IPortfolio

StockSharp.MatchingEngine

Interface for managing a single portfolio's state.

Propiedades

AvailableMoney : decimal

Available money (current - blocked).

BeginMoney : decimal

Initial money amount.

BlockedMoney : decimal

Blocked money for pending orders.

Commission : decimal

Total commission paid.

CurrentMoney : decimal

Current money (begin + PnL).

EnableStopOut : bool

Enable automatic position liquidation on stop-out.

MarginCallLevel : decimal

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

Name : string

Portfolio name.

RealizedPnL : decimal

Total realized PnL.

StopOutLevel : decimal

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

TotalPnL : decimal

Total PnL (realized - commission).

Métodos

CalculateUnrealizedPnL(Func<SecurityId, decimal?>) : decimal

Calculate unrealized PnL across all positions.

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

Devuelve: Total unrealized PnL.

GetAllPositions() : IEnumerable<PositionInfo>

Get all position info objects.

GetPosition(SecurityId) : PositionInfo

Get position for security.

securityId: Security ID.

Devuelve: Position info or null.

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

Get all positions.

Devuelve: Enumeration of positions.

ProcessOrderCancellation(SecurityId, Sides, decimal, decimal)

Process order cancellation (unblock funds).

securityId: Security ID.
side: Order side.
volume: Cancelled volume.
price: Price used for margin calculation.

ProcessOrderRegistration(SecurityId, Sides, decimal, decimal)

Process order registration (block funds).

securityId: Security ID.
side: Order side.
volume: Order volume.
price: Order price for margin calculation.

ProcessTrade(SecurityId, Sides, decimal, decimal, decimal?) : TradeProcessingResult

Process a trade execution.

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

Devuelve: Trade processing result.

SetMoney(decimal)

Set initial money.

money: Money amount.

SetPosition(SecurityId, decimal, decimal)

Set initial position.

securityId: Security ID.
volume: Position volume.
avgPrice: Average entry price.