Class Execution

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Encapsulates information about a trade execution.

public class Execution : ICloneable

Inheritance

object

Execution

Implements

ICloneable

Inherited Members

object.Equals(object, object)

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Execution(DateTime, OrderSide, double, double, double)

Instantiates a new execution object using the specified parameters.

public Execution(DateTime tradeDate, OrderSide side, double quantity, double price, double priceAdjustment = 0)

Parameters

tradeDate DateTime

side OrderSide

quantity double

price double

priceAdjustment double

Properties

Commission

Gets/sets the commission paid per contract/share in local currency.

public double Commission { get; set; }

Property Value

double

Price

Gets/sets the execution price.

public double Price { get; set; }

Property Value

double

Quantity

Gets the quantity.

public double Quantity { get; }

Property Value

double

Side

Gets the order side.

public OrderSide Side { get; }

Property Value

OrderSide

Slippage

Gets/sets slippage per contract/share in decimal terms.

public double Slippage { get; set; }

Property Value

double

TradeDate

Gets the trade date.

public DateTime TradeDate { get; }

Property Value

DateTime

UnadjustedPrice

Gets the price that existed at the time of trade execution, without the effects of back-adjusting or stock splits.

public double UnadjustedPrice { get; }

Property Value

double

Methods

Clone()

Returns a copy of this execution object.

public Execution Clone()

Returns

Execution

Equals(Execution)

Returns true if the specified execution is identical to the current one.

public bool Equals(Execution execution)

Parameters

execution Execution

Returns

bool

Equals(object)

Returns true if the specified object is equal to the current execution.

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

Returns a has code for this execution object.

public override int GetHashCode()

Returns

int

ToString()

Returns a string representation for this execution.

public override string ToString()

Returns

string