Adds CustomBuyingPowerModelAlgorithm (#4824)

* Adds CustomBuyingPowerModelAlgorithm

This algorithms is an example on how to implement a custom buying power model.

In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model.

* Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel

The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.

Algorithm.Python/CustomModelsAlgorithm.py

@@ -27,16 +27,17 @@ import numpy as np
 import random
 
 ### <summary>
-### Demonstration of using custom fee, slippage and fill models for modelling transactions in backtesting.
+### Demonstration of using custom fee, slippage, fill, and buying power models for modelling transactions in backtesting.
 ### QuantConnect allows you to model all orders as deeply and accurately as you need.
 ### </summary>
 ### <meta name="tag" content="trading and orders" />
 ### <meta name="tag" content="transaction fees and slippage" />
+### <meta name="tag" content="custom buying power models" />
 ### <meta name="tag" content="custom transaction models" />
 ### <meta name="tag" content="custom slippage models" />
 ### <meta name="tag" content="custom fee models" />
 class CustomModelsAlgorithm(QCAlgorithm):
-    '''Demonstration of using custom fee, slippage and fill models for modelling transactions in backtesting.
+    '''Demonstration of using custom fee, slippage, fill, and buying power models for modelling transactions in backtesting.
     QuantConnect allows you to model all orders as deeply and accurately as you need.'''
 
     def Initialize(self):
@@ -49,6 +50,7 @@ class CustomModelsAlgorithm(QCAlgorithm):
         self.security.SetFeeModel(CustomFeeModel(self))
         self.security.SetFillModel(CustomFillModel(self))
         self.security.SetSlippageModel(CustomSlippageModel(self))
+        self.security.SetBuyingPowerModel(CustomBuyingPowerModel(self))
 
 
     def OnData(self, data):
@@ -57,12 +59,12 @@ class CustomModelsAlgorithm(QCAlgorithm):
 
         if self.Time.day > 10 and self.security.Holdings.Quantity <= 0:
             quantity = self.CalculateOrderQuantity(self.spy, .5)
-            self.Log("MarketOrder: " + str(quantity))
+            self.Log(f"MarketOrder: {quantity}")
             self.MarketOrder(self.spy, quantity, True)   # async needed for partial fill market orders
 
         elif self.Time.day > 20 and self.security.Holdings.Quantity >= 0:
             quantity = self.CalculateOrderQuantity(self.spy, -.5)
-            self.Log("MarketOrder: " + str(quantity))
+            self.Log(f"MarketOrder: {quantity}")
             self.MarketOrder(self.spy, quantity, True)   # async needed for partial fill market orders
 
 # If we want to use methods from other models, you need to inherit from one of them
@@ -90,7 +92,7 @@ class CustomFillModel(ImmediateFillModel):
             absoluteRemaining = absoluteRemaining - absoluteFillQuantity
             self.absoluteRemainingByOrderId[order.Id] = absoluteRemaining
             fill.Status = OrderStatus.PartiallyFilled
-        self.algorithm.Log("CustomFillModel: " + str(fill))
+        self.algorithm.Log(f"CustomFillModel: {fill}")
         return fill
 
 class CustomFeeModel(FeeModel):
@@ -102,7 +104,7 @@ class CustomFeeModel(FeeModel):
         fee = max(1, parameters.Security.Price
                   * parameters.Order.AbsoluteQuantity
                   * 0.00001)
-        self.algorithm.Log("CustomFeeModel: " + str(fee))
+        self.algorithm.Log(f"CustomFeeModel: {fee}")
         return OrderFee(CashAmount(fee, "USD"))
 
 class CustomSlippageModel:
@@ -112,5 +114,15 @@ class CustomSlippageModel:
     def GetSlippageApproximation(self, asset, order):
         # custom slippage math
         slippage = asset.Price * 0.0001 * np.log10(2*float(order.AbsoluteQuantity))
-        self.algorithm.Log("CustomSlippageModel: " + str(slippage))
-        return slippage
+        self.algorithm.Log(f"CustomSlippageModel: {slippage}")
+        return slippage
+
+class CustomBuyingPowerModel(BuyingPowerModel):
+    def __init__(self, algorithm):
+        self.algorithm = algorithm
+
+    def HasSufficientBuyingPowerForOrder(self, parameters):
+        # custom behavior: this model will assume that there is always enough buying power
+        hasSufficientBuyingPowerForOrderResult = HasSufficientBuyingPowerForOrderResult(True)
+        self.algorithm.Log(f"CustomBuyingPowerModel: {hasSufficientBuyingPowerForOrderResult.IsSufficient}")
+        return hasSufficientBuyingPowerForOrderResult