Class WeightedPortfolio

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Portfolios basket based on the weights Weights.

public class WeightedPortfolio : BasketPortfolio, INotifyPropertyChangedEx, INotifyPropertyChanged, INotifyPropertyChanging, ILocalTimeMessage, IServerTimeMessage

Inheritance

object

NotifiableObject

Position

Portfolio

BasketPortfolio

WeightedPortfolio

Implements

INotifyPropertyChangedEx

INotifyPropertyChanged

INotifyPropertyChanging

ILocalTimeMessage

IServerTimeMessage

Inherited Members

Portfolio.CreateSimulator()

Portfolio.CopyTo(Portfolio)

Portfolio.ToString()

Portfolio.Clone()

Portfolio.PortfolioName

Portfolio.Name

Portfolio.Board

Portfolio.State

Portfolio.StrategyId

Portfolio.Side

Portfolio.AnonymousPortfolio

Position.CopyTo(Position)

Position.BeginValue

Position.CurrentValue

Position.BlockedValue

Position.CurrentPrice

Position.AveragePrice

Position.UnrealizedPnL

Position.RealizedPnL

Position.VariationMargin

Position.Commission

Position.SettlementPrice

Position.LastChangeTime

Position.LocalTime

Position.Description

Position.Currency

Position.ExpirationDate

Position.ClientCode

Position.Portfolio

Position.Security

Position.DepoName

Position.LimitType

Position.Leverage

Position.CommissionTaker

Position.CommissionMaker

Position.BuyOrdersCount

Position.SellOrdersCount

Position.BuyOrdersMargin

Position.SellOrdersMargin

Position.OrdersMargin

Position.OrdersCount

Position.TradesCount

Position.LiquidationPrice

NotifiableObject.NotifyPropertyChanged(string)

NotifiableObject.NotifyChanged(string)

NotifiableObject.NotifyChanging(string)

NotifiableObject.PropertyChanged

NotifiableObject.PropertyChanging

object.GetType()

object.MemberwiseClone()

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)

MarketRuleHelper.WhenChanged(Portfolio, IPortfolioProvider)

MarketRuleHelper.WhenMoneyLess(Portfolio, IPortfolioProvider, Unit)

MarketRuleHelper.WhenMoneyMore(Portfolio, IPortfolioProvider, Unit)

TraderHelper.GetPnL(Portfolio)

MarketRuleHelper.Changed(Position, IPositionProvider)

MarketRuleHelper.WhenLess(Position, IPositionProvider, Unit)

MarketRuleHelper.WhenMore(Position, IPositionProvider, Unit)

TraderHelper.GetDirection(Position)

TraderHelper.ToPositionManager(Position)

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

WeightedPortfolio(IConnector)

Initializes a new instance of the WeightedPortfolio.

public WeightedPortfolio(IConnector connector)

Parameters

connector IConnector

The connection of interaction with trade systems.

Properties

InnerPortfolios

Portfolios from which this basket is created.

public override IEnumerable<Portfolio> InnerPortfolios { get; }

Property Value

IEnumerable<Portfolio>

InnerPositions

Positions from which this basket is created.

public override IEnumerable<BasketPosition> InnerPositions { get; }

Property Value

IEnumerable<BasketPosition>

Weights

Instruments and their weighting coefficients in the basket.

public SynchronizedDictionary<Portfolio, decimal> Weights { get; }

Property Value

SynchronizedDictionary<Portfolio, decimal>