PortfolioPnLManager

StockSharp.Algo.PnL

The profit-loss manager, related for specified PortfolioName.

Implements: IPnLManager, IPersistable, ICloneable<IPnLManager>, ICloneable

Constructors

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

portfolioPnLManager = PortfolioPnLManager(portfolioName, getSecDefinition)

The profit-loss manager, related for specified PortfolioName.

PortfolioName

public string PortfolioName { get; }

value = portfolioPnLManager.PortfolioName

Portfolio name.

RealizedPnL

public decimal RealizedPnL { get; private set; }

value = portfolioPnLManager.RealizedPnL
portfolioPnLManager.RealizedPnL = value

The value of realized profit-loss.

UnrealizedPnL

public decimal UnrealizedPnL { get; }

value = portfolioPnLManager.UnrealizedPnL

The value of unrealized profit-loss.

Clone

public IPnLManager Clone()

result = portfolioPnLManager.Clone()

Creates a deep copy of a DataSeries

public bool ProcessMessage(Message message)

result = portfolioPnLManager.ProcessMessage(message)

To process the message, containing market data.

Returns: PnL was changed.

public bool ProcessMyTrade(ExecutionMessage trade, PnLInfo info)

result = portfolioPnLManager.ProcessMyTrade(trade, info)

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

Returns: , if new trade received, otherwise, .

Reset

public void Reset()

portfolioPnLManager.Reset()

To zero PnL.

public void UpdateSecurity(Level1ChangeMessage l1Msg)

portfolioPnLManager.UpdateSecurity(l1Msg)

Update the security information.