Class PortfolioPnLManager

Namespace

StockSharp.Algo.PnL

Assembly

StockSharp.Algo.dll

The profit-loss manager, related for specified PortfolioName.

public class PortfolioPnLManager : IPnLManager, IPersistable

Inheritance

object

PortfolioPnLManager

Implements

IPnLManager

IPersistable

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Remarks

Initializes a new instance of the PortfolioPnLManager.

Constructors

PortfolioPnLManager(string, Func<SecurityId, Level1ChangeMessage>)

The profit-loss manager, related for specified PortfolioName.

public PortfolioPnLManager(string portfolioName, Func<SecurityId, Level1ChangeMessage> getSecDefinition)

Parameters

portfolioName string

Portfolio name.

getSecDefinition Func<SecurityId, Level1ChangeMessage>

Get security definition function.

Remarks

Initializes a new instance of the PortfolioPnLManager.

Properties

PnL

Total profit-loss.

public decimal PnL { get; }

Property Value

decimal

PortfolioName

Portfolio name.

public string PortfolioName { get; }

Property Value

string

RealizedPnL

The value of realized profit-loss.

public decimal RealizedPnL { get; }

Property Value

decimal

UnrealizedPnL

The value of unrealized profit-loss.

public decimal UnrealizedPnL { get; }

Property Value

decimal

Methods

ProcessMessage(Message)

To process the message, containing market data.

public bool ProcessMessage(Message message)

Parameters

message Message

The message, containing market data.

Returns

bool

PnL was changed.

ProcessMyTrade(ExecutionMessage, out PnLInfo)

To calculate trade profitability. If the trade was already processed earlier, previous information returns.

public bool ProcessMyTrade(ExecutionMessage trade, out PnLInfo info)

Parameters

trade ExecutionMessage

Trade.

info PnLInfo

Information on new trade.

Returns

bool

true, if new trade received, otherwise, false.

Reset()

To zero PnL.

public void Reset()

UpdateSecurity(Level1ChangeMessage)

Update the security information.

public void UpdateSecurity(Level1ChangeMessage l1Msg)

Parameters

l1Msg Level1ChangeMessage

Level1ChangeMessage