wehub-resource-sync
68 lines
2.5 KiB
C#
68 lines
2.5 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.Positions
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{
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/// <summary>
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/// Defines the parameters for <see cref="IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower"/>
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/// </summary>
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public class PositionGroupBuyingPowerParameters
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{
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/// <summary>
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/// Gets the position group
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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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/// 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="PositionGroupBuyingPowerParameters"/> 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="direction">The direction to compute buying power in</param>
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public PositionGroupBuyingPowerParameters(
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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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Portfolio = portfolio;
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Direction = direction;
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PositionGroup = positionGroup;
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}
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/// <summary>
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/// Implicit operator to dependent function to remove noise
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/// </summary>
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public static implicit operator ReservedBuyingPowerForPositionGroupParameters(
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PositionGroupBuyingPowerParameters parameters
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)
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{
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return new ReservedBuyingPowerForPositionGroupParameters(parameters.Portfolio, parameters.PositionGroup);
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}
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}
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}
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