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>
+    /// Represents a security's model of buying power
+    /// </summary>
+    public interface IBuyingPowerModel
+    {
+        /// <summary>
+        /// Gets the current leverage of the security
+        /// </summary>
+        /// <param name="security">The security to get leverage for</param>
+        /// <returns>The current leverage in the security</returns>
+        decimal GetLeverage(Security security);
+
+        /// <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">The security to set leverage for</param>
+        /// <param name="leverage">The new leverage</param>
+        void SetLeverage(Security security, decimal leverage);
+
+        /// <summary>
+        /// Gets the margin currently allocated to the specified holding
+        /// </summary>
+        /// <param name="parameters">An object containing the security and holdings quantity/cost/value</param>
+        /// <returns>The maintenance margin required for the provided holdings quantity/cost/value</returns>
+        MaintenanceMargin GetMaintenanceMargin(MaintenanceMarginParameters parameters);
+
+        /// <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</param>
+        /// <returns>The initial margin required for the provided security and quantity</returns>
+        InitialMargin GetInitialMarginRequirement(InitialMarginParameters parameters);
+
+        /// <summary>
+        /// Gets the total margin required to execute the specified order in units of the account currency including fees
+        /// </summary>
+        /// <param name="parameters">An object containing the portfolio, the security and the order</param>
+        /// <returns>The total margin in terms of the currency quoted in the order</returns>
+        InitialMargin GetInitialMarginRequiredForOrder(InitialMarginRequiredForOrderParameters parameters);
+
+        /// <summary>
+        /// Check if there is sufficient buying power to execute this order.
+        /// </summary>
+        /// <param name="parameters">An object containing the portfolio, the security and the order</param>
+        /// <returns>Returns buying power information for an order</returns>
+        HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters);
+
+        /// <summary>
+        /// Get the maximum market order quantity to obtain a position with a given buying power percentage.
+        /// Will not take into account free buying power.
+        /// </summary>
+        /// <param name="parameters">An object containing the portfolio, the security and the target signed buying power percentage</param>
+        /// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
+        GetMaximumOrderQuantityResult GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters);
+
+        /// <summary>
+        /// Get the maximum market order quantity to obtain a delta in the buying power used by a security.
+        /// The deltas sign defines the position side to apply it to, positive long, negative short.
+        /// </summary>
+        /// <param name="parameters">An object containing the portfolio, the security and the delta buying power</param>
+        /// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
+        /// <remarks>Used by the margin call model to reduce the position by a delta percent.</remarks>
+        GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPower(GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters);
+
+        /// <summary>
+        /// Gets the amount of buying power reserved to maintain the specified position
+        /// </summary>
+        /// <param name="parameters">A parameters object containing the security</param>
+        /// <returns>The reserved buying power in account currency</returns>
+        ReservedBuyingPowerForPosition GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters);
+
+        /// <summary>
+        /// Gets the buying power available for a trade
+        /// </summary>
+        /// <param name="parameters">A parameters object containing the algorithm's portfolio, security, and order direction</param>
+        /// <returns>The buying power available for the trade</returns>
+        BuyingPower GetBuyingPower(BuyingPowerParameters parameters);
+    }
+}