TradePipeline

StockSharp.Algo.Strategies.Decomposed

Trade processing. Handles deduplication, PnL calculation, commission/slippage accumulation.

构造函数

TradePipeline(IPnLManager, IStatisticManager)

Trade processing. Handles deduplication, PnL calculation, commission/slippage accumulation.

Commission : decimal?

Total accumulated commission.

MyTrades : IEnumerable<MyTrade>

All tracked trades.

Slippage : decimal?

Total accumulated slippage.

Contains(MyTrade) : bool

Check whether the trade is already tracked.

Reset()

Clear all data.

TryAdd(MyTrade) : bool

Try to add a trade. Returns false if duplicate. Processes PnL, commission, slippage.

CommissionChanged : Action

Fires when commission changes.

PnLChanged : Action<DateTime>

Fires when PnL changes due to a trade.

SlippageChanged : Action

Fires when slippage changes.

TradeAdded : Action<MyTrade>

Fires when a new trade is successfully added.