wehub-resource-sync
82 lines
3.6 KiB
C#
82 lines
3.6 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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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Specifies the impact on buying power from changing security holdings that affects current <see cref="IPositionGroup"/>,
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/// including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes
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/// into account a contemplated change to the algorithm's positions that impacts current position groups.
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/// </summary>
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public class ReservedBuyingPowerImpact
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{
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/// <summary>
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/// Gets the current reserved buying power for the impacted groups
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/// </summary>
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public decimal Current { get; }
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/// <summary>
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/// Gets the reserved buying power for groups resolved after applying a contemplated change to the impacted groups
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/// </summary>
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public decimal Contemplated { get; }
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/// <summary>
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/// Gets the change in reserved buying power, <see cref="Current"/> minus <see cref="Contemplated"/>
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/// </summary>
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public decimal Delta { get; }
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/// <summary>
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/// Gets the impacted groups used as the basis for these reserved buying power numbers
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/// </summary>
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public IReadOnlyCollection<IPositionGroup> ImpactedGroups { get; }
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/// <summary>
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/// Gets the position changes being contemplated
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/// </summary>
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public IReadOnlyCollection<IPosition> ContemplatedChanges { get; }
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/// <summary>
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/// Gets the newly resolved groups resulting from applying the contemplated changes to the impacted groups
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/// </summary>
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public IReadOnlyCollection<IPositionGroup> ContemplatedGroups { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ReservedBuyingPowerImpact"/> class
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/// </summary>
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/// <param name="current">The current reserved buying power for impacted groups</param>
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/// <param name="contemplated">The reserved buying power for impacted groups after applying the contemplated changes</param>
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/// <param name="impactedGroups">The groups impacted by the contemplated changes</param>
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/// <param name="contemplatedChanges">The position changes being contemplated</param>
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/// <param name="contemplatedGroups">The groups resulting from applying the contemplated changes</param>
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public ReservedBuyingPowerImpact(
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decimal current,
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decimal contemplated,
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IReadOnlyCollection<IPositionGroup> impactedGroups,
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IReadOnlyCollection<IPosition> contemplatedChanges,
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IReadOnlyCollection<IPositionGroup> contemplatedGroups
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)
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{
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Current = current;
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Contemplated = contemplated;
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Delta = Contemplated - Current;
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ImpactedGroups = impactedGroups;
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ContemplatedGroups = contemplatedGroups;
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ContemplatedChanges = contemplatedChanges;
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}
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}
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}
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