Class PnLQueue

Namespace

StockSharp.Algo.PnL

Assembly

StockSharp.Algo.dll

The queue of profit calculation by messages stream.

public class PnLQueue

Inheritance

object

PnLQueue

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

PnLQueue(SecurityId)

Initializes a new instance of the PnLQueue.

public PnLQueue(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Properties

Leverage

Leverage.

public decimal Leverage { get; set; }

Property Value

decimal

LotMultiplier

Lot multiplier.

public decimal LotMultiplier { get; set; }

Property Value

decimal

PriceStep

Price step.

public decimal PriceStep { get; }

Property Value

decimal

RealizedPnL

Realized profit.

public decimal RealizedPnL { get; }

Property Value

decimal

SecurityId

Security ID.

public SecurityId SecurityId { get; }

Property Value

SecurityId

StepPrice

Step price.

public decimal? StepPrice { get; }

Property Value

decimal?

UnrealizedPnL

Unrealized profit.

public decimal UnrealizedPnL { get; }

Property Value

decimal

Methods

Process(ExecutionMessage)

To calculate trade profitability. If the trade was already processed earlier, previous information returns.

public PnLInfo Process(ExecutionMessage trade)

Parameters

trade ExecutionMessage

Trade.

Returns

PnLInfo

Information on new trade.

ProcessCandle(CandleMessage)

To process CandleMessage message.

public void ProcessCandle(CandleMessage candleMsg)

Parameters

candleMsg CandleMessage

CandleMessage.

ProcessExecution(ExecutionMessage)

To process the message, containing information on tick trade.

public void ProcessExecution(ExecutionMessage execMsg)

Parameters

execMsg ExecutionMessage

The message, containing information on tick trade.

ProcessLevel1(Level1ChangeMessage)

To process the message, containing market data.

public void ProcessLevel1(Level1ChangeMessage levelMsg)

Parameters

levelMsg Level1ChangeMessage

The message, containing market data.

ProcessQuotes(QuoteChangeMessage)

To process the message, containing data on order book.

public void ProcessQuotes(QuoteChangeMessage quoteMsg)

Parameters

quoteMsg QuoteChangeMessage

The message, containing data on order book.

UpdateSecurity(Level1ChangeMessage)

To update the information on the instrument.

public void UpdateSecurity(Level1ChangeMessage levelMsg)

Parameters

levelMsg Level1ChangeMessage

Level1ChangeMessage