/* * 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.Positions { /// /// Defines the parameters for /// public class PositionGroupBuyingPowerParameters { /// /// Gets the position group /// public IPositionGroup PositionGroup { get; } /// /// Gets the algorithm's portfolio manager /// 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 manager /// The position group /// The direction to compute buying power in public PositionGroupBuyingPowerParameters( SecurityPortfolioManager portfolio, IPositionGroup positionGroup, OrderDirection direction ) { Portfolio = portfolio; Direction = direction; PositionGroup = positionGroup; } /// /// Implicit operator to dependent function to remove noise /// public static implicit operator ReservedBuyingPowerForPositionGroupParameters( PositionGroupBuyingPowerParameters parameters ) { return new ReservedBuyingPowerForPositionGroupParameters(parameters.Portfolio, parameters.PositionGroup); } } }