Martin Molinero
936af7df7b
- Remove unrequired `GetBuyingPower` - Making `BuyingPowerModel.GetMaintenanceMarginRequirement` protected instead of public - Adding `GetMaximumOrderQuantityForDeltaBuyingPower` to replace public `GetMaintenanceMarginRequirement` and improve API experience for consumers like the `DefaultMarginCallModel` - Adding new unit tests
36 lines
1.4 KiB
C#
36 lines
1.4 KiB
C#
/*
|
|
* 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.Interfaces;
|
|
using QuantConnect.Orders;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Tests.Common.Securities
|
|
{
|
|
internal class TestDefaultMarginCallModel : DefaultMarginCallModel
|
|
{
|
|
public TestDefaultMarginCallModel(SecurityPortfolioManager portfolio, IOrderProperties defaultOrderProperties)
|
|
: base(portfolio, defaultOrderProperties)
|
|
{
|
|
}
|
|
|
|
public new SubmitOrderRequest GenerateMarginCallOrder(Security security, decimal netLiquidationValue,
|
|
decimal totalUsedMargin)
|
|
{
|
|
return base.GenerateMarginCallOrder(security, netLiquidationValue, totalUsedMargin);
|
|
}
|
|
}
|
|
}
|