PortfolioPnLManager
StockSharp.Algo.PnL
The profit-loss manager, related for specified PortfolioName.
Implementiert: IPnLManager, IPersistable, ICloneable<IPnLManager>, ICloneable
Konstruktoren
PortfolioPnLManager(string, Func<SecurityId, Level1ChangeMessage>)
The profit-loss manager, related for specified PortfolioName.
- portfolioName
- Portfolio name.
- getSecDefinition
- Get security definition function.
Eigenschaften
PortfolioName : string
Portfolio name.
RealizedPnL : decimal
The value of realized profit-loss.
UnrealizedPnL : decimal
The value of unrealized profit-loss.
Methoden
Clone() : IPnLManager
Creates a deep copy of a DataSeries
ProcessMessage(Message) : bool
To process the message, containing market data.
- message
- The message, containing market data.
Rückgabe: PnL was changed.
ProcessMyTrade(ExecutionMessage, PnLInfo) : bool
To calculate trade profitability. If the trade was already processed earlier, previous information returns.
- trade
- Trade.
- info
- Information on new trade.
Rückgabe: , if new trade received, otherwise, .
Reset()
Reset state.