Struct EquityValue

Namespace

ATAS.DataFeedsCore.Statistics

Assembly

ATAS.DataFeedsCore.dll

A point of the cumulative closed-trade PnL curve (Equity). One point is added for every completed round trip in the order the trades are processed.

public struct EquityValue

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Constructors

EquityValue(string, DateTime, decimal, decimal)

A point of the cumulative closed-trade PnL curve (Equity). One point is added for every completed round trip in the order the trades are processed.

public EquityValue(string SecurityId, DateTime Time, decimal TotalEquity, decimal Equity)

Parameters

SecurityId string

Security id of the round trip that produced the point.

Time DateTime

Close time of that round trip; when it is not later than the previous point's time, the previous time plus one tick is used, so the times are strictly increasing.

TotalEquity decimal

Cumulative PnL minus the absolute commission of every round trip so far.

Equity decimal

Cumulative PnL of every round trip so far, commission not included.

Properties

Equity

Cumulative PnL of every round trip so far, commission not included.

public decimal Equity { readonly get; set; }

Property Value

decimal

SecurityId

Security id of the round trip that produced the point.

public string SecurityId { readonly get; set; }

Property Value

string

Time

Close time of that round trip; when it is not later than the previous point's time, the previous time plus one tick is used, so the times are strictly increasing.

public DateTime Time { readonly get; set; }

Property Value

DateTime

TotalEquity

Cumulative PnL minus the absolute commission of every round trip so far.

public decimal TotalEquity { readonly get; set; }

Property Value

decimal

Methods

Deconstruct(out string, out DateTime, out decimal, out decimal)

public readonly void Deconstruct(out string SecurityId, out DateTime Time, out decimal TotalEquity, out decimal Equity)

Parameters

SecurityId string

Time DateTime

TotalEquity decimal

Equity decimal

Equals(EquityValue)

public readonly bool Equals(EquityValue other)

Parameters

other EquityValue

Returns

bool

Equals(object)

public override readonly bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override readonly int GetHashCode()

Returns

int

ToString()

public override readonly string ToString()

Returns

string

Operators

operator ==(EquityValue, EquityValue)

public static bool operator ==(EquityValue left, EquityValue right)

Parameters

left EquityValue

right EquityValue

Returns

bool

operator !=(EquityValue, EquityValue)

public static bool operator !=(EquityValue left, EquityValue right)

Parameters

left EquityValue

right EquityValue

Returns

bool