/// <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>
protected virtual decimal GetInitialMarginRequiredForOrder(
InitialMarginRequiredForOrderParameters parameters)
{
//Get the order value from the non-abstract order classes (MarketOrder, LimitOrder, StopMarketOrder)
//Market order is approximated from the current security price and set in the MarketOrder Method in QCAlgorithm.
var orderFees = parameters.Security.FeeModel.GetOrderFee(
new OrderFeeParameters(parameters.Security,
parameters.Order));
var orderValue = parameters.Order.GetValue(parameters.Security)
* GetInitialMarginRequirement(parameters.Security);
return(orderValue + Math.Sign(orderValue) * orderFees.Value.Amount);
}
/// <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>
protected virtual decimal GetInitialMarginRequiredForOrder(
InitialMarginRequiredForOrderParameters parameters)
{
//Get the order value from the non-abstract order classes (MarketOrder, LimitOrder, StopMarketOrder)
//Market order is approximated from the current security price and set in the MarketOrder Method in QCAlgorithm.
var fees = parameters.Security.FeeModel.GetOrderFee(
new OrderFeeParameters(parameters.Security,
parameters.Order)).Value;
var feesInAccountCurrency = parameters.CurrencyConverter.
ConvertToAccountCurrency(fees).Amount;
var orderMargin = GetInitialMarginRequirement(parameters.Security, parameters.Order.Quantity);
return(orderMargin + Math.Sign(orderMargin) * feesInAccountCurrency);
}
