/// <summary>
/// Get the maximum market order quantity to obtain a delta in the buying power used by a security.
/// The deltas sign defines the position side to apply it to, positive long, negative short.
/// </summary>
/// <param name="parameters">An object containing the portfolio, the security and the delta buying power</param>
/// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
/// <remarks>Used by the margin call model to reduce the position by a delta percent.</remarks>
public virtual GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPower(
GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)
{
var usedBuyingPower = parameters.Security.BuyingPowerModel.GetReservedBuyingPowerForPosition(
new ReservedBuyingPowerForPositionParameters(parameters.Security)).AbsoluteUsedBuyingPower;
var signedUsedBuyingPower = usedBuyingPower * (parameters.Security.Holdings.IsLong ? 1 : -1);
var targetBuyingPower = signedUsedBuyingPower + parameters.DeltaBuyingPower;
var target = 0m;
if (parameters.Portfolio.TotalPortfolioValue != 0)
{
target = targetBuyingPower / parameters.Portfolio.TotalPortfolioValue;
}
return(GetMaximumOrderQuantityForTargetBuyingPower(
new GetMaximumOrderQuantityForTargetBuyingPowerParameters(parameters.Portfolio,
parameters.Security,
target,
parameters.SilenceNonErrorReasons)));
}
/// <summary>
/// Get the maximum market order quantity to obtain a delta in the buying power used by a security.
/// The deltas sign defines the position side to apply it to, positive long, negative short.
/// </summary>
/// <param name="parameters">An object containing the portfolio, the security and the delta buying power</param>
/// <returns>Returns the maximum allowed market order quantity and if zero, also the reason</returns>
/// <remarks>Used by the margin call model to reduce the position by a delta percent.</remarks>
public override GetMaximumOrderQuantityResult GetMaximumOrderQuantityForDeltaBuyingPower(
GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)
{
throw new NotImplementedException(
$"The {nameof(CashBuyingPowerModel)} does not require '{nameof(GetMaximumOrderQuantityForDeltaBuyingPower)}'.");
}
