TSLab.Script.Realtime.ISecurityRt Interface Reference

Realtime paper functions. More...

Inheritance diagram for TSLab.Script.Realtime.ISecurityRt:

Public Member Functions
void	NewOrder (OrderType type, bool isBuy, double price, double quantity, string signal, string notes=null)
	Make new order. The order type buy or sell The order price The quantity The comment the signal notes
void	NewOrder (OrderType type, bool isBuy, double price, double slippage, double quantity, string signal, string notes=null)
	Make new order. The order type buy or sell The order price The order price slippage The quantity The comment the signal notes
void	ChangeOrder (IOrder order, OrderType type, double?newPrice, double?slippage, double?newQuantity, string signal, string notes=null)
	Make new order. The order type The order instance The order price The order price slippage The quantity The comment the signal notes
void	CancelOrder (IOrder order)
	Cancel the order. The order
Public Member Functions inherited from TSLab.Script.ISecurity
IReadOnlyList< IQueueData >	GetBuyQueue (int barNum)
	Get list of orders queue for selected candle or null. The candle number returns orders queue for buy part
IReadOnlyList< IQueueData >	GetSellQueue (int barNum)
	Get list of orders queue for selected candle or null. The candle number returns orders queue for sell part
IReadOnlyList< ITrade >	GetTrades (int barNum)
	Get list of trades for selected candle. The candle number returns list of trades
IReadOnlyList< ITrade >	GetTrades (int firstBarIndex, int lastBarIndex)
	Get list of trades for selected candles. First bar index Last bar index returns list of trades
int	GetTradesCount (int firstBarIndex, int lastBarIndex)
IReadOnlyList< IReadOnlyList< ITrade > >	GetTradesPerBar (int firstBarIndex, int lastBarIndex)
ISecurity	CompressTo (int interval)
	Compress paper candles to new interval and get compressed candles list New interval in the minutes. Returns the compressed security.
ISecurity	CompressTo (Interval interval)
	Compress paper candles to new interval and get compressed candles list. New interval. Returns the compressed security.
ISecurity	CompressTo (Interval interval, int shift)
	Compress paper candles to new interval and get compressed candles list. New interval. Time shift. Returns the compressed security.
ISecurity	CompressTo (Interval interval, int shift, int adjustment, int adjShift)
	Compress paper candles to new interval and get compressed candles list. New interval. Time shift. Time adjustment. Time adjustment shift. Returns the compressed security.
ISecurity	CompressToVolume (Interval interval)
ISecurity	CompressToPriceRange (Interval interval)
IList< double >	Decompress (IList< double > candles)
	Decompress double values list from custom interval and make new double values list with the paper interval. double values list new double values list in the paper interval
IList< TK >	Decompress< TK > (IList< TK > candles, DecompressMethodWithDef method)
	Decompress TK values list from custom interval and make new TK values list with the paper interval. TK values list the decompression method new TK values list in the paper interval
void	ConnectSecurityList (IGraphListBase list)
	Connect graph to security for realtime updating. The chart list.
void	ConnectDoubleList (IGraphListBase list, IDoubleHandlerWithUpdate handler)
	Connect graph to security for realtime updating The chart list. Update handler
double	RoundPrice (double price)
	Round incoming price to minimal tick. The incoming price. The rounded price.
double	RoundShares (double shares)
	Round incoming shares to minimal lot tick. The incoming shares. The rounded shares.
ISecurity	CloneAndReplaceBars (IEnumerable< IDataBar > newCandles)
	Clone Security with new candles. ATTENTION: Can impact to optimization performance because data shouldn't shared beetween optimization step. New candles list The security with replaced candles
void	UpdateQueueData ()
	Update cached queue data.

Properties
IEnumerable< IOrder >	Orders [get]
	The list of executed and active orders (for this script only).
IEnumerable< IOrder >	CancelledOrders [get]
	The list of cancelled orders (for this script only).
bool	HasActiveOrders [get]
	Security has active orders or not
double	BalanceQuantity [get]
	Balance from position table.
double	CurrencyBalance [get]
	Free money.
double	EstimatedBalance [get]
	Estimated money.
string	PortfolioName [get]
	The security portfolio name.
string	ProviderName [get]
	The security provider name.
bool	IsPortfolioActive [get]
	Is realtime (IAgent) portfolio active (connected)? More...
Properties inherited from TSLab.Script.ISecurity
string	Symbol [get]
	Paper symbol (EESR, EURUSD etc).
IDataSourceSecurity	SecurityDescription [get]
	The security description from data provider.
FinInfo	FinInfo [get]
	Current finance information.
IReadOnlyList< IDataBar >	Bars [get]
	Paper candles list.
bool	IsBarsLoaded [get]
	Is security bars loaded or not More...
IList< double >	OpenPrices [get]
	Paper Open prices list.
IList< double >	ClosePrices [get]
	Paper Close prices list.
IList< double >	HighPrices [get]
	Paper High prices list.
IList< double >	LowPrices [get]
	Paper Low prices list.
IList< double >	Volumes [get]
	Paper Volumes list.
Interval	IntervalInstance [get]
	Paper interval.
int	Interval [get]
	Paper interval in base units.
DataIntervals	IntervalBase [get]
	Paper interval base.
int	LotSize [get]
	The lot size for the security.
double	LotTick [get]
	The lot increment for the security.
double	Margin [get]
	The margin for the security.
double	Tick [get]
	Paper tick (minimum increment value).
int	Decimals [get]
	Get security decimals
IPositionsList	Positions [get]
	Positions list.
CommissionDelegate	Commission [get, set]
	Get/set commission delegate for script.
string	CacheName [get]
	Get unique secuirty name for cache.
double	InitDeposit [get, set]
	Initial deposit.
bool	IsRealtime [get]
	Is realtime (IAgent) mode now? More...
bool	IsPortfolioReady [get]
	Is realtime (IAgent) portfolio ready to trade? More...
bool	SimulatePositionOrdering [get]
	Simulate postion ordering option enabled More...
bool	IsAligned [get]

Detailed Description

Realtime paper functions.

Property Documentation

bool TSLab.Script.Realtime.ISecurityRt.IsPortfolioActive

get

Is realtime (IAgent) portfolio active (connected)?