C# Class FastQuant.InstrumentStrategy

Inheritance: Strategy

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Private Properties

Property	Type	Description
CreateChildInstrumentStrategy	Strategy
EmitStrategyStart	void
InsertStrategy	void

Public Methods

Method	Description
AddInstance ( Instrument instrument, InstrumentStrategy strategy ) : void
AddInstrument ( Instrument instrument ) : void
HasLongPosition ( ) : bool
HasLongPosition ( double qty ) : bool
HasPosition ( ) : bool
HasPosition ( PositionSide side, double qty ) : bool
HasShortPosition ( ) : bool
HasShortPosition ( double qty ) : bool
Init ( ) : void
InstrumentStrategy ( Framework framework, string name ) : System

Private Methods

Method	Description
CreateChildInstrumentStrategy ( Instrument instrument ) : Strategy
EmitStrategyStart ( ) : void
InsertStrategy ( InstrumentStrategy strategy ) : void

Method Details

AddInstance() public method

public AddInstance ( Instrument instrument, InstrumentStrategy strategy ) : void
instrument	Instrument
strategy	InstrumentStrategy
return	void

AddInstrument() public method

public AddInstrument ( Instrument instrument ) : void
instrument	Instrument
return	void

HasLongPosition() public method

public HasLongPosition ( ) : bool
return	bool

HasLongPosition() public method

public HasLongPosition ( double qty ) : bool
qty	double
return	bool

HasPosition() public method

public HasPosition ( ) : bool
return	bool

HasPosition() public method

public HasPosition ( PositionSide side, double qty ) : bool
side	PositionSide
qty	double
return	bool

HasShortPosition() public method

public HasShortPosition ( ) : bool
return	bool

HasShortPosition() public method

public HasShortPosition ( double qty ) : bool
qty	double
return	bool

Init() public method

public Init ( ) : void
return	void

InstrumentStrategy() public method

public InstrumentStrategy ( Framework framework, string name ) : System
framework	Framework
name	string
return	System