Portfolio

To get the investment status of your strategy, access the Investedinvested property of a Portfolioportfolio object.

// Get the investment status and return True if the portfolio is invested.
var invested = Portfolio.Invested;

# Get the investment status and return True if the portfolio is invested.
invested = self.portfolio.invested

You can identify a position as long- or short-biased based on the sign of the holding quantity. Long positions have a positive quantity and short positions have a negative quantity. The SecurityHolding object has the following properties to describe the holding status.

var holdings = Portfolio[_symbol];
var quantity = holdings.Quantity;
var invested = holdings.Invested;
var isLong = holdings.IsLong;
var isShort = holdings.IsShort;

# Create a SecurityHolding object.
holdings = self.portfolio[self._symbol]
# Check the holding quantity of the security.
quantity = holdings.quantity
# Check the investing status of the security.
invested = holdings.invested
# Check if the strategy is long or short the security.
is_long = holdings.is_long
is_short = holdings.is_short

The quantity can be lower than the minimum order size. If the quantity is less than the lot size of the asset, the Investedinvested property is falseFalse.

To get the maximum buying power in your account currency you can use for a given Symbol and order direction, call the GetBuyingPowerget_buying_power method.

// Check the total amount of buying power available. Margin available varies by order direction and current holdings.
var availableBuyingPower = Portfolio.GetBuyingPower(_symbol, OrderDirection.Buy);

# Check the total amount of buying power available. Margin available varies by order direction and current holdings.
available_buying_power = self.portfolio.get_buying_power(self._symbol, OrderDirection.BUY)

For more information about buying power, see Buying Power.

LEAN uses the cost averaging accounting method, which determines the cost of your holdings by taking a weighted average of all your purchase prices. For example, say you place the following buy orders:

1. Buy 10 ABC @ $10
2. Buy 5 ABC @ $11
3. Buy 20 ABC @ $14
4. Buy 3 ABC @ $9

In the preceding example, the average cost of your ABC position is (10*10 + 5*11 + 20*14 + 3*9) / (10 + 5 + 20 + 3) = 12.1579/share. In contrast, if you use the first-in, first-out (FIFO) accounting method, the cost of the first 10 shares is 10/share, not 12.1579/share.

To get the cost of your security holdings, use the HoldingsCostholdings_cost property of the SecurityHolding object. If you fill buy and sell orders, the holdings cost is the product of the holding quantity and the average price. For example, the following table shows how the average price and holdings cost changes with each buy and sell order order in a long position:

The following table shows how the average price and holdings cost changes with each buy and sell order order in a short position:

Note that when you decrease the position size without closing the trade, the average price doesn't change because the denominator and the coefficients in the numerator of its formula are scaled by the quotient of the current holding quantity and the previous holding quantity. For instance, if the last row in the preceding table had an order quantity 1, the holding quantity would be -1 and the average price would be

The Portfolioportfolio object has a collection of properties that provide the combined state of holdings and the cashbook.

// Access key statistics of the portfolio using the properties of the portfolio object.
var value = Portfolio.TotalPortfolioValue;
var totalMarginUsed = Portfolio.TotalMarginUsed;
var marginRemaining = Portfolio.MarginRemaining;
var totalNetProfit = Portfolio.TotalNetProfit;
var totalUnrealisedProfit = Portfolio.TotalUnrealisedProfit;
var totalFees = Portfolio.TotalFees;
var cash = Portfolio.Cash;

# Access key statistics of the portfolio using the properties of the portfolio object.
value = self.portfolio.total_portfolio_value
total_margin_used = self.portfolio.total_margin_used
margin_remaining = self.portfolio.margin_remaining
total_net_profit = self.portfolio.total_net_profit
total_unrealised_profit = self.portfolio.total_unrealised_profit
total_fees = self.portfolio.total_fees
cash = self.portfolio.cash

The Portfolioportfolio object has the following properties: