/// <summary>
/// Initializes a new instance of the <see cref="PositionManager"/> class
/// </summary>
/// <param name="securities">The algorithm's security manager</param>
public PositionManager(SecurityManager securities)
{
_securities = securities;
Groups = PositionGroupCollection.Empty;
_defaultModel = new SecurityPositionGroupBuyingPowerModel();
_resolver = new CompositePositionGroupResolver(new OptionStrategyPositionGroupResolver(securities),
new SecurityPositionGroupResolver(_defaultModel));
// we must be notified each time our holdings change, so each time a security is added, we
// want to bind to its SecurityHolding.QuantityChanged event so we can trigger the resolver
securities.CollectionChanged += (sender, args) =>
{
var items = args.NewItems ?? new List <object>();
if (args.OldItems != null)
{
foreach (var item in args.OldItems)
{
items.Add(item);
}
}
foreach (Security security in items)
{
if (args.Action == NotifyCollectionChangedAction.Add)
{
security.Holdings.QuantityChanged += HoldingsOnQuantityChanged;
if (security.Invested)
{
// if this security has holdings then we'll need to resolve position groups
_requiresGroupResolution = true;
}
}
else if (args.Action == NotifyCollectionChangedAction.Remove)
{
security.Holdings.QuantityChanged -= HoldingsOnQuantityChanged;
if (security.Invested)
{
// only trigger group resolution if we had holdings in the removed security
_requiresGroupResolution = true;
}
}
}
};
}
/// <summary>
/// Inserts the specified <paramref name="resolver"/> into the list of resolvers at the specified index.
/// </summary>
/// <param name="resolver">The resolver to be inserted</param>
/// <param name="index">The zero based index indicating where to insert the resolver, zero inserts to the beginning
/// of the list making this resolver un first and <see cref="Count"/> inserts the resolver to the end of the list
/// making this resolver run last</param>
public void Add(IPositionGroupResolver resolver, int index)
{
// insert handles bounds checking
_resolvers.Insert(index, resolver);
}
/// <summary>
/// Removes the specified <paramref name="resolver"/> from the list of resolvers
/// </summary>
/// <param name="resolver">The resolver to be removed</param>
/// <returns>True if the resolver was removed, false if it wasn't found in the list</returns>
public bool Remove(IPositionGroupResolver resolver)
{
return(_resolvers.Remove(resolver));
}
/// <summary>
/// Adds the specified <paramref name="resolver"/> to the end of the list of resolvers. This resolver will run last.
/// </summary>
/// <param name="resolver">The resolver to be added</param>
public void Add(IPositionGroupResolver resolver)
{
_resolvers.Add(resolver);
}