/// <summary>
/// Helper method to determine if the requested quantity is above the algorithm minimum order margin portfolio percentage
/// </summary>
/// <param name="model">The buying power model</param>
/// <param name="security">The security</param>
/// <param name="quantity">The quantity of shares</param>
/// <param name="portfolioManager">The algorithm's portfolio</param>
/// <param name="minimumOrderMarginPortfolioPercentage">Minimum order margin portfolio percentage to ignore bad orders, orders with unrealistic small sizes</param>
/// <remarks>If we are trading with negative margin remaining this method will return true always</remarks>
/// <returns>True if this order quantity is above the minimum requested</returns>
public static bool AboveMinimumOrderMarginPortfolioPercentage(this IBuyingPowerModel model, Security security,
decimal quantity, SecurityPortfolioManager portfolioManager, decimal minimumOrderMarginPortfolioPercentage)
{
if (minimumOrderMarginPortfolioPercentage == 0)
{
return(true);
}
var absFinalOrderMargin = Math.Abs(model.GetInitialMarginRequirement(new InitialMarginParameters(
security, quantity)).Value);
return(AboveMinimumOrderMarginPortfolioPercentage(portfolioManager, minimumOrderMarginPortfolioPercentage, absFinalOrderMargin));
}
/// <summary>
/// Gets the margin currently allocated to the specified holding
/// </summary>
/// <param name="model">The buying power model</param>
/// <param name="security">The security</param>
/// <param name="quantity">The quantity of shares</param>
/// <returns>The initial margin required for the provided security and quantity</returns>
public static decimal GetInitialMarginRequirement(this IBuyingPowerModel model, Security security, decimal quantity)
{
return(model.GetInitialMarginRequirement(new InitialMarginParameters(security, quantity)));
}
