QuantConnect.Interfaces.ITradeBuilder Interface Reference

Generates trades from executions and market price updates More...

Inheritance diagram for QuantConnect.Interfaces.ITradeBuilder:

Public Member Functions
void	SetSecurityManager (SecurityManager securities)
	Sets the security manager instance More...
void	SetLiveMode (bool live)
	Sets the live mode flag More...
bool	HasOpenPosition (Symbol symbol)
	Returns true if there is an open position for the symbol More...
void	SetMarketPrice (Symbol symbol, decimal price)
	Sets the current market price for the symbol More...
void	ApplySplit (Split split, bool liveMode, DataNormalizationMode dataNormalizationMode)
	Applies a split to the trade builder More...
void	ProcessFill (OrderEvent fill, decimal securityConversionRate, decimal feeInAccountCurrency, decimal multiplier=1.0m)
	Processes a new fill, eventually creating new trades More...

Properties
List< Trade >	ClosedTrades [get]
	The list of closed trades More...

Detailed Description

Generates trades from executions and market price updates

Definition at line 27 of file ITradeBuilder.cs.

Member Function Documentation

SetSecurityManager()

void QuantConnect.Interfaces.ITradeBuilder.SetSecurityManager

(

SecurityManager

securities

)

Sets the security manager instance

Parameters

securities

The security manager

Implemented in QuantConnect.Statistics.TradeBuilder.

SetLiveMode()

void QuantConnect.Interfaces.ITradeBuilder.SetLiveMode

(

bool

live

)

Sets the live mode flag

Parameters

live	The live mode flag

Implemented in QuantConnect.Statistics.TradeBuilder.

HasOpenPosition()

bool QuantConnect.Interfaces.ITradeBuilder.HasOpenPosition

(

Symbol

symbol

)

Returns true if there is an open position for the symbol

Parameters

symbol

The symbol

Returns

true if there is an open position for the symbol

Implemented in QuantConnect.Statistics.TradeBuilder.

SetMarketPrice()

void QuantConnect.Interfaces.ITradeBuilder.SetMarketPrice	(	Symbol	symbol,
		decimal	price
	)

Sets the current market price for the symbol

Parameters

symbol
price

Implemented in QuantConnect.Statistics.TradeBuilder.

ApplySplit()

void QuantConnect.Interfaces.ITradeBuilder.ApplySplit	(	Split	split,
		bool	liveMode,
		DataNormalizationMode	dataNormalizationMode
	)

Applies a split to the trade builder

Parameters

split	The split to be applied
liveMode	True if live mode, false for backtest
dataNormalizationMode	The DataNormalizationMode for this security

Implemented in QuantConnect.Statistics.TradeBuilder.

Here is the caller graph for this function:

ProcessFill()

void QuantConnect.Interfaces.ITradeBuilder.ProcessFill	(	OrderEvent	fill,
		decimal	securityConversionRate,
		decimal	feeInAccountCurrency,
		decimal	multiplier = 1.0m
	)

Processes a new fill, eventually creating new trades

Parameters

fill	The new fill order event
securityConversionRate	The current security market conversion rate into the account currency
feeInAccountCurrency	The current order fee in the account currency
multiplier	The contract multiplier

Implemented in QuantConnect.Statistics.TradeBuilder.

Property Documentation

ClosedTrades

List<Trade> QuantConnect.Interfaces.ITradeBuilder.ClosedTrades

get

The list of closed trades

Definition at line 44 of file ITradeBuilder.cs.

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

• Common/Interfaces/ITradeBuilder.cs