EmulatedPortfolio

EmulatedPortfolio

public EmulatedPortfolio(string name, IMarkPrices markPrices)

emulatedPortfolio = EmulatedPortfolio(name, markPrices)

Initializes a new instance.

name

Portfolio name.

markPrices

Where the prices to revalue open positions come from.

AvailableMoney

public decimal AvailableMoney { get; }

value = emulatedPortfolio.AvailableMoney

Available money (current - blocked).

BeginMoney

public decimal BeginMoney { get; }

value = emulatedPortfolio.BeginMoney

Initial money amount.

BlockedMoney

public decimal BlockedMoney { get; }

value = emulatedPortfolio.BlockedMoney

Blocked money for pending orders.

Commission

public decimal Commission { get; }

value = emulatedPortfolio.Commission

Total commission paid.

CurrentMoney

public decimal CurrentMoney { get; }

value = emulatedPortfolio.CurrentMoney

Current money (begin + PnL).

EnableStopOut

public bool EnableStopOut { get; set; }

value = emulatedPortfolio.EnableStopOut
emulatedPortfolio.EnableStopOut = value

Enable automatic position liquidation on stop-out.

MarginCallLevel

public decimal MarginCallLevel { get; set; }

value = emulatedPortfolio.MarginCallLevel
emulatedPortfolio.MarginCallLevel = value

Margin call level threshold. When margin level falls to this value, a warning is triggered.

Name

public string Name { get; }

value = emulatedPortfolio.Name

Portfolio name.

RealizedPnL

public decimal RealizedPnL { get; }

value = emulatedPortfolio.RealizedPnL

Total realized PnL.

StopOutLevel

public decimal StopOutLevel { get; set; }

value = emulatedPortfolio.StopOutLevel
emulatedPortfolio.StopOutLevel = value

Stop-out level threshold. When margin level falls to this value, positions are liquidated.

TotalPnL

public decimal TotalPnL { get; }

value = emulatedPortfolio.TotalPnL

Total PnL (realized - commission).

UnrealizedPnL

public decimal UnrealizedPnL { get; }

value = emulatedPortfolio.UnrealizedPnL

What the open positions have gained or lost since they were taken, at the prices they could be closed at now. A position the market has not priced counts for nothing.

Version

public long Version { get; private set; }

value = emulatedPortfolio.Version
emulatedPortfolio.Version = value

Changes whenever an order, a fill or the opening state changes the account, so a report on it can be told from a newer one.

CalculateUnrealizedPnL

public decimal CalculateUnrealizedPnL(Func<SecurityId, decimal?> getCurrentPrice)

result = emulatedPortfolio.CalculateUnrealizedPnL(getCurrentPrice)

Calculate unrealized PnL across all positions.

getCurrentPrice

Function to get current market price for a security. Returns null if price unavailable.

Returns: Total unrealized PnL.

Clear

internal void Clear()

emulatedPortfolio.Clear()

Clear all state (used by Reset).

GetAllPositions

public IEnumerable<PositionInfo> GetAllPositions()

result = emulatedPortfolio.GetAllPositions()

Get all position info objects.

GetPosition

public PositionInfo GetPosition(SecurityId securityId)

result = emulatedPortfolio.GetPosition(securityId)

Get position for security.

securityId

Security ID.

Returns: Position info or null.

GetPositions

public IEnumerable<ValueTuple<SecurityId, decimal, decimal>> GetPositions()

result = emulatedPortfolio.GetPositions()

Get all positions.

Returns: Enumeration of positions.

GetUnrealizedPnL

public decimal? GetUnrealizedPnL(PositionInfo position)

result = emulatedPortfolio.GetUnrealizedPnL(position)

What one position has gained or lost since it was taken, at the price it could be closed at now.

position

A position of this portfolio.

Returns: The floating profit, zero for a flat position, or when the market has not priced an open one.

GetUnrealizedPnL

public decimal? GetUnrealizedPnL(SecurityId securityId)

result = emulatedPortfolio.GetUnrealizedPnL(securityId)

What one position has gained or lost since it was taken, at the price it could be closed at now.

securityId

Security ID.

Returns: The floating profit, zero for a flat position, or when the market has not priced an open one.

ProcessOrderCancellation

public void ProcessOrderCancellation(SecurityId securityId, Sides side, decimal volume, decimal price)

emulatedPortfolio.ProcessOrderCancellation(securityId, side, volume, price)

Process order cancellation (unblock funds).

securityId

Security ID.

side

Order side.

volume

Cancelled volume.

price

Price used for margin calculation.

ProcessOrderRegistration

public void ProcessOrderRegistration(SecurityId securityId, Sides side, decimal volume, decimal price)

emulatedPortfolio.ProcessOrderRegistration(securityId, side, volume, price)

Process order registration (block funds).

securityId

Security ID.

side

Order side.

volume

Order volume.

price

Order price for margin calculation.

ProcessTrade

public TradeProcessingResult ProcessTrade(SecurityId securityId, Sides side, decimal price, decimal volume, decimal? commission, decimal? marginPrice)

result = emulatedPortfolio.ProcessTrade(securityId, side, price, volume, commission, marginPrice)

Process a trade execution.

securityId

Security ID.

side

Trade side.

price

Trade price.

volume

Trade volume.

commission

Commission amount.

marginPrice

Price at which the filled order reserved funds.

Returns: Trade processing result.

SetMoney

public void SetMoney(decimal money)

emulatedPortfolio.SetMoney(money)

Set initial money.

money

Money amount.

SetPosition

public void SetPosition(SecurityId securityId, decimal volume, decimal avgPrice)

emulatedPortfolio.SetPosition(securityId, volume, avgPrice)

Set initial position.

securityId

Security ID.

volume

Position volume.

avgPrice

Average entry price.