QuantConnect.Securities.Equity.EquityHolding Class Reference
Holdings class for equities securities: no specific properties here but it is a placeholder for future equities specific behaviours. More...
Inheritance diagram for QuantConnect.Securities.Equity.EquityHolding:
Public Member Functions | |
| EquityHolding (Security security, ICurrencyConverter currencyConverter) | |
| Constructor for equities holdings. More... | |
 Public Member Functions inherited from QuantConnect.Securities.SecurityHolding | |
| SecurityHolding (Security security, ICurrencyConverter currencyConverter) | |
| Create a new holding class instance setting the initial properties to $0. More... | |
| void | AddNewFee (decimal newFee) |
| Adds a fee to the running total of total fees in units of the account's currency. More... | |
| void | AddNewProfit (decimal profitLoss) |
| Adds a profit record to the running total of profit in units of the account's currency. More... | |
| void | AddNewSale (decimal saleValue) |
| Adds a new sale value to the running total trading volume in units of the account's currency. More... | |
| void | AddNewDividend (decimal dividend) |
| Adds a new dividend payment to the running total dividend in units of the account's currency. More... | |
| void | SetLastTradeProfit (decimal lastTradeProfit) |
| Set the last trade profit for this security from a Portfolio.ProcessFill call in units of the account's currency. More... | |
| virtual void | SetHoldings (decimal averagePrice, int quantity) |
| Set the quantity of holdings and their average price after processing a portfolio fill. More... | |
| virtual void | SetHoldings (decimal averagePrice, decimal quantity) |
| Set the quantity of holdings and their average price after processing a portfolio fill. More... | |
| virtual void | UpdateMarketPrice (decimal closingPrice) |
| Update local copy of closing price value. More... | |
| virtual ConvertibleCashAmount | GetQuantityValue (decimal quantity) |
| Gets the total value of the specified quantity of shares of this security in the account currency More... | |
| virtual ConvertibleCashAmount | GetQuantityValue (decimal quantity, decimal price) |
| Gets the total value of the specified quantity of shares of this security in the account currency More... | |
| virtual decimal | TotalCloseProfit (bool includeFees=true, decimal? exitPrice=null, decimal? entryPrice=null, decimal? quantity=null) |
| Profit if we closed the holdings right now including the approximate fees in units of the account's currency. More... | |
| override string | ToString () |
| Writes out the properties of this instance to string More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Securities.SecurityHolding | |
| virtual bool | HoldStock => _invested |
| Boolean flag indicating if we hold any of the security More... | |
| virtual bool | Invested => _invested |
| Boolean flag indicating if we hold any of the security More... | |
| Protected Member Functions inherited from QuantConnect.Securities.SecurityHolding | |
| SecurityHolding (SecurityHolding holding) | |
| Create a new holding class instance copying the initial properties More... | |
| virtual void | OnQuantityChanged (decimal previousAveragePrice, decimal previousQuantity) |
| Event invocator for the QuantityChanged event More... | |
| Properties inherited from QuantConnect.Securities.SecurityHolding | |
| Security | Security [get] |
| The security being held More... | |
| IPortfolioTarget | Target [get, set] |
| Gets the current target holdings for this security More... | |
| decimal | AveragePrice [get, protected set] |
| Average price of the security holdings. More... | |
| decimal | Quantity [get, protected set] |
| Quantity of the security held. More... | |
| Symbol | Symbol [get] |
| Symbol identifier of the underlying security. More... | |
| SecurityType | Type [get] |
| The security type of the symbol More... | |
| virtual decimal | Leverage [get] |
| Leverage of the underlying security. More... | |
| virtual decimal | HoldingsCost [get] |
| Acquisition cost of the security total holdings in units of the account's currency. More... | |
| virtual decimal | UnleveredHoldingsCost [get] |
| Unlevered Acquisition cost of the security total holdings in units of the account's currency. More... | |
| virtual decimal | Price [get, protected set] |
| Current market price of the security. More... | |
| virtual decimal | AbsoluteHoldingsCost [get] |
| Absolute holdings cost for current holdings in units of the account's currency. More... | |
| virtual decimal | UnleveredAbsoluteHoldingsCost [get] |
| Unlevered absolute acquisition cost of the security total holdings in units of the account's currency. More... | |
| virtual decimal | HoldingsValue [get] |
| Market value of our holdings in units of the account's currency. More... | |
| virtual decimal | AbsoluteHoldingsValue [get] |
| Absolute of the market value of our holdings in units of the account's currency. More... | |
| virtual decimal | TotalSaleVolume [get] |
| The total transaction volume for this security since the algorithm started in units of the account's currency. More... | |
| virtual decimal | TotalFees [get] |
| Total fees for this company since the algorithm started in units of the account's currency. More... | |
| virtual decimal | TotalDividends [get] |
| Total dividends for this company since the algorithm started in units of the account's currency. More... | |
| virtual bool | IsLong [get] |
| Boolean flag indicating we have a net positive holding of the security. More... | |
| virtual bool | IsShort [get] |
| BBoolean flag indicating we have a net negative holding of the security. More... | |
| virtual decimal | AbsoluteQuantity [get] |
| Absolute quantity of holdings of this security More... | |
| virtual decimal | LastTradeProfit [get] |
| Record of the closing profit from the last trade conducted in units of the account's currency. More... | |
| virtual decimal | Profit [get] |
| Calculate the total profit for this security in units of the account's currency. More... | |
| virtual decimal | NetProfit [get] |
| Return the net for this company measured by the profit less fees in units of the account's currency. More... | |
| virtual decimal | UnrealizedProfitPercent [get] |
| Gets the unrealized profit as a percentage of holdings cost More... | |
| virtual decimal | UnrealizedProfit [get] |
| Unrealized profit of this security when absolute quantity held is more than zero in units of the account's currency. More... | |
| Events inherited from QuantConnect.Securities.SecurityHolding | |
| EventHandler< SecurityHoldingQuantityChangedEventArgs > | QuantityChanged |
| Event raised each time the holdings quantity is changed. More... | |
Detailed Description
Holdings class for equities securities: no specific properties here but it is a placeholder for future equities specific behaviours.
- See also
- SecurityHolding
Definition at line 22 of file EquityHolding.cs.
Constructor & Destructor Documentation
◆ EquityHolding()
| QuantConnect.Securities.Equity.EquityHolding.EquityHolding | ( | Security | security, |
| ICurrencyConverter | currencyConverter | ||
| ) |
Constructor for equities holdings.
- Parameters
-
security The security being held currencyConverter A currency converter instance
Definition at line 29 of file EquityHolding.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Equity/EquityHolding.cs
