Lean  $LEAN_TAG$
ForexHolding.cs
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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12  * See the License for the specific language governing permissions and
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15 
16 using static System.Math;
17 
19 {
20  /// <summary>
21  /// FOREX holdings implementation of the base securities class
22  /// </summary>
23  /// <seealso cref="SecurityHolding"/>
25  {
26  /// <summary>
27  /// Forex Holding Class
28  /// </summary>
29  /// <param name="security">The forex security being held</param>
30  /// <param name="currencyConverter">A currency converter instance</param>
31  public ForexHolding(Forex security, ICurrencyConverter currencyConverter)
32  : base(security, currencyConverter)
33  {
34  }
35 
36  /// <summary>
37  /// Profit in pips if we closed the holdings right now including the approximate fees
38  /// </summary>
39  public decimal TotalCloseProfitPips()
40  {
41  var pipDecimal = Security.SymbolProperties.MinimumPriceVariation * 10;
42  var exchangeRate = Security.QuoteCurrency.ConversionRate;
43 
44  var pipCashCurrencyValue = (pipDecimal * AbsoluteQuantity * exchangeRate);
45  return Round((TotalCloseProfit() / pipCashCurrencyValue), 1);
46  }
47  }
48 }