chore: import upstream snapshot with attribution
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Orders;
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using static QuantConnect.StringExtensions;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Defines the parameters for <see cref="IBuyingPowerModel.HasSufficientBuyingPowerForOrder"/>
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/// </summary>
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public class HasSufficientBuyingPowerForOrderParameters
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{
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/// <summary>
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/// Gets the algorithm's portfolio
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/// </summary>
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public SecurityPortfolioManager Portfolio { get; }
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/// <summary>
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/// Gets the security
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/// </summary>
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public Security Security { get; }
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/// <summary>
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/// Gets the order
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/// </summary>
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public Order Order { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="HasSufficientBuyingPowerForOrderParameters"/> class
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio</param>
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/// <param name="security">The security</param>
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/// <param name="order">The order</param>
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public HasSufficientBuyingPowerForOrderParameters(SecurityPortfolioManager portfolio, Security security, Order order)
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{
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Portfolio = portfolio;
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Security = security;
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Order = order;
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}
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/// <summary>
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/// Creates a new <see cref="HasSufficientBuyingPowerForOrderParameters"/> targeting the security's underlying.
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/// If the security does not implement <see cref="IDerivativeSecurity"/> then an <see cref="InvalidCastException"/>
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/// will be thrown. If the order's symbol does not match the underlying then an <see cref="ArgumentException"/> will
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/// be thrown.
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/// </summary>
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/// <param name="order">The new order targeting the underlying</param>
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/// <returns>New parameters instance suitable for invoking the sufficient capital method for the underlying security</returns>
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public HasSufficientBuyingPowerForOrderParameters ForUnderlying(Order order)
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{
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var derivative = (IDerivativeSecurity) Security;
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return new HasSufficientBuyingPowerForOrderParameters(Portfolio, derivative.Underlying, order);
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}
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/// <summary>
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/// Creates a new result indicating that there is sufficient buying power for the contemplated order
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/// </summary>
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public HasSufficientBuyingPowerForOrderResult Sufficient()
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{
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return new HasSufficientBuyingPowerForOrderResult(true);
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}
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/// <summary>
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/// Creates a new result indicating that there is insufficient buying power for the contemplated order
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/// </summary>
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public HasSufficientBuyingPowerForOrderResult Insufficient(string reason)
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{
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return new HasSufficientBuyingPowerForOrderResult(false, reason);
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}
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/// <summary>
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/// Creates a new result indicating that there is insufficient buying power for the contemplated order
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/// </summary>
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public HasSufficientBuyingPowerForOrderResult Insufficient(FormattableString reason)
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{
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return new HasSufficientBuyingPowerForOrderResult(false, Invariant(reason));
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}
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}
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}
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