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>
+    /// Defines the parameters for <see cref="IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower"/>
+    /// </summary>
+    public class GetMaximumOrderQuantityForDeltaBuyingPowerParameters
+    {
+        /// <summary>
+        /// Gets the algorithm's portfolio
+        /// </summary>
+        public SecurityPortfolioManager Portfolio { get; }
+
+        /// <summary>
+        /// Gets the security
+        /// </summary>
+        public Security Security { get; }
+
+        /// <summary>
+        /// The delta buying power.
+        /// </summary>
+        /// <remarks>Sign defines the position side to apply the delta, positive long, negative short side.</remarks>
+        public decimal DeltaBuyingPower { get; }
+
+        /// <summary>
+        /// True enables the <see cref="IBuyingPowerModel"/> to skip setting <see cref="GetMaximumOrderQuantityResult.Reason"/>
+        /// for non error situations, for performance
+        /// </summary>
+        public bool SilenceNonErrorReasons { get; }
+
+        /// <summary>
+        /// Configurable minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes
+        /// </summary>
+        /// <remarks>Default value is 0. This setting is useful to avoid small trading noise when using SetHoldings</remarks>
+        public decimal MinimumOrderMarginPortfolioPercentage { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GetMaximumOrderQuantityForDeltaBuyingPowerParameters"/> class
+        /// </summary>
+        /// <param name="portfolio">The algorithm's portfolio</param>
+        /// <param name="security">The security</param>
+        /// <param name="deltaBuyingPower">The delta buying power to apply.
+        /// Sign defines the position side to apply the delta</param>
+        /// <param name="minimumOrderMarginPortfolioPercentage">Configurable minimum order margin portfolio percentage to ignore orders with unrealistic small sizes</param>
+        /// <param name="silenceNonErrorReasons">True will not return <see cref="GetMaximumOrderQuantityResult.Reason"/>
+        /// set for non error situation, this is for performance</param>
+        public GetMaximumOrderQuantityForDeltaBuyingPowerParameters(SecurityPortfolioManager portfolio, Security security, decimal deltaBuyingPower,
+            decimal minimumOrderMarginPortfolioPercentage, bool silenceNonErrorReasons = false)
+        {
+            Portfolio = portfolio;
+            Security = security;
+            DeltaBuyingPower = deltaBuyingPower;
+            SilenceNonErrorReasons = silenceNonErrorReasons;
+            MinimumOrderMarginPortfolioPercentage = minimumOrderMarginPortfolioPercentage;
+        }
+    }
+}