C# Class Samples.VWAP.VWAP_SellSide

Inheritance: FastQuant.SellSideInstrumentStrategy

Mostra file Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

Method	Description
OnSendCommand ( ExecutionCommand command ) : void
VWAP_SellSide ( Framework framework, string name ) : System

Protected Methods

Method	Description
OnBar ( Instrument instrument, Bar bar ) : void
OnFill ( FastQuant.Fill fill ) : void
OnOrderFilled ( Order order ) : void
OnStrategyStart ( ) : void
OnSubscribe ( Instrument instrument ) : void
OnUnsubscribe ( InstrumentList instruments ) : void

Private Methods

Method	Description
EmitFilled ( Order order, OrderInfo orderInfo ) : void
EmitPartiallyFilled ( Order order, OrderInfo orderInfo ) : void

Method Details

OnBar() protected method

protected OnBar ( Instrument instrument, Bar bar ) : void
instrument	Instrument
bar	FastQuant.Bar
return	void

OnFill() protected method

protected OnFill ( FastQuant.Fill fill ) : void
fill	FastQuant.Fill
return	void

OnOrderFilled() protected method

protected OnOrderFilled ( Order order ) : void
order	FastQuant.Order
return	void

OnSendCommand() public method

public OnSendCommand ( ExecutionCommand command ) : void
command	FastQuant.ExecutionCommand
return	void

OnStrategyStart() protected method

protected OnStrategyStart ( ) : void
return	void

OnSubscribe() protected method

protected OnSubscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

OnUnsubscribe() protected method

protected OnUnsubscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void

VWAP_SellSide() public method

public VWAP_SellSide ( Framework framework, string name ) : System
framework	FastQuant.Framework
name	string
return	System