wehub-resource-sync
75 lines
2.9 KiB
C#
75 lines
2.9 KiB
C#
/*
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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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Defines the parameters for <see cref="IBuyingPowerModel.GetBuyingPower"/>
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/// </summary>
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public class BuyingPowerParameters
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{
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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 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 direction in which buying power is to be computed
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/// </summary>
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public OrderDirection Direction { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="BuyingPowerParameters"/> 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="direction">The direction to compute buying power in</param>
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public BuyingPowerParameters(SecurityPortfolioManager portfolio, Security security, OrderDirection direction)
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{
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Portfolio = portfolio;
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Security = security;
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Direction = direction;
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}
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/// <summary>
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/// Creates the result using the specified buying power
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/// </summary>
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/// <param name="buyingPower">The buying power</param>
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/// <param name="currency">The units the buying power is denominated in</param>
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/// <returns>The buying power</returns>
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public BuyingPower Result(decimal buyingPower, string currency)
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{
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// TODO: Properly account for 'currency' - not accounted for currently as only performing mechanical refactoring
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return new BuyingPower(buyingPower);
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}
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/// <summary>
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/// Creates the result using the specified buying power in units of the account currency
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/// </summary>
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/// <param name="buyingPower">The buying power</param>
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/// <returns>The buying power</returns>
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public BuyingPower ResultInAccountCurrency(decimal buyingPower)
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{
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return new BuyingPower(buyingPower);
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}
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}
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} |