ReportSource

ReportSource()

Initializes a new instance of the ReportSource.

AggregationInterval : TimeSpan

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 : decimal?

Total commission.

Latency : TimeSpan?

Total latency.

MaxOrdersBeforeAggregation : int

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

MaxTradesBeforeAggregation : int

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

Name : string

Name.

Orders : IEnumerable<ReportOrder>

Orders collection.

OrdersCount : int

Current orders count.

OwnTrades : IEnumerable<ReportTrade>

Own trades collection.

Parameters : IEnumerable<ValueTuple<string, object>>

Calculated parameters.

PnL : decimal

Total profit-loss.

Position : decimal

Current position value.

Positions : IEnumerable<ReportPosition>

The list of positions.

Slippage : decimal?

Total slippage.

StatisticParameters : IEnumerable<ValueTuple<string, object>>

Statistic parameters as name-value pairs.

TotalWorkingTime : TimeSpan

The total time of strategy operation.

TradesCount : int

Current trades count.

AddOrder(long?, long, SecurityId, Sides, DateTime, decimal, OrderStates?, decimal?, decimal?, OrderTypes?) : ReportSource

Add an order with individual parameters.

AddOrder(ReportOrder) : ReportSource

Add an order.

order

Order to add.

Returns: This instance for chaining.

AddOrders(IEnumerable<ReportOrder>) : ReportSource

Add multiple orders.

orders

Orders to add.

Returns: This instance for chaining.

AddParameter(string, object) : ReportSource

Add a parameter.

name

Parameter name.

value

Parameter value.

Returns: This instance for chaining.

AddParameters(IEnumerable<ValueTuple<string, object>>) : ReportSource

Add multiple parameters.

parameters

Parameters to add.

Returns: This instance for chaining.

AddPosition(ReportPosition) : ReportSource

Add a position round-trip.

position

Position round-trip to add.

Returns: This instance for chaining.

AddPositions(IEnumerable<ReportPosition>) : ReportSource

Add multiple position round-trips.

positions

Positions to add.

Returns: This instance for chaining.

AddStatisticParameter(string, object) : ReportSource

Add a statistic parameter.

name

Parameter name.

value

Parameter value.

Returns: This instance for chaining.

AddStatisticParameters(IEnumerable<ValueTuple<string, object>>) : ReportSource

Add multiple statistic parameters.

parameters

Parameters to add.

Returns: This instance for chaining.

AddTrade(long?, long, SecurityId, DateTime, decimal, decimal, decimal, Sides, long?, decimal?, decimal?, decimal?) : ReportSource

Add a trade with individual parameters.

AddTrade(ReportTrade) : ReportSource

Add a trade.

trade

Trade to add.

Returns: This instance for chaining.

AddTrades(IEnumerable<ReportTrade>) : ReportSource

Add multiple trades.

trades

Trades to add.

Returns: This instance for chaining.

AggregateOrders(TimeSpan) : ReportSource

Manually trigger orders aggregation.

interval

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

Returns: This instance for chaining.

AggregateTrades(TimeSpan) : ReportSource

Manually trigger trades aggregation.

interval

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

Returns: This instance for chaining.

Clear() : ReportSource

Clear all data.

Returns: This instance for chaining.

ClearOrders() : ReportSource

Clear all orders.

Returns: This instance for chaining.

ClearParameters() : ReportSource

Clear all parameters.

Returns: This instance for chaining.

ClearPositions() : ReportSource

Clear all positions.

Returns: This instance for chaining.

ClearStatisticParameters() : ReportSource

Clear all statistic parameters.

Returns: This instance for chaining.

ClearTrades() : ReportSource

Clear all trades.

Returns: This instance for chaining.