FutureHolding
FutureHolding(
security: Security,
currency_converter: ICurrencyConverter,
)
Bases: SecurityHolding
Future holdings implementation of the base securities class
Future Holding Class constructor
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
security
|
Security
|
The future security being held |
required |
currency_converter
|
ICurrencyConverter
|
A currency converter instance |
required |
settled_profit: float
The cash settled profit for the current open position in units of the account's currency
unsettled_profit: float
Unsettled profit for the current open position settled_profit
quantity_changed: _EventContainer[
Callable[
[Object, SecurityHoldingQuantityChangedEventArgs],
Any,
],
Any,
]
Event raised each time the holdings quantity is changed.
average_price: float
Average price of the security holdings.
quantity: float
Quantity of the security held.
leverage: float
Leverage of the underlying security.
holdings_cost: float
Acquisition cost of the security total holdings in units of the account's currency.
unlevered_holdings_cost: float
Unlevered Acquisition cost of the security total holdings in units of the account's currency.
price: float
Current market price of the security.
absolute_holdings_cost: float
Absolute holdings cost for current holdings in units of the account's currency.
unlevered_absolute_holdings_cost: float
Unlevered absolute acquisition cost of the security total holdings in units of the account's currency.
holdings_value: float
Market value of our holdings in units of the account's currency.
absolute_holdings_value: float
Absolute of the market value of our holdings in units of the account's currency.
hold_stock: bool
Boolean flag indicating if we hold any of the security
invested: bool
Boolean flag indicating if we hold any of the security
total_sale_volume: float
The total transaction volume for this security since the algorithm started in units of the account's currency.
total_fees: float
Total fees for this company since the algorithm started in units of the account's currency.
total_dividends: float
Total dividends for this company since the algorithm started in units of the account's currency.
is_long: bool
Boolean flag indicating we have a net positive holding of the security.
is_short: bool
BBoolean flag indicating we have a net negative holding of the security.
absolute_quantity: float
Absolute quantity of holdings of this security
last_trade_profit: float
Record of the closing profit from the last trade conducted in units of the account's currency.
profit: float
Calculate the total profit for this security in units of the account's currency.
net_profit: float
Return the net for this company measured by the profit less fees in units of the account's currency.
unrealized_profit_percent: float
Gets the unrealized profit as a percentage of holdings cost
unrealized_profit: float
Unrealized profit of this security when absolute quantity held is more than zero in units of the account's currency.
add_settled_profit(settled_profit: float) -> None
Adds a settlement to the running total of settled profit in units of the quote currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
settled_profit
|
float
|
The cash the settlement moved into the quote currency cash |
required |
get_settled_profit_amount() -> ConvertibleCashAmount
Gets the cash settled profit for the current open position in units of the quote currency, which is the cash amount the daily settlements moved into the quote currency cash
Returns:
| Type | Description |
|---|---|
ConvertibleCashAmount
|
The settled profit in the quote currency. |
get_quantity_value(
quantity: float,
) -> ConvertibleCashAmount
get_quantity_value(
quantity: float, price: float
) -> ConvertibleCashAmount
Gets the total value of the specified quantity of shares of this security in the account currency
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
quantity
|
float
|
The quantity of shares |
required |
price
|
Optional[float]
|
The current price |
None
|
Returns:
| Type | Description |
|---|---|
ConvertibleCashAmount
|
The value of the quantity of shares in the account currency. |
set_holdings(average_price: float, quantity: int) -> None
set_holdings(average_price: float, quantity: float) -> None
Set the quantity of holdings and their average price after processing a portfolio fill.
add_new_dividend(dividend: float) -> None
Adds a new dividend payment to the running total dividend in units of the account's currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
dividend
|
float
|
|
required |
add_new_fee(new_fee: float) -> None
Adds a fee to the running total of total fees in units of the account's currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_fee
|
float
|
|
required |
add_new_profit(profit_loss: float) -> None
Adds a profit record to the running total of profit in units of the account's currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
profit_loss
|
float
|
The cash change in portfolio from closing a position |
required |
add_new_sale(sale_value: float) -> None
Adds a new sale value to the running total trading volume in units of the account's currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
sale_value
|
float
|
|
required |
on_quantity_changed(
previous_average_price: float, previous_quantity: float
) -> None
Event invocator for the quantity_changed event
This Class is protected.
set_last_trade_profit(last_trade_profit: float) -> None
Set the last trade profit for this security from a Portfolio.ProcessFill call in units of the account's currency.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
last_trade_profit
|
float
|
Value of the last trade profit |
required |
to_string() -> str
Writes out the properties of this instance to string
total_close_profit(
include_fees: bool = True,
exit_price: Optional[float] = None,
entry_price: Optional[float] = None,
quantity: Optional[float] = None,
) -> float
Profit if we closed the holdings right now including the approximate fees in units of the account's currency.
update_market_price(closing_price: float) -> None
Update local copy of closing price value.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
closing_price
|
float
|
Price of the underlying asset to be used for calculating market price / portfolio value |
required |