Interface ITradingStatistics

Trading data of a statistics source: orders, own trades, matched round trips, daily notes, the equity curve and the calculated statistics parameters.

public interface ITradingStatistics

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

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Properties

Daily journal notes of the source.

Added in ATAS 8.0.15.

IMutableEnumerable<DailyNote> DailyNotes { get; }

Equity curve: one point per completed round trip, see EquityValue. Empty in sources that do not calculate metrics.

IMutableEnumerable<EquityValue> Equity { get; }

Round trips matched from the own trades: an opening and a closing part with their prices, times, PnL and commission.

IMutableEnumerable<HistoryMyTrade> HistoryMyTrades { get; }

Own trades (fills) of the source.

IMutableEnumerable<MyTrade> MyTrades { get; }

Orders of the source.

IMutableEnumerable<Order> Orders { get; }

Statistics parameter groups, each with the total, long and short values of one metric. Empty in sources that do not calculate metrics.

IMutableEnumerable<IStatisticsParameterGroup> Statistics { get; }