Table of Contents

Interface ITrade

Namespace
Balsam
Assembly
Balsam.Backtester.dll

Interface used to provide polymorphism between Order and Trade objects primarily for transaction cost modeling.

public interface ITrade
Extension Methods

Properties

Commission

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

double Commission { get; set; }

Property Value

double

Date

Gets the date of the trade.

DateTime Date { get; }

Property Value

DateTime

Instrument

Gets the instrument.

Instrument Instrument { get; }

Property Value

Instrument

OrderType

Gets the order type that generated this trade.

string OrderType { get; }

Property Value

string

Price

Gets the execution price.

double Price { get; }

Property Value

double

Quantity

Gets the quantity.

double Quantity { get; }

Property Value

double

Side

Gets the order side.

OrderSide Side { get; }

Property Value

OrderSide

SignalName

Gets the signal name.

string SignalName { get; }

Property Value

string

Slippage

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

double Slippage { get; set; }

Property Value

double

StrategyName

Gets the strategy name.

string StrategyName { get; }

Property Value

string

Symbol

Gets the symbol.

string Symbol { get; }

Property Value

string

UnadjustedPrice

Gets the execution price that would have existed at the tradedate without the effects of backadjusting.

double UnadjustedPrice { get; }

Property Value

double