/* * 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; using System.Collections.Generic; namespace QuantConnect.Securities.Positions { /// /// Parameters for the /// public class ReservedBuyingPowerImpactParameters { /// /// Gets the position changes being contemplated /// public IPositionGroup ContemplatedChanges { get; } /// /// Gets the algorithm's portfolio manager /// public SecurityPortfolioManager Portfolio { get; } /// /// The orders associated with this request /// public List Orders { get; } /// /// Initializes a new instance of the class /// /// The algorithm's portfolio manager /// The position changes being contemplated /// The orders associated with this request public ReservedBuyingPowerImpactParameters( SecurityPortfolioManager portfolio, IPositionGroup contemplatedChanges, List orders ) { Orders = orders; Portfolio = portfolio; ContemplatedChanges = contemplatedChanges; } } }