction=OrderDirection.Buy)
	Gets the margin available for trading a specific symbol in a specific direction. More...

decimal	GetBuyingPower (Symbol symbol, OrderDirection direction=OrderDirection.Buy)
	Gets the margin available for trading a specific symbol in a specific direction. Alias for GetMarginRemaining(Symbol, OrderDirection) More...

virtual void	ProcessFills (List< OrderEvent > fills)
	Calculate the new average price after processing a list of partial/complete order fill events. More...

void	ApplyDividend (Dividend dividend, bool liveMode, DataNormalizationMode mode)
	Applies a dividend to the portfolio More...

void	ApplySplit (Split split, Security security, bool liveMode, DataNormalizationMode mode)
	Applies a split to the portfolio More...

void	AddTransactionRecord (DateTime time, decimal transactionProfitLoss, bool isWin)
	Record the transaction value and time in a list to later be processed for statistics creation. More...

void	LogMarginInformation (OrderRequest orderRequest=null)
	Logs margin information for debugging More...

void	SetMarginCallModel (IMarginCallModel marginCallModel)
	Sets the margin call model More...

void	SetMarginCallModel (PyObject pyObject)
	Sets the margin call model More...

HasSufficientBuyingPowerForOrderResult	HasSufficientBuyingPowerForOrder (List< Order > orders)
	Will determine if the algorithms portfolio has enough buying power to fill the given orders More...

void	SetPositions (SecurityPositionGroupModel positionGroupModel)
	Will set the security position group model to use More...

Public Member Functions inherited from QuantConnect.ExtendedDictionary< SecurityHolding >
abstract bool	TryGetValue (Symbol symbol, out T value)
	Gets the value associated with the specified Symbol. More...

void	clear ()
	Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More...

PyDict	copy ()
	Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More...

PyDict	fromkeys (Symbol[] sequence)
	Creates a new dictionary from the given sequence of elements. More...

PyDict	fromkeys (Symbol[] sequence, T value)
	Creates a new dictionary from the given sequence of elements with a value provided by the user. More...

T	get (Symbol symbol)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

T	get (Symbol symbol, T value)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

PyList	items ()
	Returns a view object that displays a list of dictionary's (Symbol, value) tuple pairs. More...

PyTuple	popitem ()
	Returns and removes an arbitrary element (Symbol, value) pair from the dictionary. More...

T	setdefault (Symbol symbol)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	setdefault (Symbol symbol, T default_value)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	pop (Symbol symbol)
	Removes and returns an element from a dictionary having the given Symbol. More...

T	pop (Symbol symbol, T default_value)
	Removes and returns an element from a dictionary having the given Symbol. More...

void	update (PyObject other)
	Updates the dictionary with the elements from the another dictionary object or from an iterable of Symbol/value pairs. The update() method adds element(s) to the dictionary if the Symbol is not in the dictionary.If the Symbol is in the dictionary, it updates the Symbol with the new value. More...

PyList	keys ()
	Returns a view object that displays a list of all the Symbol objects in the dictionary More...

PyList	values ()
	Returns a view object that displays a list of all the values in the dictionary. More...

Public Attributes
bool	Invested => HoldStock
	Alias for HoldStock. Check if we have any holdings. More...

decimal	MarginRemaining => GetMarginRemaining(TotalPortfolioValue)
	Gets the remaining margin on the account in the account's currency More...

Public Attributes inherited from QuantConnect.ExtendedDictionary< SecurityHolding >
virtual bool	IsReadOnly
	Gets a value indicating whether the IDictionary object is read-only. More...

Protected Attributes
override IEnumerable< Symbol >	GetKeys => Keys
	Gets an System.Collections.Generic.ICollection<T> containing the Symbol objects of the System.Collections.Generic.IDictionary<TKey, TValue>. More...

override IEnumerable< SecurityHolding >	GetValues => Securities.Select(pair => pair.Value.Holdings)
	Gets an System.Collections.Generic.ICollection<T> containing the values in the System.Collections.Generic.IDictionary<TKey, TValue>. More...

Properties
SecurityManager	Securities `[get]`
	Local access to the securities collection for the portfolio summation. More...

SecurityTransactionManager	Transactions `[get]`
	Local access to the transactions collection for the portfolio summation and updates. More...

SecurityPositionGroupModel?	Positions `[get, set]`
	Local access to the position manager More...

CashBook	CashBook `[get]`
	Gets the cash book that keeps track of all currency holdings (only settled cash) More...

CashBook	UnsettledCashBook `[get]`
	Gets the cash book that keeps track of all currency holdings (only unsettled cash) More...

int	Count `[get]`
	Count the securities objects in the portfolio. More...

override bool	IsReadOnly `[get]`
	Check if the underlying securities array is read only. More...

ICollection< Symbol >	Keys `[get]`
	Symbol keys collection of the underlying assets in the portfolio. More...

ICollection< SecurityHolding >	Values `[get]`
	Collection of securities objects in the portfolio. More...

decimal	Cash `[get]`
	Sum of all currencies in account in US dollars (only settled cash) More...

decimal	UnsettledCash `[get]`
	Sum of all currencies in account in US dollars (only unsettled cash) More...

decimal	TotalUnleveredAbsoluteHoldingsCost `[get]`
	Absolute value of cash discounted from our total cash by the holdings we own. More...

decimal	TotalAbsoluteHoldingsCost `[get]`
	Gets the total absolute holdings cost of the portfolio. This sums up the individual absolute cost of each holding More...

decimal	TotalHoldingsValue `[get]`
	Absolute sum the individual items in portfolio. More...

bool	HoldStock `[get]`
	Boolean flag indicating we have any holdings in the portfolio. More...

decimal	TotalUnrealisedProfit `[get]`
	Get the total unrealised profit in our portfolio from the individual security unrealized profits. More...

decimal	TotalUnrealizedProfit `[get]`
	Get the total unrealised profit in our portfolio from the individual security unrealized profits. More...

decimal	TotalPortfolioValue `[get]`
	Total portfolio value if we sold all holdings at current market rates. More...

decimal	TotalPortfolioValueLessFreeBuffer `[get]`
	Returns the adjusted total portfolio value removing the free amount If the IAlgorithmSettings.FreePortfolioValue has not been set, the free amount will have a trailing behavior and be updated when requested More...

decimal	TotalFees `[get]`
	Total fees paid during the algorithm operation across all securities in portfolio. More...

decimal	TotalProfit `[get]`
	Sum of all gross profit across all securities in portfolio and dividend payments. More...

decimal	TotalNetProfit `[get]`
	Sum of all net profit across all securities in portfolio and dividend payments. More...

decimal	TotalSaleVolume `[get]`
	Total sale volume since the start of algorithm operations. More...

decimal	TotalMarginUsed `[get]`
	Gets the total margin used across all securities in the account's currency More...

IMarginCallModel	MarginCallModel `[get, set]`
	Gets or sets the MarginCallModel for the portfolio. This is used to executed margin call orders. More...

override SecurityHolding	this[Symbol symbol] `[get, set]`
	Indexer for the PortfolioManager class to access the underlying security holdings objects. More...

Properties inherited from QuantConnect.ExtendedDictionary< SecurityHolding >
abstract IEnumerable< Symbol >	GetKeys `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More...

abstract IEnumerable< T >	GetValues `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...

virtual T	this[Symbol symbol] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

virtual T	this[string ticker] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

Detailed Description

Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects.

Definition at line 35 of file SecurityPortfolioManager.cs.

Constructor & Destructor Documentation

◆ SecurityPortfolioManager()

QuantConnect.Securities.SecurityPortfolioManager.SecurityPortfolioManager	(	SecurityManager	securityManager,
		SecurityTransactionManager	transactions,
		IAlgorithmSettings	algorithmSettings,
		IOrderProperties	defaultOrderProperties = `null`
	)

Initialise security portfolio manager.

Definition at line 86 of file SecurityPortfolioManager.cs.

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Member Function Documentation

◆ Add() [1/2]

void QuantConnect.Securities.SecurityPortfolioManager.Add	(	Symbol	symbol,
		SecurityHolding	holding
	)

Add a new securities string-security to the portfolio.

Parameters

symbol	Symbol of dictionary
holding	SecurityHoldings object

Exceptions

NotImplementedException Portfolio object is an adaptor for Security Manager. This method is not applicable for PortfolioManager class.

This method is not implemented and using it will throw an exception

Definition at line 134 of file SecurityPortfolioManager.cs.

◆ Add() [2/2]

void QuantConnect.Securities.SecurityPortfolioManager.Add ( KeyValuePair< Symbol, SecurityHolding > pair )

Add a new securities key value pair to the portfolio.

Parameters

pair	Key value pair of dictionary

Exceptions

NotImplementedException Portfolio object is an adaptor for Security Manager. This method is not applicable for PortfolioManager class.

This method is not implemented and using it will throw an exception

Definition at line 142 of file SecurityPortfolioManager.cs.

◆ Clear()

override void QuantConnect.Securities.SecurityPortfolioManager.Clear ( )

virtual

Clear the portfolio of securities objects.

Exceptions

NotImplementedException Portfolio object is an adaptor for Security Manager. This method is not applicable for PortfolioManager class.

This method is not implemented and using it will throw an exception

Reimplemented from QuantConnect.ExtendedDictionary< SecurityHolding >.

Definition at line 149 of file SecurityPortfolioManager.cs.

◆ Remove() [1/2]

bool QuantConnect.Securities.SecurityPortfolioManager.Remove ( KeyValuePair< Symbol, SecurityHolding > pair )

Remove this keyvalue pair from the portfolio.

Exceptions

NotImplementedException Portfolio object is an adaptor for Security Manager. This method is not applicable for PortfolioManager class.

Parameters

pair	Key value pair of dictionary

This method is not implemented and using it will throw an exception

Definition at line 157 of file SecurityPortfolioManager.cs.

◆ Remove() [2/2]

override bool QuantConnect.Securities.SecurityPortfolioManager.Remove ( Symbol symbol )

virtual

Remove this symbol from the portfolio.

Exceptions

NotImplementedException Portfolio object is an adaptor for Security Manager. This method is not applicable for PortfolioManager class.

Parameters

symbol Symbol of dictionary

This method is not implemented and using it will throw an exception

Reimplemented from QuantConnect.ExtendedDictionary< SecurityHolding >.

Definition at line 165 of file SecurityPortfolioManager.cs.

◆ ContainsKey()

bool QuantConnect.Securities.SecurityPortfolioManager.ContainsKey ( Symbol symbol )

Check if the portfolio contains this symbol string.

Parameters

symbol String search symbol for the security

Returns: Boolean true if portfolio contains this symbol

Definition at line 172 of file SecurityPortfolioManager.cs.

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◆ Contains()

bool QuantConnect.Securities.SecurityPortfolioManager.Contains ( KeyValuePair< Symbol, SecurityHolding > pair )

Check if the key-value pair is in the portfolio.

IDictionary implementation calling the underlying Securities collection

Parameters

pair	Pair we're searching for

Returns: True if we have this object

Definition at line 183 of file SecurityPortfolioManager.cs.

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◆ CopyTo()

void QuantConnect.Securities.SecurityPortfolioManager.CopyTo	(	KeyValuePair< Symbol, SecurityHolding >[]	array,
		int	index
	)

Copy contents of the portfolio collection to a new destination.

IDictionary implementation calling the underlying Securities collection

Parameters

array	Destination array
index	Position in array to start copying

Definition at line 218 of file SecurityPortfolioManager.cs.

◆ TryGetValue()

override bool QuantConnect.Securities.SecurityPortfolioManager.TryGetValue	(	Symbol	symbol,
		out SecurityHolding	holding
	)

Attempt to get the value of the securities holding class if this symbol exists.

Parameters

symbol	String search symbol
holding	Holdings object of this security

IDictionary implementation

Returns: Boolean true if successful locating and setting the holdings object

Definition at line 279 of file SecurityPortfolioManager.cs.

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◆ InvalidateTotalPortfolioValue()

void QuantConnect.Securities.SecurityPortfolioManager.InvalidateTotalPortfolioValue ( )

Will flag the current TotalPortfolioValue as invalid so it is recalculated when gotten

Definition at line 502 of file SecurityPortfolioManager.cs.

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◆ GetMarginRemaining() [1/2]

decimal QuantConnect.Securities.SecurityPortfolioManager.GetMarginRemaining ( decimal totalPortfolioValue )

Gets the remaining margin on the account in the account's currency for the given total portfolio value

This method is for performance, for when the user already knows the total portfolio value, we can avoid re calculating it. Else use MarginRemaining

Parameters

totalPortfolioValue The total portfolio value TotalPortfolioValue

Definition at line 582 of file SecurityPortfolioManager.cs.

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◆ SetAccountCurrency()

void QuantConnect.Securities.SecurityPortfolioManager.SetAccountCurrency	(	string	accountCurrency,
		decimal?	startingCash = `null`
	)

Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given

Has to be called before calling SetCash(decimal) or adding any Security

Parameters

accountCurrency	The account currency cash symbol to set
startingCash	The account currency starting cash to set

Definition at line 612 of file SecurityPortfolioManager.cs.

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◆ SetCash() [1/2]

void QuantConnect.Securities.SecurityPortfolioManager.SetCash ( decimal cash )

Set the account currency cash this algorithm is to manage.

Parameters

cash	Decimal cash value of portfolio

Definition at line 659 of file SecurityPortfolioManager.cs.

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◆ SetCash() [2/2]

void QuantConnect.Securities.SecurityPortfolioManager.SetCash	(	string	symbol,
		decimal	cash,
		decimal	conversionRate
	)

Set the cash for the specified symbol

Parameters

symbol	The cash symbol to set
cash	Decimal cash value of portfolio
conversionRate	The current conversion rate for the

Definition at line 671 of file SecurityPortfolioManager.cs.

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◆ GetMarginRemaining() [2/2]

decimal QuantConnect.Securities.SecurityPortfolioManager.GetMarginRemaining	(	Symbol	symbol,
		OrderDirection	direction = `OrderDirection.Buy`
	)

Gets the margin available for trading a specific symbol in a specific direction.

Parameters

symbol	The symbol to compute margin remaining for
direction	The order/trading direction

Returns: The maximum order size that is currently executable in the specified direction

Definition at line 694 of file SecurityPortfolioManager.cs.

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◆ GetBuyingPower()

decimal QuantConnect.Securities.SecurityPortfolioManager.GetBuyingPower	(	Symbol	symbol,
		OrderDirection	direction = `OrderDirection.Buy`
	)

Gets the margin available for trading a specific symbol in a specific direction. Alias for GetMarginRemaining(Symbol, OrderDirection)

Parameters

symbol	The symbol to compute margin remaining for
direction	The order/trading direction

Returns: The maximum order size that is currently executable in the specified direction

Definition at line 719 of file SecurityPortfolioManager.cs.

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◆ ProcessFills()

virtual void QuantConnect.Securities.SecurityPortfolioManager.ProcessFills ( List< OrderEvent > fills )

virtual

Calculate the new average price after processing a list of partial/complete order fill events.

For purchasing stocks from zero holdings, the new average price is the sale price. When simply partially reducing holdings the average price remains the same. When crossing zero holdings the average price becomes the trade price in the new side of zero.

Definition at line 732 of file SecurityPortfolioManager.cs.

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◆ ApplyDividend()

void QuantConnect.Securities.SecurityPortfolioManager.ApplyDividend	(	Dividend	dividend,
		bool	liveMode,
		DataNormalizationMode	mode
	)

Applies a dividend to the portfolio

Parameters

dividend	The dividend to be applied
liveMode	True if live mode, false for backtest
mode	The DataNormalizationMode for this security

Definition at line 754 of file SecurityPortfolioManager.cs.

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◆ ApplySplit()

void QuantConnect.Securities.SecurityPortfolioManager.ApplySplit	(	Split	split,
		Security	security,
		bool	liveMode,
		DataNormalizationMode	mode
	)

Applies a split to the portfolio

Parameters

split	The split to be applied
security	The security the split will be applied to
liveMode	True if live mode, false for backtest
mode	The DataNormalizationMode for this security

Definition at line 784 of file SecurityPortfolioManager.cs.

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◆ AddTransactionRecord()

void QuantConnect.Securities.SecurityPortfolioManager.AddTransactionRecord	(	DateTime	time,
		decimal	transactionProfitLoss,
		bool	isWin
	)

Record the transaction value and time in a list to later be processed for statistics creation.

Parameters

time	Time of order processed
transactionProfitLoss	Profit Loss.
isWin	Whether the transaction is a win. For options exercise, this might not depend only on the profit/loss value

Definition at line 836 of file SecurityPortfolioManager.cs.

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◆ LogMarginInformation()

void QuantConnect.Securities.SecurityPortfolioManager.LogMarginInformation ( OrderRequest orderRequest = null )

Logs margin information for debugging

Definition at line 861 of file SecurityPortfolioManager.cs.

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◆ SetMarginCallModel() [1/2]

void QuantConnect.Securities.SecurityPortfolioManager.SetMarginCallModel ( IMarginCallModel marginCallModel )

Sets the margin call model

Parameters

marginCallModel Model that represents a portfolio's model to executed margin call orders.

Definition at line 888 of file SecurityPortfolioManager.cs.

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◆ SetMarginCallModel() [2/2]

void QuantConnect.Securities.SecurityPortfolioManager.SetMarginCallModel ( PyObject pyObject )

Sets the margin call model

Parameters

pyObject Model that represents a portfolio's model to executed margin call orders.

Definition at line 897 of file SecurityPortfolioManager.cs.

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◆ HasSufficientBuyingPowerForOrder()

HasSufficientBuyingPowerForOrderResult QuantConnect.Securities.SecurityPortfolioManager.HasSufficientBuyingPowerForOrder ( List< Order > orders )

Will determine if the algorithms portfolio has enough buying power to fill the given orders

Parameters

orders The orders to check

Returns: True if the algorithm has enough buying power available

Definition at line 907 of file SecurityPortfolioManager.cs.

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◆ SetPositions()

void QuantConnect.Securities.SecurityPortfolioManager.SetPositions ( SecurityPositionGroupModel positionGroupModel )

Will set the security position group model to use

Parameters

positionGroupModel The position group model instance

Definition at line 932 of file SecurityPortfolioManager.cs.

Member Data Documentation

◆ GetKeys

override IEnumerable<Symbol> QuantConnect.Securities.SecurityPortfolioManager.GetKeys => Keys

protected

Gets an System.Collections.Generic.ICollection<T> containing the Symbol objects of the System.Collections.Generic.IDictionary<TKey, TValue>.

Returns: An System.Collections.Generic.ICollection<T> containing the Symbol objects of the object that implements System.Collections.Generic.IDictionary<TKey, TValue>.

Definition at line 238 of file SecurityPortfolioManager.cs.

◆ GetValues

override IEnumerable<SecurityHolding> QuantConnect.Securities.SecurityPortfolioManager.GetValues => Securities.Select(pair => pair.Value.Holdings)

protected

Gets an System.Collections.Generic.ICollection<T> containing the values in the System.Collections.Generic.IDictionary<TKey, TValue>.

Returns: An System.Collections.Generic.ICollection<T> containing the values in the object that implements System.Collections.Generic.IDictionary<TKey, TValue>.

Definition at line 246 of file SecurityPortfolioManager.cs.

◆ Invested

bool QuantConnect.Securities.SecurityPortfolioManager.Invested => HoldStock

Alias for HoldStock. Check if we have any holdings.

See also: HoldStock

Definition at line 393 of file SecurityPortfolioManager.cs.

◆ MarginRemaining

decimal QuantConnect.Securities.SecurityPortfolioManager.MarginRemaining => GetMarginRemaining(TotalPortfolioValue)

Gets the remaining margin on the account in the account's currency

GetMarginRemaining(decimal)

Definition at line 572 of file SecurityPortfolioManager.cs.

Property Documentation

◆ Securities

SecurityManager QuantConnect.Securities.SecurityPortfolioManager.Securities

get

Local access to the securities collection for the portfolio summation.

Definition at line 50 of file SecurityPortfolioManager.cs.

◆ Transactions

SecurityTransactionManager QuantConnect.Securities.SecurityPortfolioManager.Transactions

get

Local access to the transactions collection for the portfolio summation and updates.

Definition at line 55 of file SecurityPortfolioManager.cs.

◆ Positions

SecurityPositionGroupModel? QuantConnect.Securities.SecurityPortfolioManager.Positions

getset

Local access to the position manager

Definition at line 61 of file SecurityPortfolioManager.cs.

◆ CashBook

CashBook QuantConnect.Securities.SecurityPortfolioManager.CashBook

get

Gets the cash book that keeps track of all currency holdings (only settled cash)

Definition at line 76 of file SecurityPortfolioManager.cs.

◆ UnsettledCashBook

CashBook QuantConnect.Securities.SecurityPortfolioManager.UnsettledCashBook

get

Gets the cash book that keeps track of all currency holdings (only unsettled cash)

Definition at line 81 of file SecurityPortfolioManager.cs.

◆ Count

int QuantConnect.Securities.SecurityPortfolioManager.Count

get

Count the securities objects in the portfolio.

IDictionary implementation calling the underlying Securities collection

Definition at line 193 of file SecurityPortfolioManager.cs.

◆ IsReadOnly

override bool QuantConnect.Securities.SecurityPortfolioManager.IsReadOnly

get

Check if the underlying securities array is read only.

IDictionary implementation calling the underlying Securities collection

Definition at line 205 of file SecurityPortfolioManager.cs.

◆ Keys

ICollection<Symbol> QuantConnect.Securities.SecurityPortfolioManager.Keys

get

Symbol keys collection of the underlying assets in the portfolio.

IDictionary implementation calling the underlying securities key symbols

Definition at line 253 of file SecurityPortfolioManager.cs.

◆ Values

ICollection<SecurityHolding> QuantConnect.Securities.SecurityPortfolioManager.Values

get

Collection of securities objects in the portfolio.

IDictionary implementation calling the underlying securities values collection

Definition at line 265 of file SecurityPortfolioManager.cs.

◆ Cash

decimal QuantConnect.Securities.SecurityPortfolioManager.Cash

get

Sum of all currencies in account in US dollars (only settled cash)

This should not be mistaken for margin available because Forex uses margin even though the total cash value is not impact

Definition at line 317 of file SecurityPortfolioManager.cs.

◆ UnsettledCash

decimal QuantConnect.Securities.SecurityPortfolioManager.UnsettledCash

get

Sum of all currencies in account in US dollars (only unsettled cash)

This should not be mistaken for margin available because Forex uses margin even though the total cash value is not impact

Definition at line 329 of file SecurityPortfolioManager.cs.

◆ TotalUnleveredAbsoluteHoldingsCost

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalUnleveredAbsoluteHoldingsCost

get

Absolute value of cash discounted from our total cash by the holdings we own.

When account has leverage the actual cash removed is a fraction of the purchase price according to the leverage

Definition at line 338 of file SecurityPortfolioManager.cs.

◆ TotalAbsoluteHoldingsCost

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalAbsoluteHoldingsCost

get

Gets the total absolute holdings cost of the portfolio. This sums up the individual absolute cost of each holding

Definition at line 350 of file SecurityPortfolioManager.cs.

◆ TotalHoldingsValue

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalHoldingsValue

get

Absolute sum the individual items in portfolio.

Definition at line 361 of file SecurityPortfolioManager.cs.

◆ HoldStock

bool QuantConnect.Securities.SecurityPortfolioManager.HoldStock

get

Boolean flag indicating we have any holdings in the portfolio.

Assumes no asset can have $0 price and uses the sum of total holdings value

See also: Invested

Definition at line 375 of file SecurityPortfolioManager.cs.

◆ TotalUnrealisedProfit

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalUnrealisedProfit

get

Get the total unrealised profit in our portfolio from the individual security unrealized profits.

Definition at line 399 of file SecurityPortfolioManager.cs.

◆ TotalUnrealizedProfit

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalUnrealizedProfit

get

Get the total unrealised profit in our portfolio from the individual security unrealized profits.

Added alias for American spelling

Definition at line 411 of file SecurityPortfolioManager.cs.

◆ TotalPortfolioValue

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalPortfolioValue

get

Total portfolio value if we sold all holdings at current market rates.

Cash + TotalUnrealisedProfit + TotalUnleveredAbsoluteHoldingsCost

See also: Cash, TotalUnrealizedProfit, TotalUnleveredAbsoluteHoldingsCost

Definition at line 423 of file SecurityPortfolioManager.cs.

◆ TotalPortfolioValueLessFreeBuffer

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalPortfolioValueLessFreeBuffer

get

Returns the adjusted total portfolio value removing the free amount If the IAlgorithmSettings.FreePortfolioValue has not been set, the free amount will have a trailing behavior and be updated when requested

Definition at line 479 of file SecurityPortfolioManager.cs.

◆ TotalFees

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalFees

get

Total fees paid during the algorithm operation across all securities in portfolio.

Definition at line 511 of file SecurityPortfolioManager.cs.

◆ TotalProfit

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalProfit

get

Sum of all gross profit across all securities in portfolio and dividend payments.

Definition at line 522 of file SecurityPortfolioManager.cs.

◆ TotalNetProfit

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalNetProfit

get

Sum of all net profit across all securities in portfolio and dividend payments.

Definition at line 533 of file SecurityPortfolioManager.cs.

◆ TotalSaleVolume

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalSaleVolume

get

Total sale volume since the start of algorithm operations.

Definition at line 544 of file SecurityPortfolioManager.cs.

◆ TotalMarginUsed

decimal QuantConnect.Securities.SecurityPortfolioManager.TotalMarginUsed

get

Gets the total margin used across all securities in the account's currency

Definition at line 555 of file SecurityPortfolioManager.cs.

◆ MarginCallModel

IMarginCallModel QuantConnect.Securities.SecurityPortfolioManager.MarginCallModel

getset

Gets or sets the MarginCallModel for the portfolio. This is used to executed margin call orders.

Definition at line 591 of file SecurityPortfolioManager.cs.

◆ this[Symbol symbol]

override SecurityHolding QuantConnect.Securities.SecurityPortfolioManager.this[Symbol symbol]

getset

Indexer for the PortfolioManager class to access the underlying security holdings objects.

Parameters

symbol Symbol object indexer

Returns: SecurityHolding class from the algorithm securities

Definition at line 599 of file SecurityPortfolioManager.cs.

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

Common/Securities/SecurityPortfolioManager.cs

Public Member Functions

Public Attributes

Protected Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ SecurityPortfolioManager()

Member Function Documentation

◆ Add() [1/2]

◆ Add() [2/2]

◆ Clear()

◆ Remove() [1/2]

◆ Remove() [2/2]

◆ ContainsKey()

◆ Contains()

◆ CopyTo()

◆ TryGetValue()

◆ InvalidateTotalPortfolioValue()

◆ GetMarginRemaining() [1/2]

◆ SetAccountCurrency()

◆ SetCash() [1/2]

◆ SetCash() [2/2]

◆ GetMarginRemaining() [2/2]

◆ GetBuyingPower()

◆ ProcessFills()

◆ ApplyDividend()

◆ ApplySplit()

◆ AddTransactionRecord()

◆ LogMarginInformation()

◆ SetMarginCallModel() [1/2]

◆ SetMarginCallModel() [2/2]

◆ HasSufficientBuyingPowerForOrder()

◆ SetPositions()

Member Data Documentation

◆ GetKeys

◆ GetValues

◆ Invested

◆ MarginRemaining

Property Documentation

◆ Securities

◆ Transactions

◆ Positions

◆ CashBook

◆ UnsettledCashBook

◆ Count

◆ IsReadOnly

◆ Keys

◆ Values

◆ Cash

◆ UnsettledCash

◆ TotalUnleveredAbsoluteHoldingsCost

◆ TotalAbsoluteHoldingsCost

◆ TotalHoldingsValue

◆ HoldStock

◆ TotalUnrealisedProfit

◆ TotalUnrealizedProfit

◆ TotalPortfolioValue

◆ TotalPortfolioValueLessFreeBuffer

◆ TotalFees

◆ TotalProfit

◆ TotalNetProfit

◆ TotalSaleVolume

◆ TotalMarginUsed

◆ MarginCallModel

◆ this[Symbol symbol]