Interface IAccount

Trading calendar class to convert a date range to an enumerable of valid trading days.

Namespace: TuringTrader.SimulatorV2

Assembly: TuringTrader.Simulator.dll

Syntax

public interface IAccount

Properties

Cash

Return of cash available, as fraction of NAV.

Declaration

double Cash { get; }

Property Value

Type	Description
double

NetAssetValue

Return net asset value in currency, starting with $1,000 at the beginning of the simulation. Note that currency has no relevance throughout the v2 engine. We use this value to make the NAV more tangible during analysis and debugging.

Declaration

double NetAssetValue { get; }

Property Value

Type	Description
double

Positions

Return positions, as fraction of NAV.

Declaration

Dictionary<string, double> Positions { get; }

Property Value

Type	Description
System.Collections.Generic.Dictionary<TKey, TValue><string, double>

TradeLog

Retrieve trade log. Note that this log only contains trades executed and not orders that were not executed.

Declaration

List<IAccount.OrderReceipt> TradeLog { get; }

Property Value

Type	Description
System.Collections.Generic.List<T><IAccount.OrderReceipt>

Methods

ProcessBar()

Process bar. This method will loop through the queued orders, execute them as required, and return a bar representing the strategy's NAV.

Declaration

OHLCV ProcessBar()

Returns

Type	Description
OHLCV

SubmitOrder(string, double, OrderType, double)

Submit and queue order.

Declaration

void SubmitOrder(string Name, double weight, OrderType orderType, double orderPrice = 0)

Parameters

Type	Name	Description
string	Name	asset name
double	weight	asset target allocation
OrderType	orderType	order type
double	orderPrice	trigger price for stop and limit orders