Class ExecutionCollection

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Encapsulates a collection of executions returning average price and total statistics.

public class ExecutionCollection : IEnumerable<Execution>, IEnumerable

Inheritance

object

ExecutionCollection

Implements

IEnumerable<Execution>

IEnumerable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

IntegerSeriesExtensions.ToIntegerSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, int>)

Statistics.Sample<T>(IEnumerable<T>, int, bool)

TimeSeriesExtensions.ToTimeSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, double>)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

AvgGrossPrice

Gets the average price of all executions weighted by contracts/shares gross of slippage.

public double AvgGrossPrice { get; }

Property Value

double

AvgPrice

Gets the average price of all executions weighted by contracts/shares net of slippage.

public double AvgPrice { get; }

Property Value

double

AvgUnadjustedPrice

Gets the average unadjusted price of all executions weighted by contracts/shares net of slippage.

public double AvgUnadjustedPrice { get; }

Property Value

double

Count

Gets the number of executions in the collection.

public int Count { get; }

Property Value

int

FirstDate

The earliest trade date in the collection.

public DateTime FirstDate { get; }

Property Value

DateTime

this[int]

Returns a fill based on its index.

public Execution this[int index] { get; }

Parameters

index int

Property Value

Execution

LastDate

The latest trade date in the collection.

public DateTime LastDate { get; }

Property Value

DateTime

TotalCommissions

Total commissions paid in local currency.

public double TotalCommissions { get; }

Property Value

double

TotalQuantity

Total quantity executed over all fills.

public double TotalQuantity { get; }

Property Value

double

TotalSlippage

Total slippage incurred in local currency (does not include PointValue multiplier).

public double TotalSlippage { get; }

Property Value

double

Methods

GetEnumerator()

Returns an enumerator that iterates through the collection of executions.

public IEnumerator<Execution> GetEnumerator()

Returns

IEnumerator<Execution>

ToString()

Returns a string representation of this execution collection.

public override string ToString()

Returns

string