chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IBuyingPowerModel"/> that uses an absurdly low margin
+    /// requirement to ensure all orders have sufficient margin provided the portfolio is not underwater.
+    /// </summary>
+    public class ConstantBuyingPowerModel : BuyingPowerModel
+    {
+        private readonly decimal _marginRequiredPerUnitInAccountCurrency;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ConstantBuyingPowerModel"/> class
+        /// </summary>
+        /// <param name="marginRequiredPerUnitInAccountCurrency">The constant amount of margin required per single unit
+        /// of an asset. Each unit is defined as a quantity of 1 and NOT based on the lot size.</param>
+        public ConstantBuyingPowerModel(decimal marginRequiredPerUnitInAccountCurrency)
+        {
+            _marginRequiredPerUnitInAccountCurrency = marginRequiredPerUnitInAccountCurrency;
+        }
+
+
+        /// <summary>
+        /// Sets the leverage for the applicable securities, i.e, equities
+        /// </summary>
+        /// <remarks>
+        /// This is added to maintain backwards compatibility with the old margin/leverage system
+        /// </remarks>
+        /// <param name="security"></param>
+        /// <param name="leverage">The new leverage</param>
+        public override void SetLeverage(Security security, decimal leverage)
+        {
+            // ignored -- reasoning is user has an algorithm that has margin issues and so they quickly swap
+            // this impl in, but their code calls set leverage, they would need to comment that out and such
+            // said another way -- user made the decision to ignore margin/leverage by selecting this model
+        }
+
+        /// <summary>
+        /// The margin that must be held in order to increase the position by the provided quantity
+        /// </summary>
+        /// <param name="parameters">An object containing the security and quantity of shares</param>
+        /// <returns>The initial margin required for the provided security and quantity</returns>
+        public override InitialMargin GetInitialMarginRequirement(InitialMarginParameters parameters)
+        {
+            return parameters.Quantity * _marginRequiredPerUnitInAccountCurrency;
+        }
+
+        /// <summary>
+        /// Gets the margin currently allocated to the specified holding
+        /// </summary>
+        /// <param name="parameters">An object containing the security</param>
+        /// <returns>The maintenance margin required for the provided holdings quantity/cost/value</returns>
+        public override MaintenanceMargin GetMaintenanceMargin(MaintenanceMarginParameters parameters)
+        {
+            return parameters.AbsoluteQuantity * _marginRequiredPerUnitInAccountCurrency;
+        }
+    }
+}