71 lines
2.8 KiB
C#
71 lines
2.8 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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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Defines a quantity of a security's holdings for inclusion in a position group
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/// </summary>
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public class Position : IPosition
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{
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/// <summary>
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/// The symbol
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/// </summary>
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public Symbol Symbol { get; }
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/// <summary>
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/// The quantity
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/// </summary>
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public decimal Quantity { get; }
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/// <summary>
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/// The unit quantity. The unit quantities of a group define the group. For example, a covered
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/// call has 100 units of stock and -1 units of call contracts.
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/// </summary>
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public decimal UnitQuantity { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="Position"/> class
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="quantity">The quantity</param>
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/// <param name="unitQuantity">The position's unit quantity within its group</param>
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public Position(Symbol symbol, decimal quantity, decimal unitQuantity)
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{
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Symbol = symbol;
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Quantity = quantity;
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UnitQuantity = unitQuantity;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Position"/> class using the security's lot size
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/// as it's unit quantity. If quantity is null, then the security's holdings quantity is used.
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/// </summary>
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/// <param name="security">The security</param>
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/// <param name="quantity">The quantity, if null, the security's holdings quantity is used</param>
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public Position(Security security, decimal? quantity = null)
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: this(security.Symbol, quantity ?? security.Holdings.Quantity, security.SymbolProperties.LotSize)
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{
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}
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/// <summary>Returns a string that represents the current object.</summary>
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/// <returns>A string that represents the current object.</returns>
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public override string ToString()
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{
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return $"{Symbol}: {Quantity}";
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}
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}
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}
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