Lightweight portfolio at a point in time More...

Classes
class	PointInTimeHolding
	Holding of an asset at a point in time More...

Public Member Functions
	PointInTimePortfolio (Order order, SecurityPortfolioManager portfolio)
	Creates an instance of the PointInTimePortfolio object More...

	PointInTimePortfolio (PointInTimePortfolio portfolio, DateTime time)
	Clones the provided portfolio More...

PointInTimePortfolio	NoEmptyHoldings ()
	Filters out any empty holdings from the current Holdings More...

Properties
DateTime	Time `[get]`
	Time that this point in time portfolio is for More...

decimal	TotalPortfolioValue `[get]`
	The total value of the portfolio. This is cash + absolute value of holdings More...

decimal	Cash `[get]`
	The cash the portfolio has More...

Order	Order `[get]`
	The order we just processed More...

List< PointInTimeHolding >	Holdings `[get]`
	A list of holdings at the current moment in time More...

decimal	Leverage `[get]`
	Portfolio leverage - provided for convenience More...

Detailed Description

Lightweight portfolio at a point in time

Definition at line 29 of file PointInTimePortfolio.cs.

Constructor & Destructor Documentation

◆ PointInTimePortfolio() [1/2]

QuantConnect.Report.PointInTimePortfolio.PointInTimePortfolio	(	Order	order,
		SecurityPortfolioManager	portfolio
	)

Creates an instance of the PointInTimePortfolio object

Parameters

order	Order applied to the portfolio
portfolio	Algorithm portfolio at a point in time

Definition at line 67 of file PointInTimePortfolio.cs.

◆ PointInTimePortfolio() [2/2]

QuantConnect.Report.PointInTimePortfolio.PointInTimePortfolio	(	PointInTimePortfolio	portfolio,
		DateTime	time
	)

Clones the provided portfolio

Parameters

portfolio	Portfolio
time	Time

Definition at line 82 of file PointInTimePortfolio.cs.

Member Function Documentation

◆ NoEmptyHoldings()

PointInTimePortfolio QuantConnect.Report.PointInTimePortfolio.NoEmptyHoldings ( )

Filters out any empty holdings from the current Holdings

Returns: Current object, but without empty holdings

Definition at line 96 of file PointInTimePortfolio.cs.

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Property Documentation

◆ Time

DateTime QuantConnect.Report.PointInTimePortfolio.Time

get

Time that this point in time portfolio is for

Definition at line 34 of file PointInTimePortfolio.cs.

◆ TotalPortfolioValue

decimal QuantConnect.Report.PointInTimePortfolio.TotalPortfolioValue

get

The total value of the portfolio. This is cash + absolute value of holdings

Definition at line 39 of file PointInTimePortfolio.cs.

◆ Cash

decimal QuantConnect.Report.PointInTimePortfolio.Cash

get

The cash the portfolio has

Definition at line 44 of file PointInTimePortfolio.cs.

◆ Order

Order QuantConnect.Report.PointInTimePortfolio.Order

get

The order we just processed

Definition at line 50 of file PointInTimePortfolio.cs.

◆ Holdings

List<PointInTimeHolding> QuantConnect.Report.PointInTimePortfolio.Holdings

get

A list of holdings at the current moment in time

Definition at line 55 of file PointInTimePortfolio.cs.

◆ Leverage

decimal QuantConnect.Report.PointInTimePortfolio.Leverage

get

Portfolio leverage - provided for convenience

Definition at line 60 of file PointInTimePortfolio.cs.

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

Report/PointInTimePortfolio.cs

Classes

Public Member Functions

Properties