TradePipeline

StockSharp.Algo.Strategies.Decomposed

贸易加工 处理分解,PnL计算,佣金/剪接积累.

构造函数

TradePipeline
public TradePipeline(IPnLManager pnlManager, IStatisticManager stats)
tradePipeline = TradePipeline(pnlManager, stats)

贸易加工 处理分解,PnL计算,佣金/剪接积累.

pnlManager
PnL manager.
stats
统计经理.

属性

Commission
public decimal? Commission { get; private set; }
value = tradePipeline.Commission
tradePipeline.Commission = value

累计佣金总额。

MyTrades
public IEnumerable<MyTrade> MyTrades { get; }
value = tradePipeline.MyTrades

追踪到所有交易

Slippage
public decimal? Slippage { get; private set; }
value = tradePipeline.Slippage
tradePipeline.Slippage = value

累计漏出总数。

方法

Contains
public bool Contains(MyTrade trade)
result = tradePipeline.Contains(trade)

检查交易是否已经追踪到

Reset
public void Reset()
tradePipeline.Reset()

清除所有数据 。

TryAdd
public bool TryAdd(MyTrade trade)
result = tradePipeline.TryAdd(trade)

尝试添加交易。 如果重复返回则返回虚假。 处理 PnL, 委托, 拖放 。

事件

CommissionChanged
public event Action CommissionChanged
tradePipeline.CommissionChanged += handler

佣金改变时开火。

PnLChanged
public event Action<DateTime> PnLChanged
tradePipeline.PnLChanged += handler

Fires when PnL changes due to a trade.

SlippageChanged
public event Action SlippageChanged
tradePipeline.SlippageChanged += handler

滑行变化时起火.

TradeAdded
public event Action<MyTrade> TradeAdded
tradePipeline.TradeAdded += handler

成功添加新交易时起火.