EmulatedPortfolio

StockSharp.MatchingEngine

Emulated portfolio implementation that tracks positions and money in-memory.

Constructors

public EmulatedPortfolio(string name)

emulatedPortfolio = EmulatedPortfolio(name)

Initializes a new instance.

name: Portfolio name.

Properties

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).

Methods

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.

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)

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

Process a trade execution.

securityId: Security ID.
side: Trade side.
price: Trade price.
volume: Trade volume.
commission: Commission amount.

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.