wehub-resource-sync
60 lines
2.9 KiB
C#
60 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 System.Collections.Generic;
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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Resolves position groups from a collection of positions.
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/// </summary>
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public interface IPositionGroupResolver
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{
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/// <summary>
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/// Attempts to group the specified positions into a new <see cref="IPositionGroup"/> using an
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/// appropriate <see cref="IPositionGroupBuyingPowerModel"/> for position groups created via this
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/// resolver.
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/// </summary>
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/// <param name="newPositions">The positions to be grouped</param>
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/// <param name="currentPositions">The currently grouped positions</param>
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/// <param name="group">The grouped positions when this resolver is able to, otherwise null</param>
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/// <returns>True if this resolver can group the specified positions, otherwise false</returns>
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bool TryGroup(IReadOnlyCollection<IPosition> newPositions, PositionGroupCollection currentPositions, out IPositionGroup group);
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/// <summary>
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/// Resolves the position groups that exist within the specified collection of positions.
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/// </summary>
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/// <param name="positions">The collection of positions</param>
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/// <returns>An enumerable of position groups</returns>
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PositionGroupCollection Resolve(PositionCollection positions);
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/// <summary>
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/// Determines the position groups that would be evaluated for grouping of the specified
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/// positions were passed into the <see cref="Resolve"/> method.
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/// </summary>
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/// <remarks>
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/// This function allows us to determine a set of impacted groups and run the resolver on just
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/// those groups in order to support what-if analysis
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/// </remarks>
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/// <param name="groups">The existing position groups</param>
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/// <param name="positions">The positions being changed</param>
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/// <returns>An enumerable containing the position groups that could be impacted by the specified position changes</returns>
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IEnumerable<IPositionGroup> GetImpactedGroups(
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PositionGroupCollection groups,
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IReadOnlyCollection<IPosition> positions
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);
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}
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}
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