SecurityHolding
SecurityHolding(
security: Security,
currency_converter: ICurrencyConverter,
)
SecurityHolding(holding: SecurityHolding)
Bases: Object
SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio
Signature descriptions:
-
Create a new holding class instance setting the initial properties to $0.
-
Create a new holding class instance copying the initial properties
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
security
|
Optional[Security]
|
The security being held |
None
|
currency_converter
|
Optional[ICurrencyConverter]
|
A currency converter instance |
None
|
holding
|
Optional[SecurityHolding]
|
The security being held |
None
|
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.
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 codeEntityType 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 |