/*
* 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);
}
}
}