Class PortfolioPnLManager

The profit-loss manager, related for specified PortfolioName.

Inheritance
Object
PortfolioPnLManager
Implements
Ecng.Serialization.IPersistable
Namespace: StockSharp.Algo.PnL
Assembly: StockSharp.Algo.dll
Syntax
public class PortfolioPnLManager : Object, IPnLManager, IPersistable

Constructors

PortfolioPnLManager(String)

Initializes a new instance of the PortfolioPnLManager.

Declaration
public PortfolioPnLManager(string portfolioName)
Parameters
Type Name Description
String portfolioName

Portfolio name.

Properties

PnL

Total profit-loss.

Declaration
public Decimal PnL { get; }
Property Value
Type Description
Decimal

PortfolioName

Portfolio name.

Declaration
public string PortfolioName { get; }
Property Value
Type Description
String

RealizedPnL

The value of realized profit-loss.

Declaration
public virtual Decimal RealizedPnL { get; }
Property Value
Type Description
Decimal

UnrealizedPnL

The value of unrealized profit-loss.

Declaration
public Nullable<Decimal> UnrealizedPnL { get; }
Property Value
Type Description
Nullable<Decimal>

Methods

ProcessMessage(Message)

To process the message, containing market data.

Declaration
public bool ProcessMessage(Message message)
Parameters
Type Name Description
Message message

The message, containing market data.
Returns
Type Description
Boolean

PnL was changed.

ProcessMyTrade(ExecutionMessage, out PnLInfo)

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

Declaration
public bool ProcessMyTrade(ExecutionMessage trade, out PnLInfo info)
Parameters
Type Name Description
ExecutionMessage trade

Trade.
PnLInfo info

Information on new trade.
Returns
Type Description
Boolean

true, if new trade received, otherwise, false.

Reset()

To zero PnL.

Declaration
public void Reset()

Explicit Interface Implementations

IPnLManager.ProcessMessage(Message, ICollection<PortfolioPnLManager>)

Declaration
PnLInfo IPnLManager.ProcessMessage(Message message, ICollection<PortfolioPnLManager> changedPortfolios)
Parameters
Type Name Description
Message message
ICollection<PortfolioPnLManager> changedPortfolios
Returns
Type Description
PnLInfo

Implements

Ecng.Serialization.IPersistable

Extension Methods