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 QuantConnect.Orders;
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Provides methods aimed at reducing the noise introduced from having result/parameter types for each method.
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/// These methods aim to accept raw arguments and return the desired value type directly.
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/// </summary>
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public static class PositionGroupBuyingPowerModelExtensions
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{
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/// <summary>
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/// Gets the margin currently allocated to the specified position group
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/// </summary>
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public static decimal GetMaintenanceMargin(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup
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)
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{
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return model.GetMaintenanceMargin(
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new PositionGroupMaintenanceMarginParameters(portfolio, positionGroup)
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);
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}
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/// <summary>
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/// The margin that must be held in order to change positions by the changes defined by the provided position group
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/// </summary>
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public static decimal GetInitialMarginRequirement(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup
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)
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{
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return model.GetInitialMarginRequirement(
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new PositionGroupInitialMarginParameters(portfolio, positionGroup)
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).Value;
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}
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/// <summary>
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/// Gets the total margin required to execute the specified order in units of the account currency including fees
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/// </summary>
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public static decimal GetInitialMarginRequiredForOrder(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup,
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Order order
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)
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{
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return model.GetInitialMarginRequiredForOrder(
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new PositionGroupInitialMarginForOrderParameters(portfolio, positionGroup, order)
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).Value;
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}
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/// <summary>
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/// Computes the amount of buying power reserved by the provided position group
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/// </summary>
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public static decimal GetReservedBuyingPowerForPositionGroup(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup
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)
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{
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return model.GetReservedBuyingPowerForPositionGroup(
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new ReservedBuyingPowerForPositionGroupParameters(portfolio, positionGroup)
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).AbsoluteUsedBuyingPower;
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}
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/// <summary>
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/// Check if there is sufficient buying power for the position group to execute this order.
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/// </summary>
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public static HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowerForOrder(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup,
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List<Order> orders
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)
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{
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return model.HasSufficientBuyingPowerForOrder(new HasSufficientPositionGroupBuyingPowerForOrderParameters(
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portfolio, positionGroup, orders
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));
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}
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/// <summary>
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/// Gets the buying power available for a position group trade
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/// </summary>
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public static PositionGroupBuyingPower GetPositionGroupBuyingPower(
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this IPositionGroupBuyingPowerModel model,
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SecurityPortfolioManager portfolio,
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IPositionGroup positionGroup,
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OrderDirection direction
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)
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{
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return model.GetPositionGroupBuyingPower(new PositionGroupBuyingPowerParameters(
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portfolio, positionGroup, direction
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));
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}
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}
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}
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