/* * 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.Collections.Generic; using System.Linq; using QuantConnect.Orders; namespace QuantConnect.Securities.Positions { /// /// Defines the parameters for /// public class HasSufficientPositionGroupBuyingPowerForOrderParameters { /// /// The orders associated with this request /// public List Orders { get; } /// /// Gets the position group representing the holdings changes contemplated by the order /// public IPositionGroup PositionGroup { get; } /// /// Gets the algorithm's portfolio manager /// public SecurityPortfolioManager Portfolio { get; } /// /// Initializes a new instance of the class /// /// The algorithm's portfolio manager /// The position group /// The orders public HasSufficientPositionGroupBuyingPowerForOrderParameters( SecurityPortfolioManager portfolio, IPositionGroup positionGroup, List orders ) { Orders = orders; Portfolio = portfolio; PositionGroup = positionGroup; } /// /// This may be called for non-combo type orders where the position group is guaranteed to have exactly one position /// public static implicit operator HasSufficientBuyingPowerForOrderParameters( HasSufficientPositionGroupBuyingPowerForOrderParameters parameters ) { var position = parameters.PositionGroup.Single(); var security = parameters.Portfolio.Securities[position.Symbol]; return new HasSufficientBuyingPowerForOrderParameters(parameters.Portfolio, security, parameters.Orders.Single()); } /// /// 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 was an error /// public HasSufficientBuyingPowerForOrderResult Error(string reason) { return new HasSufficientBuyingPowerForOrderResult(false, reason); } } }