/* * 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.Securities.Positions; namespace QuantConnect.Securities { /// /// Defines the parameters for /// public class MarginCallOrdersParameters { /// /// Gets the position group /// public IPositionGroup PositionGroup { get; } /// /// Gets the algorithm's total portfolio value /// public decimal TotalPortfolioValue { get; } /// /// Gets the total used margin /// public decimal TotalUsedMargin { get; } /// /// Initializes a new instance of the class /// /// The position group /// The algorithm's total portfolio value /// The total used margin public MarginCallOrdersParameters(IPositionGroup positionGroup, decimal totalPortfolioValue, decimal totalUsedMargin) { PositionGroup = positionGroup; TotalPortfolioValue = totalPortfolioValue; TotalUsedMargin = totalUsedMargin; } } }