/// <summary>
/// Gets the total margin required to execute the specified order in units of the account currency including fees
/// </summary>
/// <param name="parameters">An object containing the portfolio, the security and the order</param>
/// <returns>The total margin in terms of the currency quoted in the order</returns>
public override InitialMargin GetInitialMarginRequiredForOrder(
PositionGroupInitialMarginForOrderParameters parameters
)
{
var initialMarginRequirement = 0m;
foreach (var position in parameters.PositionGroup)
{
// TODO : Support combo order by pull symbol-specific order
var security = parameters.Portfolio.Securities[position.Symbol];
initialMarginRequirement += security.BuyingPowerModel.GetInitialMarginRequiredForOrder(
new InitialMarginRequiredForOrderParameters(parameters.Portfolio.CashBook, security, parameters.Order)
);
}
return(initialMarginRequirement);
}
/// <summary> /// Gets the total margin required to execute the specified order in units of the account currency including fees /// </summary> /// <param name="parameters">An object containing the portfolio, the security and the order</param> /// <returns>The total margin in terms of the currency quoted in the order</returns> public abstract InitialMargin GetInitialMarginRequiredForOrder(PositionGroupInitialMarginForOrderParameters parameters);