Class PositionPricing

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A class used to maintain pricing information for a position.

public class PositionPricing

Inheritance

object

PositionPricing

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

HighestClose

The highest close price over the life of the position.

public double HighestClose { get; }

Property Value

double

HighestHigh

The highest high price over the life of the position.

public double HighestHigh { get; }

Property Value

double

IsHoliday

Return trues if the current date of the money manager is a holiday. Note that the last pricing date will reflect the last trading day on which the instrument was trading even though the current date of the money manager may be greater. There is no concept of holidays in the strategy module which always operates on the primary series.

public bool IsHoliday { get; }

Property Value

bool

Last

The most recent price, typically the close. Also the price on which daily P&L calculations are made.

public double Last { get; }

Property Value

double

LastUpdate

The most recent date that pricing was updated.

public DateTime LastUpdate { get; }

Property Value

DateTime

LowestClose

The lowest close price over the life of the position.

public double LowestClose { get; }

Property Value

double

LowestLow

The lowest low price over the life of the position.

public double LowestLow { get; }

Property Value

double

PriceAdjustment

The adjustment factor used to convert a backadjusted price into an actual price.

public double PriceAdjustment { get; }

Property Value

double

UnadjustedPrice

The price that actually existed without the effects of backadjusting or stock splits.

public double UnadjustedPrice { get; }

Property Value

double

Methods

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string