/*
 * 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 Python.Runtime;
using QuantConnect.Securities;

namespace QuantConnect.Python
{
    /// <summary>
    /// Wraps a <see cref="PyObject"/> object that represents a security's margin interest rate model
    /// </summary>
    public class MarginInterestRateModelPythonWrapper : BasePythonWrapper<IMarginInterestRateModel>, IMarginInterestRateModel
    {
        /// <summary>
        /// Constructor for initializing the <see cref="MarginInterestRateModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
        /// </summary>
        /// <param name="model">Represents a security's model of buying power</param>
        public MarginInterestRateModelPythonWrapper(PyObject model)
            : base(model)
        {
        }

        /// <summary>
        /// Apply margin interest rates to the portfolio
        /// </summary>
        /// <param name="marginInterestRateParameters">The parameters to use</param>
        public void ApplyMarginInterestRate(MarginInterestRateParameters marginInterestRateParameters)
        {
            InvokeMethod(nameof(ApplyMarginInterestRate), marginInterestRateParameters);
        }
    }
}