/*
* 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.
*/
namespace QuantConnect.Securities
{
///
/// Represents a security's model of buying power
///
public interface IBuyingPowerModel
{
///
/// Gets the current leverage of the security
///
/// The security to get leverage for
/// The current leverage in the security
decimal GetLeverage(Security security);
///
/// Sets the leverage for the applicable securities, i.e, equities
///
///
/// This is added to maintain backwards compatibility with the old margin/leverage system
///
/// The security to set leverage for
/// The new leverage
void SetLeverage(Security security, decimal leverage);
///
/// Gets the margin currently allocated to the specified holding
///
/// An object containing the security and holdings quantity/cost/value
/// The maintenance margin required for the provided holdings quantity/cost/value
MaintenanceMargin GetMaintenanceMargin(MaintenanceMarginParameters parameters);
///
/// The margin that must be held in order to increase the position by the provided quantity
///
/// An object containing the security and quantity
/// The initial margin required for the provided security and quantity
InitialMargin GetInitialMarginRequirement(InitialMarginParameters parameters);
///
/// Gets the total margin required to execute the specified order in units of the account currency including fees
///
/// An object containing the portfolio, the security and the order
/// The total margin in terms of the currency quoted in the order
InitialMargin GetInitialMarginRequiredForOrder(InitialMarginRequiredForOrderParameters parameters);
///
/// Check if there is sufficient buying power to execute this order.
///
/// An object containing the portfolio, the security and the order
/// Returns buying power information for an order
HasSufficientBuyingPowerForOrderResult HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters);
///
/// Get the maximum market order quantity to obtain a position with a given buying power percentage.
/// Will not take into account free buying power.
///
/// An object containing the portfolio, the security and the target signed buying power percentage
/// Returns the maximum allowed market order quantity and if zero, also the reason
GetMaximumOrderQuantityResult GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters);
///
/// Get the maximum market order quantity to obtain a delta in the buying power used by a security.
/// The deltas sign defines the position side to apply it to, positive long, negative short.
///
/// An object containing the portfolio, the security and the delta buying power
/// Returns the maximum allowed market order quantity and if zero, also the reason
/// Used by the margin call model to reduce the position by a delta percent.
GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPower(GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters);
///
/// Gets the amount of buying power reserved to maintain the specified position
///
/// A parameters object containing the security
/// The reserved buying power in account currency
ReservedBuyingPowerForPosition GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters);
///
/// Gets the buying power available for a trade
///
/// A parameters object containing the algorithm's portfolio, security, and order direction
/// The buying power available for the trade
BuyingPower GetBuyingPower(BuyingPowerParameters parameters);
}
}