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Option holdings implementation of the base securities class More...
Public Member Functions | |
OptionHolding (Option security, ICurrencyConverter currencyConverter) | |
Option Holding Class constructor More... | |
Public Member Functions inherited from QuantConnect.Securities.SecurityHolding | |
SecurityHolding (Security security, ICurrencyConverter currencyConverter) | |
Create a new holding class instance setting the initial properties to $0. More... | |
void | AddNewFee (decimal newFee) |
Adds a fee to the running total of total fees in units of the account's currency. More... | |
void | AddNewProfit (decimal profitLoss) |
Adds a profit record to the running total of profit in units of the account's currency. More... | |
void | AddNewSale (decimal saleValue) |
Adds a new sale value to the running total trading volume in units of the account's currency. More... | |
void | AddNewDividend (decimal dividend) |
Adds a new dividend payment to the running total dividend in units of the account's currency. More... | |
void | SetLastTradeProfit (decimal lastTradeProfit) |
Set the last trade profit for this security from a Portfolio.ProcessFill call in units of the account's currency. More... | |
virtual void | SetHoldings (decimal averagePrice, int quantity) |
Set the quantity of holdings and their average price after processing a portfolio fill. More... | |
virtual void | SetHoldings (decimal averagePrice, decimal quantity) |
Set the quantity of holdings and their average price after processing a portfolio fill. More... | |
virtual void | UpdateMarketPrice (decimal closingPrice) |
Update local copy of closing price value. More... | |
virtual ConvertibleCashAmount | GetQuantityValue (decimal quantity) |
Gets the total value of the specified quantity of shares of this security in the account currency More... | |
virtual ConvertibleCashAmount | GetQuantityValue (decimal quantity, decimal price) |
Gets the total value of the specified quantity of shares of this security in the account currency More... | |
virtual decimal | TotalCloseProfit (bool includeFees=true, decimal? exitPrice=null, decimal? entryPrice=null, decimal? quantity=null) |
Profit if we closed the holdings right now including the approximate fees in units of the account's currency. More... | |
override string | ToString () |
Writes out the properties of this instance to string More... | |
Additional Inherited Members | |
Public Attributes inherited from QuantConnect.Securities.SecurityHolding | |
virtual bool | HoldStock => _invested |
Boolean flag indicating if we hold any of the security More... | |
virtual bool | Invested => _invested |
Boolean flag indicating if we hold any of the security More... | |
Protected Member Functions inherited from QuantConnect.Securities.SecurityHolding | |
SecurityHolding (SecurityHolding holding) | |
Create a new holding class instance copying the initial properties More... | |
virtual void | OnQuantityChanged (decimal previousAveragePrice, decimal previousQuantity) |
Event invocator for the QuantityChanged event More... | |
Properties inherited from QuantConnect.Securities.SecurityHolding | |
Security | Security [get] |
The security being held More... | |
IPortfolioTarget | Target [get, set] |
Gets the current target holdings for this security More... | |
decimal | AveragePrice [get, protected set] |
Average price of the security holdings. More... | |
decimal | Quantity [get, protected set] |
Quantity of the security held. More... | |
Symbol | Symbol [get] |
Symbol identifier of the underlying security. More... | |
SecurityType | Type [get] |
The security type of the symbol More... | |
virtual decimal | Leverage [get] |
Leverage of the underlying security. More... | |
virtual decimal | HoldingsCost [get] |
Acquisition cost of the security total holdings in units of the account's currency. More... | |
virtual decimal | UnleveredHoldingsCost [get] |
Unlevered Acquisition cost of the security total holdings in units of the account's currency. More... | |
virtual decimal | Price [get, protected set] |
Current market price of the security. More... | |
virtual decimal | AbsoluteHoldingsCost [get] |
Absolute holdings cost for current holdings in units of the account's currency. More... | |
virtual decimal | UnleveredAbsoluteHoldingsCost [get] |
Unlevered absolute acquisition cost of the security total holdings in units of the account's currency. More... | |
virtual decimal | HoldingsValue [get] |
Market value of our holdings in units of the account's currency. More... | |
virtual decimal | AbsoluteHoldingsValue [get] |
Absolute of the market value of our holdings in units of the account's currency. More... | |
virtual decimal | TotalSaleVolume [get] |
The total transaction volume for this security since the algorithm started in units of the account's currency. More... | |
virtual decimal | TotalFees [get] |
Total fees for this company since the algorithm started in units of the account's currency. More... | |
virtual decimal | TotalDividends [get] |
Total dividends for this company since the algorithm started in units of the account's currency. More... | |
virtual bool | IsLong [get] |
Boolean flag indicating we have a net positive holding of the security. More... | |
virtual bool | IsShort [get] |
BBoolean flag indicating we have a net negative holding of the security. More... | |
virtual decimal | AbsoluteQuantity [get] |
Absolute quantity of holdings of this security More... | |
virtual decimal | LastTradeProfit [get] |
Record of the closing profit from the last trade conducted in units of the account's currency. More... | |
virtual decimal | Profit [get] |
Calculate the total profit for this security in units of the account's currency. More... | |
virtual decimal | NetProfit [get] |
Return the net for this company measured by the profit less fees in units of the account's currency. More... | |
virtual decimal | UnrealizedProfitPercent [get] |
Gets the unrealized profit as a percentage of holdings cost More... | |
virtual decimal | UnrealizedProfit [get] |
Unrealized profit of this security when absolute quantity held is more than zero in units of the account's currency. More... | |
Events inherited from QuantConnect.Securities.SecurityHolding | |
EventHandler< SecurityHoldingQuantityChangedEventArgs > | QuantityChanged |
Event raised each time the holdings quantity is changed. More... | |
Option holdings implementation of the base securities class
Definition at line 24 of file OptionHolding.cs.
QuantConnect.Securities.Option.OptionHolding.OptionHolding | ( | Option | security, |
ICurrencyConverter | currencyConverter | ||
) |
Option Holding Class constructor
security | The option security being held |
currencyConverter | A currency converter instance |
Definition at line 31 of file OptionHolding.cs.