QuantConnect.Statistics.TradeBuilder Class Reference

The TradeBuilder class generates trades from executions and market price updates More...

Inheritance diagram for QuantConnect.Statistics.TradeBuilder:

Public Member Functions
	TradeBuilder (FillGroupingMethod groupingMethod, FillMatchingMethod matchingMethod)
	Initializes a new instance of the TradeBuilder class More...
void	SetLiveMode (bool live)
	Sets the live mode flag More...
void	SetSecurityManager (SecurityManager securities)
	Sets the security manager instance More...
bool	HasOpenPosition (Symbol symbol)
	Returns true if there is an open position for the symbol More...
void	SetMarketPrice (Symbol symbol, decimal price)
	Sets the current market price for the symbol More...
void	ApplySplit (Split split, bool liveMode, DataNormalizationMode dataNormalizationMode)
	Applies a split to the trade builder More...
void	ProcessFill (OrderEvent fill, decimal securityConversionRate, decimal feeInAccountCurrency, decimal multiplier=1.0m)
	Processes a new fill, eventually creating new trades More...

Properties
List< Trade >	ClosedTrades [get]
	The list of closed trades More...
Properties inherited from QuantConnect.Interfaces.ITradeBuilder
List< Trade >	ClosedTrades [get]
	The list of closed trades More...

Detailed Description

The TradeBuilder class generates trades from executions and market price updates

Definition at line 30 of file TradeBuilder.cs.

Constructor & Destructor Documentation

TradeBuilder()

QuantConnect.Statistics.TradeBuilder.TradeBuilder	(	FillGroupingMethod	groupingMethod,
		FillMatchingMethod	matchingMethod
	)

Initializes a new instance of the TradeBuilder class

Definition at line 65 of file TradeBuilder.cs.

Member Function Documentation

SetLiveMode()

void QuantConnect.Statistics.TradeBuilder.SetLiveMode

(

bool

live

)

Sets the live mode flag

Parameters

live	The live mode flag

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 75 of file TradeBuilder.cs.

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SetSecurityManager()

void QuantConnect.Statistics.TradeBuilder.SetSecurityManager

(

SecurityManager

securities

)

Sets the security manager instance

Parameters

securities

The security manager

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 84 of file TradeBuilder.cs.

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HasOpenPosition()

bool QuantConnect.Statistics.TradeBuilder.HasOpenPosition

(

Symbol

symbol

)

Returns true if there is an open position for the symbol

Parameters

symbol

The symbol

Returns

true if there is an open position for the symbol

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 108 of file TradeBuilder.cs.

SetMarketPrice()

void QuantConnect.Statistics.TradeBuilder.SetMarketPrice	(	Symbol	symbol,
		decimal	price
	)

Sets the current market price for the symbol

Parameters

symbol
price

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 124 of file TradeBuilder.cs.

ApplySplit()

void QuantConnect.Statistics.TradeBuilder.ApplySplit	(	Split	split,
		bool	liveMode,
		DataNormalizationMode	dataNormalizationMode
	)

Applies a split to the trade builder

Parameters

split	The split to be applied
liveMode	True if live mode, false for backtest
dataNormalizationMode	The DataNormalizationMode for this security

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 141 of file TradeBuilder.cs.

ProcessFill()

void QuantConnect.Statistics.TradeBuilder.ProcessFill	(	OrderEvent	fill,
		decimal	securityConversionRate,
		decimal	feeInAccountCurrency,
		decimal	multiplier = 1.0m
	)

Processes a new fill, eventually creating new trades

Parameters

fill	The new fill order event
securityConversionRate	The current security market conversion rate into the account currency
feeInAccountCurrency	The current order fee in the account currency
multiplier	The contract multiplier

Implements QuantConnect.Interfaces.ITradeBuilder.

Definition at line 188 of file TradeBuilder.cs.

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Property Documentation

ClosedTrades

List<Trade> QuantConnect.Statistics.TradeBuilder.ClosedTrades

get

The list of closed trades

Definition at line 93 of file TradeBuilder.cs.

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

• Common/Statistics/TradeBuilder.cs