33 lines
1.0 KiB
C#
33 lines
1.0 KiB
C#
using System;
|
|
using System.IO;
|
|
using System.Threading.Tasks;
|
|
using System.Runtime.Serialization.Formatters.Binary;
|
|
using MarketData.Utils;
|
|
|
|
namespace MarketData.Generator.Momentum
|
|
{
|
|
public class MGSessionParams
|
|
{
|
|
public DateTime LastUpdated { get; set; }
|
|
public DateTime TradeDate { get; set; }
|
|
public DateTime StartDate { get; set; }
|
|
public DateTime AnalysisDate { get; set; }
|
|
public MGConfiguration Configuration { get; set; }
|
|
public ActivePositions ActivePositions { get; set; }
|
|
public Positions AllPositions { get; set; }
|
|
public double CashBalance { get; set; }
|
|
public double NonTradeableCash { get; set; }
|
|
public int Cycle { get; set; }
|
|
|
|
// This gets AllPositions+Positions
|
|
public Positions GetCombinedPositions()
|
|
{
|
|
Positions positions=new Positions();
|
|
foreach(Position position in AllPositions) positions.Add(position);
|
|
Positions activePositions=ActivePositions.GetPositions();
|
|
foreach(Position position in activePositions) positions.Add(position);
|
|
return positions;
|
|
}
|
|
}
|
|
}
|