Provides a means of keeping track of the different cash holdings of an algorithm More...

Inheritance diagram for QuantConnect.Securities.CashBook:

Public Member Functions
	CashBook ()
	Initializes a new instance of the CashBook class. More...

Cash	Add (string symbol, decimal quantity, decimal conversionRate)
	Adds a new cash of the specified symbol and quantity More...

List< SubscriptionDataConfig >	EnsureCurrencyDataFeeds (SecurityManager securities, SubscriptionManager subscriptions, IReadOnlyDictionary< SecurityType, string > marketMap, SecurityChanges changes, ISecurityService securityService, Resolution defaultResolution=Resolution.Minute)
	Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data More...

decimal	Convert (decimal sourceQuantity, string sourceCurrency, string destinationCurrency)
	Converts a quantity of source currency units into the specified destination currency More...

decimal	ConvertToAccountCurrency (decimal sourceQuantity, string sourceCurrency)
	Converts a quantity of source currency units into the account currency More...

override string	ToString ()
	Returns a string that represents the current object. More...

void	Add (KeyValuePair< string, Cash > item)
	Add the specified item to this CashBook. More...

void	Add (string symbol, Cash value)
	Add the specified key and value. More...

void	Clear ()
	Clear this instance of all Cash entries. More...

bool	Remove (string symbol)
	Remove the Cash item corresponding to the specified symbol More...

bool	Remove (KeyValuePair< string, Cash > item)
	Remove the specified item. More...

bool	ContainsKey (string symbol)
	Determines whether the current instance contains an entry with the specified symbol. More...

bool	TryGetValue (string symbol, out Cash value)
	Try to get the value. More...

bool	Contains (KeyValuePair< string, Cash > item)
	Determines whether the current collection contains the specified value. More...

void	CopyTo (KeyValuePair< string, Cash >[] array, int arrayIndex)
	Copies to the specified array. More...

IEnumerator< KeyValuePair< string, Cash > >	GetEnumerator ()
	Gets the enumerator. More...

CashAmount	ConvertToAccountCurrency (CashAmount cashAmount)
	Converts a cash amount to the account currency More...

Public Attributes
ICollection< string >	Keys => _currencies.Keys
	Gets the keys. More...

ICollection< Cash >	Values => _currencies.Values
	Gets the values. More...

Properties
string	AccountCurrency `[get, set]`
	Gets the base currency used More...

decimal	TotalValueInAccountCurrency `[get]`
	Gets the total value of the cash book in units of the base currency More...

int	Count `[get]`
	Gets the count of Cash items in this CashBook. More...

bool	IsReadOnly `[get]`
	Gets a value indicating whether this instance is read only. More...

Cash	this[string symbol] `[get, set]`
	Gets or sets the QuantConnect.Securities.Cash with the specified symbol. More...

Properties inherited from QuantConnect.Securities.ICurrencyConverter
string	AccountCurrency `[get]`
	Gets account currency More...

Events
EventHandler< CashBookUpdatedEventArgs >	Updated
	Event fired when a Cash instance is added or removed, and when the Cash.Updated is triggered for the currently hold instances More...

Detailed Description

Provides a means of keeping track of the different cash holdings of an algorithm

Definition at line 32 of file CashBook.cs.

Constructor & Destructor Documentation

◆ CashBook()

QuantConnect.Securities.CashBook.CashBook ( )

Initializes a new instance of the CashBook class.

Definition at line 86 of file CashBook.cs.

Member Function Documentation

◆ Add() [1/3]

Cash QuantConnect.Securities.CashBook.Add	(	string	symbol,
		decimal	quantity,
		decimal	conversionRate
	)

Adds a new cash of the specified symbol and quantity

Parameters

symbol	The symbol used to reference the new cash
quantity	The amount of new cash to start
conversionRate	The conversion rate used to determine the initial portfolio value/starting capital impact caused by this currency position.

Returns: The added cash instance

Definition at line 100 of file CashBook.cs.

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◆ EnsureCurrencyDataFeeds()

List<SubscriptionDataConfig> QuantConnect.Securities.CashBook.EnsureCurrencyDataFeeds	(	SecurityManager	securities,
		SubscriptionManager	subscriptions,
		IReadOnlyDictionary< SecurityType, string >	marketMap,
		SecurityChanges	changes,
		ISecurityService	securityService,
		Resolution	defaultResolution = `Resolution.Minute`
	)

Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data

Parameters

securities	The SecurityManager for the algorithm
subscriptions	The SubscriptionManager for the algorithm
marketMap	The market map that decides which market the new security should be in
changes	Will be used to consume SecurityChanges.AddedSecurities
securityService	Will be used to create required new Security
defaultResolution	The default resolution to use for the internal subscriptions

Returns: Returns a list of added currency SubscriptionDataConfig

Definition at line 117 of file CashBook.cs.

◆ Convert()

decimal QuantConnect.Securities.CashBook.Convert	(	decimal	sourceQuantity,
		string	sourceCurrency,
		string	destinationCurrency
	)

Converts a quantity of source currency units into the specified destination currency

Parameters

sourceQuantity	The quantity of source currency to be converted
sourceCurrency	The source currency symbol
destinationCurrency	The destination currency symbol

Returns: The converted value

Definition at line 155 of file CashBook.cs.

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◆ ConvertToAccountCurrency() [1/2]

decimal QuantConnect.Securities.CashBook.ConvertToAccountCurrency	(	decimal	sourceQuantity,
		string	sourceCurrency
	)

Converts a quantity of source currency units into the account currency

Parameters

sourceQuantity	The quantity of source currency to be converted
sourceCurrency	The source currency symbol

Returns: The converted value

Definition at line 185 of file CashBook.cs.

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◆ ToString()

override string QuantConnect.Securities.CashBook.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 201 of file CashBook.cs.

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◆ Add() [2/3]

void QuantConnect.Securities.CashBook.Add ( KeyValuePair< string, Cash > item )

Add the specified item to this CashBook.

Parameters

item	KeyValuePair of symbol -> Cash item

Definition at line 233 of file CashBook.cs.

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◆ Add() [3/3]

void QuantConnect.Securities.CashBook.Add	(	string	symbol,
		Cash	value
	)

Add the specified key and value.

Parameters

symbol	The symbol of the Cash value.
value	Value.

Definition at line 243 of file CashBook.cs.

◆ Clear()

void QuantConnect.Securities.CashBook.Clear ( )

Clear this instance of all Cash entries.

Definition at line 251 of file CashBook.cs.

◆ Remove() [1/2]

bool QuantConnect.Securities.CashBook.Remove ( string symbol )

Remove the Cash item corresponding to the specified symbol

Parameters

symbol The symbolto be removed

Definition at line 261 of file CashBook.cs.

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◆ Remove() [2/2]

bool QuantConnect.Securities.CashBook.Remove ( KeyValuePair< string, Cash > item )

Remove the specified item.

Parameters

item Item.

Definition at line 270 of file CashBook.cs.

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◆ ContainsKey()

bool QuantConnect.Securities.CashBook.ContainsKey ( string symbol )

Determines whether the current instance contains an entry with the specified symbol.

Returns: true, if key was contained, false otherwise.

Parameters

symbol Key.

Definition at line 280 of file CashBook.cs.

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◆ TryGetValue()

bool QuantConnect.Securities.CashBook.TryGetValue	(	string	symbol,
		out Cash	value
	)

Try to get the value.

To be added.

Returns: true, if get value was tryed, false otherwise.

Parameters

symbol	The symbol.
value	Value.

Definition at line 292 of file CashBook.cs.

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◆ Contains()

bool QuantConnect.Securities.CashBook.Contains ( KeyValuePair< string, Cash > item )

Determines whether the current collection contains the specified value.

Parameters

item Item.

Definition at line 301 of file CashBook.cs.

◆ CopyTo()

void QuantConnect.Securities.CashBook.CopyTo	(	KeyValuePair< string, Cash >[]	array,
		int	arrayIndex
	)

Copies to the specified array.

Parameters

array	Array.
arrayIndex	Array index.

Definition at line 311 of file CashBook.cs.

◆ GetEnumerator()

IEnumerator<KeyValuePair<string, Cash> > QuantConnect.Securities.CashBook.GetEnumerator ( )

Gets the enumerator.

Returns: The enumerator.

Definition at line 357 of file CashBook.cs.

◆ ConvertToAccountCurrency() [2/2]

CashAmount QuantConnect.Securities.CashBook.ConvertToAccountCurrency ( CashAmount cashAmount )

Converts a cash amount to the account currency

Parameters

cashAmount The CashAmount instance to convert

Returns: A new CashAmount instance denominated in the account currency

Implements QuantConnect.Securities.ICurrencyConverter.

Definition at line 376 of file CashBook.cs.

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Member Data Documentation

◆ Keys

ICollection<string> QuantConnect.Securities.CashBook.Keys => _currencies.Keys

Gets the keys.

The keys.

Definition at line 345 of file CashBook.cs.

◆ Values

ICollection<Cash> QuantConnect.Securities.CashBook.Values => _currencies.Values

Gets the values.

The values.

Definition at line 351 of file CashBook.cs.

Property Documentation

◆ AccountCurrency

string QuantConnect.Securities.CashBook.AccountCurrency

getset

Gets the base currency used

Definition at line 46 of file CashBook.cs.

◆ TotalValueInAccountCurrency

decimal QuantConnect.Securities.CashBook.TotalValueInAccountCurrency

get

Gets the total value of the cash book in units of the base currency

Definition at line 76 of file CashBook.cs.

◆ Count

int QuantConnect.Securities.CashBook.Count

get

Gets the count of Cash items in this CashBook.

The count.

Definition at line 213 of file CashBook.cs.

◆ IsReadOnly

bool QuantConnect.Securities.CashBook.IsReadOnly

get

Gets a value indicating whether this instance is read only.

true if this instance is read only; otherwise, false.

Definition at line 225 of file CashBook.cs.

◆ this[string symbol]

Cash QuantConnect.Securities.CashBook.this[string symbol]

getset

Gets or sets the QuantConnect.Securities.Cash with the specified symbol.

Parameters

symbol Symbol.

Definition at line 321 of file CashBook.cs.

Event Documentation

◆ Updated

EventHandler<CashBookUpdatedEventArgs> QuantConnect.Securities.CashBook.Updated

Event fired when a Cash instance is added or removed, and when the Cash.Updated is triggered for the currently hold instances

Definition at line 40 of file CashBook.cs.

The documentation for this class was generated from the following file:

Common/Securities/CashBook.cs

Public Member Functions

Public Attributes

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ CashBook()

Member Function Documentation

◆ Add() [1/3]

◆ EnsureCurrencyDataFeeds()

◆ Convert()

◆ ConvertToAccountCurrency() [1/2]

◆ ToString()

◆ Add() [2/3]

◆ Add() [3/3]

◆ Clear()

◆ Remove() [1/2]

◆ Remove() [2/2]

◆ ContainsKey()

◆ TryGetValue()

◆ Contains()

◆ CopyTo()

◆ GetEnumerator()

◆ ConvertToAccountCurrency() [2/2]

Member Data Documentation

◆ Keys

◆ Values

Property Documentation

◆ AccountCurrency

◆ TotalValueInAccountCurrency

◆ Count

◆ IsReadOnly

◆ this[string symbol]

Event Documentation

◆ Updated