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quantconnect--lean/Common/Securities/Positions/PositionGroupInitialMarginForOrderParameters.cs
2026-07-13 13:02:50 +08:00

58 lines
2.0 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using QuantConnect.Orders;
namespace QuantConnect.Securities.Positions
{
/// <summary>
/// Defines parameters for <see cref="IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder"/>
/// </summary>
public class PositionGroupInitialMarginForOrderParameters
{
/// <summary>
/// Gets the algorithm's portfolio manager
/// </summary>
public SecurityPortfolioManager Portfolio { get; }
/// <summary>
/// Gets the position group
/// </summary>
public IPositionGroup PositionGroup { get; }
/// <summary>
/// Gets the order
/// </summary>
public Order Order { get; }
/// <summary>
/// Initializes a new instance of the <see cref="PositionGroupInitialMarginForOrderParameters"/> class
/// </summary>
/// <param name="portfolio">The algorithm's portfolio manager</param>
/// <param name="positionGroup">The position group</param>
/// <param name="order">The order</param>
public PositionGroupInitialMarginForOrderParameters(
SecurityPortfolioManager portfolio,
IPositionGroup positionGroup,
Order order
)
{
Portfolio = portfolio;
PositionGroup = positionGroup;
Order = order;
}
}
}