34 lines
1.2 KiB
C#
34 lines
1.2 KiB
C#
using System;
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using StopLimits=MarketData.Generator.Model.StopLimits;
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namespace MarketData.Generator.MGSHMomentum
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{
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public class MGSHSessionParams
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{
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public DateTime LastUpdated { get; set; }
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public DateTime TradeDate { get; set; }
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public DateTime StartDate { get; set; }
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public DateTime AnalysisDate { get; set; }
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public MGSHConfiguration Configuration { get; set; }
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public MGSHActivePositions ActivePositions { get; set; }
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public MGSHPositions AllPositions { get; set; }
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public double CashBalance { get; set; }
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public double HedgeCashBalance { get; set; }
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public double NonTradeableCash { get; set; }
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public StopLimits StopLimits { get; set;}
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public MGSHPositions HedgePositions { get; set; }
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public MGSHPricingExceptions PricingExceptions{ get; set; }
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public int Cycle { get; set; }
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// This gets AllPositions+Positions+HedgePositions
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public MGSHPositions GetCombinedPositions()
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{
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MGSHPositions positions=new MGSHPositions();
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positions.AddRange(AllPositions);
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positions.AddRange(ActivePositions.GetPositions());
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positions.AddRange(HedgePositions);
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return positions;
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}
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}
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}
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