/*
* 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
{
///
/// Defines the parameters for
///
public class BuyingPowerParameters
{
///
/// Gets the security
///
public Security Security { get; }
///
/// Gets the algorithm's portfolio
///
public SecurityPortfolioManager Portfolio { get; }
///
/// Gets the direction in which buying power is to be computed
///
public OrderDirection Direction { get; }
///
/// Initializes a new instance of the class
///
/// The algorithm's portfolio
/// The security
/// The direction to compute buying power in
public BuyingPowerParameters(SecurityPortfolioManager portfolio, Security security, OrderDirection direction)
{
Portfolio = portfolio;
Security = security;
Direction = direction;
}
///
/// Creates the result using the specified buying power
///
/// The buying power
/// The units the buying power is denominated in
/// The buying power
public BuyingPower Result(decimal buyingPower, string currency)
{
// TODO: Properly account for 'currency' - not accounted for currently as only performing mechanical refactoring
return new BuyingPower(buyingPower);
}
///
/// Creates the result using the specified buying power in units of the account currency
///
/// The buying power
/// The buying power
public BuyingPower ResultInAccountCurrency(decimal buyingPower)
{
return new BuyingPower(buyingPower);
}
}
}