ReportSource

ReportSource

public ReportSource()

reportSource = ReportSource()

Initializes a new instance of the ReportSource.

AggregationInterval

public TimeSpan AggregationInterval { get; set; }

value = reportSource.AggregationInterval
reportSource.AggregationInterval = value

Time interval for aggregation. Orders/trades within the same interval are grouped together. Default is 1 hour. Set to Zero to disable time-based grouping (items will be aggregated by count only when threshold is exceeded).

Commission

public decimal? Commission { get; set; }

value = reportSource.Commission
reportSource.Commission = value

Total commission.

Latency

public TimeSpan? Latency { get; set; }

value = reportSource.Latency
reportSource.Latency = value

Total latency.

MaxOrdersBeforeAggregation

public int MaxOrdersBeforeAggregation { get; set; }

value = reportSource.MaxOrdersBeforeAggregation
reportSource.MaxOrdersBeforeAggregation = value

Maximum number of orders before automatic aggregation is triggered. Default is 10000. Set to 0 to disable automatic aggregation.

MaxTradesBeforeAggregation

public int MaxTradesBeforeAggregation { get; set; }

value = reportSource.MaxTradesBeforeAggregation
reportSource.MaxTradesBeforeAggregation = value

Maximum number of trades before automatic aggregation is triggered. Default is 10000. Set to 0 to disable automatic aggregation.

Name

public string Name { get; set; }

value = reportSource.Name
reportSource.Name = value

Strategy name.

Orders

public IEnumerable<ReportOrder> Orders { get; }

value = reportSource.Orders

Orders collection.

OrdersCount

public int OrdersCount { get; }

value = reportSource.OrdersCount

Current orders count.

OwnTrades

public IEnumerable<ReportTrade> OwnTrades { get; }

value = reportSource.OwnTrades

Own trades collection.

Parameters

public IEnumerable<ValueTuple<string, object>> Parameters { get; }

value = reportSource.Parameters

Get strategy parameters as name-value pairs.

PnL

public decimal PnL { get; set; }

value = reportSource.PnL
reportSource.PnL = value

Total profit-loss.

Position

public decimal Position { get; set; }

value = reportSource.Position
reportSource.Position = value

Current position.

Positions

public IEnumerable<ReportPosition> Positions { get; }

value = reportSource.Positions

Position round-trips collection.

Slippage

public decimal? Slippage { get; set; }

value = reportSource.Slippage
reportSource.Slippage = value

Total slippage.

StatisticParameters

public IEnumerable<ValueTuple<string, object>> StatisticParameters { get; }

value = reportSource.StatisticParameters

Statistic parameters as name-value pairs.

TotalWorkingTime

public TimeSpan TotalWorkingTime { get; set; }

value = reportSource.TotalWorkingTime
reportSource.TotalWorkingTime = value

The total time of strategy operation.

TradesCount

public int TradesCount { get; }

value = reportSource.TradesCount

Current trades count.

AddOrder

public ReportSource AddOrder(long? id, long transactionId, SecurityId securityId, Sides side, DateTime time, decimal price, OrderStates? state, decimal? balance, decimal? volume, OrderTypes? type)

result = reportSource.AddOrder(id, transactionId, securityId, side, time, price, state, balance, volume, type)

Add an order with individual parameters.

AddOrder

public ReportSource AddOrder(ReportOrder order)

result = reportSource.AddOrder(order)

Add an order.

order

Order to add.

Returns: This instance for chaining.

AddOrders

public ReportSource AddOrders(IEnumerable<ReportOrder> orders)

result = reportSource.AddOrders(orders)

Add multiple orders.

orders

Orders to add.

Returns: This instance for chaining.

AddParameter

public ReportSource AddParameter(string name, object value)

result = reportSource.AddParameter(name, value)

Add a parameter.

name

Parameter name.

value

Parameter value.

Returns: This instance for chaining.

AddParameters

public ReportSource AddParameters(IEnumerable<ValueTuple<string, object>> parameters)

result = reportSource.AddParameters(parameters)

Add multiple parameters.

parameters

Parameters to add.

Returns: This instance for chaining.

AddPosition

public ReportSource AddPosition(ReportPosition position)

result = reportSource.AddPosition(position)

Add a position round-trip.

position

Position round-trip to add.

Returns: This instance for chaining.

AddPositions

public ReportSource AddPositions(IEnumerable<ReportPosition> positions)

result = reportSource.AddPositions(positions)

Add multiple position round-trips.

positions

Positions to add.

Returns: This instance for chaining.

AddStatisticParameter

public ReportSource AddStatisticParameter(string name, object value)

result = reportSource.AddStatisticParameter(name, value)

Add a statistic parameter.

name

Parameter name.

value

Parameter value.

Returns: This instance for chaining.

AddStatisticParameters

public ReportSource AddStatisticParameters(IEnumerable<ValueTuple<string, object>> parameters)

result = reportSource.AddStatisticParameters(parameters)

Add multiple statistic parameters.

parameters

Parameters to add.

Returns: This instance for chaining.

AddTrade

public ReportSource AddTrade(long? tradeId, long orderTransactionId, SecurityId securityId, DateTime time, decimal tradePrice, decimal orderPrice, decimal volume, Sides side, long? orderId, decimal? slippage, decimal? pnl, decimal? position)

result = reportSource.AddTrade(tradeId, orderTransactionId, securityId, time, tradePrice, orderPrice, volume, side, orderId, slippage, pnl, position)

Add a trade with individual parameters.

AddTrade

public ReportSource AddTrade(ReportTrade trade)

result = reportSource.AddTrade(trade)

Add a trade.

trade

Trade to add.

Returns: This instance for chaining.

AddTrades

public ReportSource AddTrades(IEnumerable<ReportTrade> trades)

result = reportSource.AddTrades(trades)

Add multiple trades.

trades

Trades to add.

Returns: This instance for chaining.

AggregateOrders

public ReportSource AggregateOrders(TimeSpan interval)

result = reportSource.AggregateOrders(interval)

Manually trigger orders aggregation.

interval

Time interval for grouping. Use Zero for no time grouping.

Returns: This instance for chaining.

AggregateTrades

public ReportSource AggregateTrades(TimeSpan interval)

result = reportSource.AggregateTrades(interval)

Manually trigger trades aggregation.

interval

Time interval for grouping. Use Zero for no time grouping.

Returns: This instance for chaining.

Clear

public ReportSource Clear()

result = reportSource.Clear()

Clear all data.

Returns: This instance for chaining.

ClearOrders

public ReportSource ClearOrders()

result = reportSource.ClearOrders()

Clear all orders.

Returns: This instance for chaining.

ClearParameters

public ReportSource ClearParameters()

result = reportSource.ClearParameters()

Clear all parameters.

Returns: This instance for chaining.

ClearPositions

public ReportSource ClearPositions()

result = reportSource.ClearPositions()

Clear all positions.

Returns: This instance for chaining.

ClearStatisticParameters

public ReportSource ClearStatisticParameters()

result = reportSource.ClearStatisticParameters()

Clear all statistic parameters.

Returns: This instance for chaining.

ClearTrades

public ReportSource ClearTrades()

result = reportSource.ClearTrades()

Clear all trades.

Returns: This instance for chaining.