QuantConnect / QuantConnect/Lean
REFACTOR: Move BuyingPowerModel.RequiredFreeBuyingPowerPercent to SecurityPortfolioManager
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- Dominant language
- C#
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Description
The BuyingPowerModel.RequiredFreeBuyingPowerPrecent is really a portfolio scoped setting and not a security scoped setting, and as such, should live at the algorithm level, such as on the portfolio object. Individual models would then all be in agreement about how big this buffer size is. If two models have different values and we call SetHoldings against those two securities, strange behavior will inevitably follow.
This should be a straightforward mechanical refactoring as this value is always referenced within methods that have access to the portfolio object.
Checklist
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- [ ] I have completely filled out this template
- [ ] I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Locate BuyingPowerModel.RequiredFreeBuyingPowerPercent and its references, then inspect the methods that already have access to the portfolio object and SecurityPortfolioManager. Move the portfolio-scoped setting there and update its callers so SetHoldings uses one consistent buffer value across models.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Refactor
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100