Class AccountingRecord

Namespace

Balsam.MoneyManagement

Assembly

Balsam.Backtester.dll

A class that encapsulates daily accounting values.

public class AccountingRecord

Inheritance

object

AccountingRecord

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

AccountingRecord(DateTime)

Initialize a new AccountInfo record for the specified trade date.

public AccountingRecord(DateTime date)

Parameters

date DateTime

Properties

Cash

Gets cash in base currency.

public double Cash { get; }

Property Value

double

CashAdjustment

Gets the cash adjustment in base currency.

public double CashAdjustment { get; }

Property Value

double

Commissions

Gets the amount of commissions paid in base currency.

public double Commissions { get; }

Property Value

double

ContractsHeld

Gets the number of shares/contracts held.

public double ContractsHeld { get; }

Property Value

double

CreditInterest

Gets interest earned on credit balances.

public double CreditInterest { get; }

Property Value

double

Date

Gets the date.

public DateTime Date { get; }

Property Value

DateTime

DebitInterest

Gets interest paid on debit balances in base currency.

public double DebitInterest { get; }

Property Value

double

Dividends

Gets net dividends in base currency.

public double Dividends { get; }

Property Value

double

Drawdown

Gets the current drawdown from the highest equity high.

public double Drawdown { get; }

Property Value

double

Equity

Gets the net equity value (Cash + LongValue).

public double Equity { get; }

Property Value

double

HasTrading

Returns true if there was trading activity on this day.

public bool HasTrading { get; }

Property Value

bool

LongNotional

Gets the notional value of all long positions.

public double LongNotional { get; }

Property Value

double

LongPositions

Gets the number of open long positions.

public int LongPositions { get; }

Property Value

int

LongValue

Gets the value of long equity positions in base currency. This is a component of total account equity.

public double LongValue { get; }

Property Value

double

Margin

Gets the aggregate margin requirement in base currency.

public double Margin { get; }

Property Value

double

NetInterest

Gets net interest (debit + credit + short rebates).

public double NetInterest { get; }

Property Value

double

OpenPositionDetail

Gets open position detail.

public string OpenPositionDetail { get; }

Property Value

string

OpenPositionsCount

Gets the number of open positions.

public int OpenPositionsCount { get; }

Property Value

int

PnL

Gets the day's P&L

public double PnL { get; }

Property Value

double

Return

Gets the day's percentage return on equity.

public double Return { get; }

Property Value

double

Risk

Gets the aggregate risk in base currency if stops are defined.

public double Risk { get; }

Property Value

double

RoundTurnsPerMillion

Gets the number of contracts (including rolls) entered today per million in equity

public double RoundTurnsPerMillion { get; }

Property Value

double

ShortNotional

Gets the notional value of all short positions.

public double ShortNotional { get; }

Property Value

double

ShortPositions

Gets the number of open short positions.

public int ShortPositions { get; }

Property Value

int

ShortRebates

Gets short rebates in base currency.

public double ShortRebates { get; }

Property Value

double

SpreadPositions

Gets the number of open spread positions.

public int SpreadPositions { get; }

Property Value

int

UserRisk

Gets a user-defined risk value.

public double UserRisk { get; }

Property Value

double

WinLoss

Gets the P&L of any trades closed that day.

public double WinLoss { get; }

Property Value

double