Represents position for Account/Instrument. More...
#include <RTPosition.h>
Public Member Functions | |
| RTPosition (RTOrder *order) | |
| RTPosition (const RTExecutionReport *report) | |
| RTPosition (const std::string &symbol, int qty, int type) | |
| void | update (OrderSide side, int qty, double last_px) |
| void | update (int qty) |
| void | update (const RTExecutionReport *report, int denominator=1) |
| const std::string & | symbol () const |
| void | symbol (const std::string &symbol) |
| const int & | qty () const |
| double | average_price () |
| double | realized_pnl () |
| const int | type () |
| void | to_xml (std::ostream &stream) |
Represents position for Account/Instrument.
| double RT::RTPosition::average_price | ( | ) | [inline] |
returns the positions's average price
| const int& RT::RTPosition::qty | ( | ) | const [inline] |
returns the positions's qty
| double RT::RTPosition::realized_pnl | ( | ) | [inline] |
returns the positions's realized profit loss
| void RT::RTPosition::symbol | ( | const std::string & | symbol | ) | [inline] |
sets the positions's instrument symbol
| const std::string& RT::RTPosition::symbol | ( | ) | const [inline] |
returns the positions's instrument symbol
| void RT::RTPosition::to_xml | ( | std::ostream & | stream | ) | [inline] |
Converts the position to xml
| const int RT::RTPosition::type | ( | ) | [inline] |
returns position's type
| void RT::RTPosition::update | ( | const RTExecutionReport * | report, | |
| int | denominator = 1 | |||
| ) | [inline] |
Position update
| void RT::RTPosition::update | ( | int | qty | ) | [inline] |
Position update
| void RT::RTPosition::update | ( | OrderSide | side, | |
| int | qty, | |||
| double | last_px | |||
| ) | [inline] |
Position update
1.6.3
