EmulatedPortfolio

EmulatedPortfolio

public EmulatedPortfolio(string name, IMarkPrices markPrices)

emulatedPortfolio = EmulatedPortfolio(name, markPrices)

Initializes a new instance.

name

Portfolio name.

markPrices

Where the prices to revalue open positions come from.

AvailableMoney

public decimal AvailableMoney { get; }

value = emulatedPortfolio.AvailableMoney

可用资金(现款-被冻结).

BeginMoney

public decimal BeginMoney { get; }

value = emulatedPortfolio.BeginMoney

初出钱数.

BlockedMoney

public decimal BlockedMoney { get; }

value = emulatedPortfolio.BlockedMoney

封存了待决命令的钱

Commission

public decimal Commission { get; }

value = emulatedPortfolio.Commission

佣金总额

CurrentMoney

public decimal CurrentMoney { get; }

value = emulatedPortfolio.CurrentMoney

现用货币(开始+PnL).

EnableStopOut

public bool EnableStopOut { get; set; }

value = emulatedPortfolio.EnableStopOut
emulatedPortfolio.EnableStopOut = value

停止时启用自动位置清算 。

MarginCallLevel

public decimal MarginCallLevel { get; set; }

value = emulatedPortfolio.MarginCallLevel
emulatedPortfolio.MarginCallLevel = value

边际呼叫级别阈值。 当边际级别降入此值时, 将触发警告 。

Name

public string Name { get; }

value = emulatedPortfolio.Name

名曰为相.

RealizedPnL

public decimal RealizedPnL { get; }

value = emulatedPortfolio.RealizedPnL

已实现的利润-损失的价值。

StopOutLevel

public decimal StopOutLevel { get; set; }

value = emulatedPortfolio.StopOutLevel
emulatedPortfolio.StopOutLevel = value

停止关闭的临界值。当差值降至这一值时,将清理职位。

TotalPnL

public decimal TotalPnL { get; }

value = emulatedPortfolio.TotalPnL

PnL共计(已实现 -- -- 佣金)。

UnrealizedPnL

public decimal UnrealizedPnL { get; }

value = emulatedPortfolio.UnrealizedPnL

What the open positions have gained or lost since they were taken, at the prices they could be closed at now. A position the market has not priced counts for nothing.

Version

public long Version { get; private set; }

value = emulatedPortfolio.Version
emulatedPortfolio.Version = value

Changes whenever an order, a fill or the opening state changes the account, so a report on it can be told from a newer one.

CalculateUnrealizedPnL

public decimal CalculateUnrealizedPnL(Func<SecurityId, decimal?> getCurrentPrice)

result = emulatedPortfolio.CalculateUnrealizedPnL(getCurrentPrice)

计算所有职位未实现的PnL。

getCurrentPrice

获取金融工具当前市场价格的功能。 如果价格无法使用, 则返回无效 。

返回值: Total unrealized PnL.

Clear

internal void Clear()

emulatedPortfolio.Clear()

清除所有状态( 被重置 ) 。

GetAllPositions

public IEnumerable<PositionInfo> GetAllPositions()

result = emulatedPortfolio.GetAllPositions()

获取所有位置信息对象 。

GetPosition

public PositionInfo GetPosition(SecurityId securityId)

result = emulatedPortfolio.GetPosition(securityId)

获得金融工具的地位。

securityId

金融工具标识。

返回值: 位置信息或无效 。

GetPositions

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

result = emulatedPortfolio.GetPositions()

都给我准备好

返回值: 数取所位.

GetUnrealizedPnL

public decimal? GetUnrealizedPnL(PositionInfo position)

result = emulatedPortfolio.GetUnrealizedPnL(position)

What one position has gained or lost since it was taken, at the price it could be closed at now.

position

A position of this portfolio.

返回值: The floating profit, zero for a flat position, or when the market has not priced an open one.

GetUnrealizedPnL

public decimal? GetUnrealizedPnL(SecurityId securityId)

result = emulatedPortfolio.GetUnrealizedPnL(securityId)

What one position has gained or lost since it was taken, at the price it could be closed at now.

securityId

Security ID.

返回值: The floating profit, zero for a flat position, or when the market has not priced an open one.

ProcessOrderCancellation

public void ProcessOrderCancellation(SecurityId securityId, Sides side, decimal volume, decimal price)

emulatedPortfolio.ProcessOrderCancellation(securityId, side, volume, price)

流程订单取消(解冻资金).

securityId

金融工具标识。

side

秩序一边.

volume

已取消的音量 。

price

用于比值计算的价格。

ProcessOrderRegistration

public void ProcessOrderRegistration(SecurityId securityId, Sides side, decimal volume, decimal price)

emulatedPortfolio.ProcessOrderRegistration(securityId, side, volume, price)

流程订单登记(区块基金)。

securityId

金融工具标识。

side

秩序一边.

volume

序卷出. 师曰.

price

差值计算定出价.

ProcessTrade

public TradeProcessingResult ProcessTrade(SecurityId securityId, Sides side, decimal price, decimal volume, decimal? commission, decimal? marginPrice)

result = emulatedPortfolio.ProcessTrade(securityId, side, price, volume, commission, marginPrice)

Process a trade execution.

securityId

Security ID.

side

Trade side.

price

Trade price.

volume

Trade volume.

commission

Commission amount.

marginPrice

Price at which the filled order reserved funds.

返回值: Trade processing result.

SetMoney

public void SetMoney(decimal money)

emulatedPortfolio.SetMoney(money)

设起先出钱.

money

钱数.

SetPosition

public void SetPosition(SecurityId securityId, decimal volume, decimal avgPrice)

emulatedPortfolio.SetPosition(securityId, volume, avgPrice)

设起起起入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入..

securityId

金融工具标识。

volume

位置音量.

avgPrice

入场价格平均.