QuantConnect.Securities.Positions.PortfolioState Class Reference

Snapshot of an algorithms portfolio state More...

Static Public Member Functions
static PortfolioState	Create (SecurityPortfolioManager portfolioManager, DateTime utcNow, decimal currentPortfolioValue)
	Helper method to create the portfolio state snapshot More...

Properties
DateTime	Time [get, set]
	Utc time this portfolio snapshot was taken More...
decimal	TotalPortfolioValue [get, set]
	The current total portfolio value More...
decimal	TotalMarginUsed [get, set]
	The margin used More...
List< PositionGroupState >	PositionGroups [get, set]
	The different positions groups More...
Dictionary< string, Cash >	CashBook [get, set]
	Gets the cash book that keeps track of all currency holdings (only settled cash) More...
Dictionary< string, Cash >	UnsettledCashBook [get, set]
	Gets the cash book that keeps track of all currency holdings (only unsettled cash) More...

Detailed Description

Snapshot of an algorithms portfolio state

Definition at line 29 of file PortfolioState.cs.

Member Function Documentation

Create()

static PortfolioState QuantConnect.Securities.Positions.PortfolioState.Create ( SecurityPortfolioManager  portfolioManager, DateTime  utcNow, decimal  currentPortfolioValue  )

static

Helper method to create the portfolio state snapshot

Definition at line 67 of file PortfolioState.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

Property Documentation

Time

DateTime QuantConnect.Securities.Positions.PortfolioState.Time

getset

Utc time this portfolio snapshot was taken

Definition at line 34 of file PortfolioState.cs.

TotalPortfolioValue

decimal QuantConnect.Securities.Positions.PortfolioState.TotalPortfolioValue

getset

The current total portfolio value

Definition at line 39 of file PortfolioState.cs.

TotalMarginUsed

decimal QuantConnect.Securities.Positions.PortfolioState.TotalMarginUsed

getset

The margin used

Definition at line 44 of file PortfolioState.cs.

PositionGroups

List<PositionGroupState> QuantConnect.Securities.Positions.PortfolioState.PositionGroups

getset

The different positions groups

Definition at line 50 of file PortfolioState.cs.

CashBook

Dictionary<string, Cash> QuantConnect.Securities.Positions.PortfolioState.CashBook

getset

Gets the cash book that keeps track of all currency holdings (only settled cash)

Definition at line 56 of file PortfolioState.cs.

UnsettledCashBook

Dictionary<string, Cash> QuantConnect.Securities.Positions.PortfolioState.UnsettledCashBook

getset

Gets the cash book that keeps track of all currency holdings (only unsettled cash)

Definition at line 62 of file PortfolioState.cs.

---

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

• Common/Securities/Positions/PortfolioState.cs