SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio More...

Inheritance diagram for QuantConnect.Securities.SecurityHolding:

Public Member Functions
	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...

Public Attributes
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
	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
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
EventHandler< SecurityHoldingQuantityChangedEventArgs >	QuantityChanged
	Event raised each time the holdings quantity is changed. More...

Detailed Description

SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio

Definition at line 26 of file SecurityHolding.cs.

Constructor & Destructor Documentation

◆ SecurityHolding() [1/2]

QuantConnect.Securities.SecurityHolding.SecurityHolding	(	Security	security,
		ICurrencyConverter	currencyConverter
	)

Create a new holding class instance setting the initial properties to $0.

Parameters

security	The security being held
currencyConverter	A currency converter instance

Definition at line 51 of file SecurityHolding.cs.

◆ SecurityHolding() [2/2]

QuantConnect.Securities.SecurityHolding.SecurityHolding ( SecurityHolding holding )

protected

Create a new holding class instance copying the initial properties

Parameters

holding The security being held

Definition at line 64 of file SecurityHolding.cs.

Member Function Documentation

◆ AddNewFee()

void QuantConnect.Securities.SecurityHolding.AddNewFee ( decimal newFee )

Adds a fee to the running total of total fees in units of the account's currency.

Parameters

newFee

Definition at line 379 of file SecurityHolding.cs.

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◆ AddNewProfit()

void QuantConnect.Securities.SecurityHolding.AddNewProfit ( decimal profitLoss )

Adds a profit record to the running total of profit in units of the account's currency.

Parameters

profitLoss The cash change in portfolio from closing a position

Definition at line 388 of file SecurityHolding.cs.

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◆ AddNewSale()

void QuantConnect.Securities.SecurityHolding.AddNewSale ( decimal saleValue )

Adds a new sale value to the running total trading volume in units of the account's currency.

Parameters

saleValue

Definition at line 397 of file SecurityHolding.cs.

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◆ AddNewDividend()

void QuantConnect.Securities.SecurityHolding.AddNewDividend ( decimal dividend )

Adds a new dividend payment to the running total dividend in units of the account's currency.

Parameters

dividend

Definition at line 406 of file SecurityHolding.cs.

◆ SetLastTradeProfit()

void QuantConnect.Securities.SecurityHolding.SetLastTradeProfit ( decimal lastTradeProfit )

Set the last trade profit for this security from a Portfolio.ProcessFill call in units of the account's currency.

Parameters

lastTradeProfit Value of the last trade profit

Definition at line 415 of file SecurityHolding.cs.

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◆ SetHoldings() [1/2]

virtual void QuantConnect.Securities.SecurityHolding.SetHoldings	(	decimal	averagePrice,
		int	quantity
	)

virtual

Set the quantity of holdings and their average price after processing a portfolio fill.

Definition at line 423 of file SecurityHolding.cs.

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◆ SetHoldings() [2/2]

virtual void QuantConnect.Securities.SecurityHolding.SetHoldings	(	decimal	averagePrice,
		decimal	quantity
	)

virtual

Set the quantity of holdings and their average price after processing a portfolio fill.

Definition at line 431 of file SecurityHolding.cs.

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◆ UpdateMarketPrice()

virtual void QuantConnect.Securities.SecurityHolding.UpdateMarketPrice ( decimal closingPrice )

virtual

Update local copy of closing price value.

Parameters

closingPrice Price of the underlying asset to be used for calculating market price / portfolio value

Definition at line 446 of file SecurityHolding.cs.

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◆ GetQuantityValue() [1/2]

virtual ConvertibleCashAmount QuantConnect.Securities.SecurityHolding.GetQuantityValue ( decimal quantity )

virtual

Gets the total value of the specified quantity of shares of this security in the account currency

Parameters

quantity The quantity of shares

Returns: The value of the quantity of shares in the account currency

Definition at line 457 of file SecurityHolding.cs.

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◆ GetQuantityValue() [2/2]

virtual ConvertibleCashAmount QuantConnect.Securities.SecurityHolding.GetQuantityValue	(	decimal	quantity,
		decimal	price
	)

virtual

Gets the total value of the specified quantity of shares of this security in the account currency

Parameters

quantity	The quantity of shares
price	The current price

Returns: The value of the quantity of shares in the account currency

Reimplemented in QuantConnect.Securities.CryptoFuture.CryptoFutureHolding.

Definition at line 469 of file SecurityHolding.cs.

◆ TotalCloseProfit()

virtual decimal QuantConnect.Securities.SecurityHolding.TotalCloseProfit	(	bool	includeFees = `true`,
		decimal?	exitPrice = `null`,
		decimal?	entryPrice = `null`,
		decimal?	quantity = `null`
	)

virtual

Profit if we closed the holdings right now including the approximate fees in units of the account's currency.

Does not use the transaction model for market fills but should.

Definition at line 479 of file SecurityHolding.cs.

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◆ ToString()

override string QuantConnect.Securities.SecurityHolding.ToString ( )

Writes out the properties of this instance to string

Definition at line 512 of file SecurityHolding.cs.

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◆ OnQuantityChanged()

virtual void QuantConnect.Securities.SecurityHolding.OnQuantityChanged	(	decimal	previousAveragePrice,
		decimal	previousQuantity
	)

protectedvirtual

Event invocator for the QuantityChanged event

Definition at line 520 of file SecurityHolding.cs.

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Member Data Documentation

◆ HoldStock

virtual bool QuantConnect.Securities.SecurityHolding.HoldStock => _invested

Boolean flag indicating if we hold any of the security

Definition at line 253 of file SecurityHolding.cs.

◆ Invested

virtual bool QuantConnect.Securities.SecurityHolding.Invested => _invested

Boolean flag indicating if we hold any of the security

Alias of HoldStock

See also: HoldStock

Definition at line 260 of file SecurityHolding.cs.

Property Documentation

◆ Security

Security QuantConnect.Securities.SecurityHolding.Security

getprotected

The security being held

Definition at line 81 of file SecurityHolding.cs.

◆ Target

IPortfolioTarget QuantConnect.Securities.SecurityHolding.Target

getset

Gets the current target holdings for this security

Definition at line 92 of file SecurityHolding.cs.

◆ AveragePrice

decimal QuantConnect.Securities.SecurityHolding.AveragePrice

getprotected set

Average price of the security holdings.

Definition at line 100 of file SecurityHolding.cs.

◆ Quantity

decimal QuantConnect.Securities.SecurityHolding.Quantity

getprotected set

Quantity of the security held.

Positive indicates long holdings, negative quantity indicates a short holding

See also: AbsoluteQuantity

Definition at line 117 of file SecurityHolding.cs.

◆ Symbol

Symbol QuantConnect.Securities.SecurityHolding.Symbol

get

Symbol identifier of the underlying security.

Definition at line 135 of file SecurityHolding.cs.

◆ Type

SecurityType QuantConnect.Securities.SecurityHolding.Type

get

The security type of the symbol

Definition at line 146 of file SecurityHolding.cs.

◆ Leverage

virtual decimal QuantConnect.Securities.SecurityHolding.Leverage

get

Leverage of the underlying security.

Definition at line 157 of file SecurityHolding.cs.

◆ HoldingsCost

virtual decimal QuantConnect.Securities.SecurityHolding.HoldingsCost

get

Acquisition cost of the security total holdings in units of the account's currency.

Definition at line 168 of file SecurityHolding.cs.

◆ UnleveredHoldingsCost

virtual decimal QuantConnect.Securities.SecurityHolding.UnleveredHoldingsCost

get

Unlevered Acquisition cost of the security total holdings in units of the account's currency.

Definition at line 183 of file SecurityHolding.cs.

◆ Price

virtual decimal QuantConnect.Securities.SecurityHolding.Price

getprotected set

Current market price of the security.

Definition at line 191 of file SecurityHolding.cs.

◆ AbsoluteHoldingsCost

virtual decimal QuantConnect.Securities.SecurityHolding.AbsoluteHoldingsCost

get

Absolute holdings cost for current holdings in units of the account's currency.

See also: HoldingsCost

Definition at line 207 of file SecurityHolding.cs.

◆ UnleveredAbsoluteHoldingsCost

virtual decimal QuantConnect.Securities.SecurityHolding.UnleveredAbsoluteHoldingsCost

get

Unlevered absolute acquisition cost of the security total holdings in units of the account's currency.

Definition at line 218 of file SecurityHolding.cs.

◆ HoldingsValue

virtual decimal QuantConnect.Securities.SecurityHolding.HoldingsValue

get

Market value of our holdings in units of the account's currency.

Definition at line 229 of file SecurityHolding.cs.

◆ AbsoluteHoldingsValue

virtual decimal QuantConnect.Securities.SecurityHolding.AbsoluteHoldingsValue

get

Absolute of the market value of our holdings in units of the account's currency.

See also: HoldingsValue

Definition at line 246 of file SecurityHolding.cs.

◆ TotalSaleVolume

virtual decimal QuantConnect.Securities.SecurityHolding.TotalSaleVolume

get

The total transaction volume for this security since the algorithm started in units of the account's currency.

Definition at line 266 of file SecurityHolding.cs.

◆ TotalFees

virtual decimal QuantConnect.Securities.SecurityHolding.TotalFees

get

Total fees for this company since the algorithm started in units of the account's currency.

Definition at line 274 of file SecurityHolding.cs.

◆ TotalDividends

virtual decimal QuantConnect.Securities.SecurityHolding.TotalDividends

get

Total dividends for this company since the algorithm started in units of the account's currency.

Definition at line 282 of file SecurityHolding.cs.

◆ IsLong

virtual bool QuantConnect.Securities.SecurityHolding.IsLong

get

Boolean flag indicating we have a net positive holding of the security.

See also: IsShort

Definition at line 291 of file SecurityHolding.cs.

◆ IsShort

virtual bool QuantConnect.Securities.SecurityHolding.IsShort

get

BBoolean flag indicating we have a net negative holding of the security.

See also: IsLong

Definition at line 303 of file SecurityHolding.cs.

◆ AbsoluteQuantity

virtual decimal QuantConnect.Securities.SecurityHolding.AbsoluteQuantity

get

Absolute quantity of holdings of this security

See also: Quantity

Definition at line 315 of file SecurityHolding.cs.

◆ LastTradeProfit

virtual decimal QuantConnect.Securities.SecurityHolding.LastTradeProfit

get

Record of the closing profit from the last trade conducted in units of the account's currency.

Definition at line 326 of file SecurityHolding.cs.

◆ Profit

virtual decimal QuantConnect.Securities.SecurityHolding.Profit

get

Calculate the total profit for this security in units of the account's currency.

See also: NetProfit

Definition at line 338 of file SecurityHolding.cs.

◆ NetProfit

virtual decimal QuantConnect.Securities.SecurityHolding.NetProfit

get

Return the net for this company measured by the profit less fees in units of the account's currency.

See also: Profit, TotalFees

Definition at line 348 of file SecurityHolding.cs.

◆ UnrealizedProfitPercent

virtual decimal QuantConnect.Securities.SecurityHolding.UnrealizedProfitPercent

get

Gets the unrealized profit as a percentage of holdings cost

Definition at line 359 of file SecurityHolding.cs.

◆ UnrealizedProfit

virtual decimal QuantConnect.Securities.SecurityHolding.UnrealizedProfit

get

Unrealized profit of this security when absolute quantity held is more than zero in units of the account's currency.

Definition at line 371 of file SecurityHolding.cs.

Event Documentation

◆ QuantityChanged

EventHandler<SecurityHoldingQuantityChangedEventArgs> QuantConnect.Securities.SecurityHolding.QuantityChanged

Event raised each time the holdings quantity is changed.

Definition at line 31 of file SecurityHolding.cs.

The documentation for this class was generated from the following file:

Common/Securities/SecurityHolding.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ SecurityHolding() [1/2]

◆ SecurityHolding() [2/2]

Member Function Documentation

◆ AddNewFee()

◆ AddNewProfit()

◆ AddNewSale()

◆ AddNewDividend()

◆ SetLastTradeProfit()

◆ SetHoldings() [1/2]

◆ SetHoldings() [2/2]

◆ UpdateMarketPrice()

◆ GetQuantityValue() [1/2]

◆ GetQuantityValue() [2/2]

◆ TotalCloseProfit()

◆ ToString()

◆ OnQuantityChanged()

Member Data Documentation

◆ HoldStock

◆ Invested

Property Documentation

◆ Security

◆ Target

◆ AveragePrice

◆ Quantity

◆ Symbol

◆ Type

◆ Leverage

◆ HoldingsCost

◆ UnleveredHoldingsCost

◆ Price

◆ AbsoluteHoldingsCost

◆ UnleveredAbsoluteHoldingsCost

◆ HoldingsValue

◆ AbsoluteHoldingsValue

◆ TotalSaleVolume

◆ TotalFees

◆ TotalDividends

◆ IsLong

◆ IsShort

◆ AbsoluteQuantity

◆ LastTradeProfit

◆ Profit

◆ NetProfit

◆ UnrealizedProfitPercent

◆ UnrealizedProfit

Event Documentation

◆ QuantityChanged