/// <summary>
/// Gets the margin currently allocated to the specified holding
/// </summary>
/// <param name="parameters">An object containing the security</param>
/// <returns>The maintenance margin required for the </returns>
public override MaintenanceMargin GetMaintenanceMargin(PositionGroupMaintenanceMarginParameters parameters)
{
// SecurityPositionGroupBuyingPowerModel models buying power the same as non-grouped, so we can simply sum up
// the reserved buying power via the security's model. We should really only ever get a single position here,
// but it's not incorrect to ask the model for what the reserved buying power would be using default modeling
var buyingPower = 0m;
foreach (var position in parameters.PositionGroup)
{
var security = parameters.Portfolio.Securities[position.Symbol];
var result = security.BuyingPowerModel.GetMaintenanceMargin(
MaintenanceMarginParameters.ForQuantityAtCurrentPrice(security, position.Quantity)
);
buyingPower += result;
}
return(buyingPower);
}
/// <summary> /// Gets the margin currently allocated to the specified holding /// </summary> /// <param name="parameters">An object containing the security</param> /// <returns>The maintenance margin required for the </returns> public abstract MaintenanceMargin GetMaintenanceMargin(PositionGroupMaintenanceMarginParameters parameters);
