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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Represents a simple, constant margin model by specifying the percentages of required margin.
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/// </summary>
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public class SecurityMarginModel : BuyingPowerModel
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="SecurityMarginModel"/> with no leverage (1x)
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/// </summary>
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public SecurityMarginModel()
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SecurityMarginModel"/>
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/// </summary>
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/// <param name="initialMarginRequirement">The percentage of an order's absolute cost
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/// that must be held in free cash in order to place the order</param>
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/// <param name="maintenanceMarginRequirement">The percentage of the holding's absolute
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/// cost that must be held in free cash in order to avoid a margin call</param>
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/// <param name="requiredFreeBuyingPowerPercent">The percentage used to determine the required
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/// unused buying power for the account.</param>
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public SecurityMarginModel(
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decimal initialMarginRequirement,
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decimal maintenanceMarginRequirement,
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decimal requiredFreeBuyingPowerPercent
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)
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: base(initialMarginRequirement, maintenanceMarginRequirement, requiredFreeBuyingPowerPercent)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SecurityMarginModel"/>
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/// </summary>
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/// <param name="leverage">The leverage</param>
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/// <param name="requiredFreeBuyingPowerPercent">The percentage used to determine the required
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/// unused buying power for the account.</param>
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public SecurityMarginModel(decimal leverage, decimal requiredFreeBuyingPowerPercent = 0)
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: base(leverage, requiredFreeBuyingPowerPercent)
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{
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}
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}
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}
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