/*
* 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 System;
using QuantConnect.Orders;
using static QuantConnect.StringExtensions;
namespace QuantConnect.Securities
{
///
/// Defines the parameters for
///
public class HasSufficientBuyingPowerForOrderParameters
{
///
/// Gets the algorithm's portfolio
///
public SecurityPortfolioManager Portfolio { get; }
///
/// Gets the security
///
public Security Security { get; }
///
/// Gets the order
///
public Order Order { get; }
///
/// Initializes a new instance of the class
///
/// The algorithm's portfolio
/// The security
/// The order
public HasSufficientBuyingPowerForOrderParameters(SecurityPortfolioManager portfolio, Security security, Order order)
{
Portfolio = portfolio;
Security = security;
Order = order;
}
///
/// Creates a new targeting the security's underlying.
/// If the security does not implement then an
/// will be thrown. If the order's symbol does not match the underlying then an will
/// be thrown.
///
/// The new order targeting the underlying
/// New parameters instance suitable for invoking the sufficient capital method for the underlying security
public HasSufficientBuyingPowerForOrderParameters ForUnderlying(Order order)
{
var derivative = (IDerivativeSecurity) Security;
return new HasSufficientBuyingPowerForOrderParameters(Portfolio, derivative.Underlying, order);
}
///
/// Creates a new result indicating that there is sufficient buying power for the contemplated order
///
public HasSufficientBuyingPowerForOrderResult Sufficient()
{
return new HasSufficientBuyingPowerForOrderResult(true);
}
///
/// Creates a new result indicating that there is insufficient buying power for the contemplated order
///
public HasSufficientBuyingPowerForOrderResult Insufficient(string reason)
{
return new HasSufficientBuyingPowerForOrderResult(false, reason);
}
///
/// Creates a new result indicating that there is insufficient buying power for the contemplated order
///
public HasSufficientBuyingPowerForOrderResult Insufficient(FormattableString reason)
{
return new HasSufficientBuyingPowerForOrderResult(false, Invariant(reason));
}
}
}