wehub-resource-sync
96 lines
3.7 KiB
C#
96 lines
3.7 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 System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Orders;
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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Defines the parameters for <see cref="IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder"/>
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/// </summary>
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public class HasSufficientPositionGroupBuyingPowerForOrderParameters
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{
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/// <summary>
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/// The orders associated with this request
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/// </summary>
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public List<Order> Orders { get; }
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/// <summary>
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/// Gets the position group representing the holdings changes contemplated by the order
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/// </summary>
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public IPositionGroup PositionGroup { get; }
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/// <summary>
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/// Gets the algorithm's portfolio manager
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/// </summary>
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public SecurityPortfolioManager Portfolio { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="HasSufficientPositionGroupBuyingPowerForOrderParameters"/> class
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio manager</param>
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/// <param name="positionGroup">The position group</param>
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/// <param name="orders">The orders</param>
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public HasSufficientPositionGroupBuyingPowerForOrderParameters(
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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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Orders = orders;
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Portfolio = portfolio;
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PositionGroup = positionGroup;
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}
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/// <summary>
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/// This may be called for non-combo type orders where the position group is guaranteed to have exactly one position
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/// </summary>
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public static implicit operator HasSufficientBuyingPowerForOrderParameters(
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HasSufficientPositionGroupBuyingPowerForOrderParameters parameters
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)
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{
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var position = parameters.PositionGroup.Single();
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var security = parameters.Portfolio.Securities[position.Symbol];
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return new HasSufficientBuyingPowerForOrderParameters(parameters.Portfolio, security, parameters.Orders.Single());
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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 was an error
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/// </summary>
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public HasSufficientBuyingPowerForOrderResult Error(string reason)
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{
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return new HasSufficientBuyingPowerForOrderResult(false, reason);
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}
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}
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}
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