wehub-resource-sync
48 lines
1.8 KiB
C#
48 lines
1.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using static System.Math;
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namespace QuantConnect.Securities.Forex
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{
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/// <summary>
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/// FOREX holdings implementation of the base securities class
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/// </summary>
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/// <seealso cref="SecurityHolding"/>
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public class ForexHolding : SecurityHolding
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{
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/// <summary>
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/// Forex Holding Class
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/// </summary>
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/// <param name="security">The forex security being held</param>
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/// <param name="currencyConverter">A currency converter instance</param>
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public ForexHolding(Forex security, ICurrencyConverter currencyConverter)
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: base(security, currencyConverter)
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{
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}
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/// <summary>
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/// Profit in pips if we closed the holdings right now including the approximate fees
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/// </summary>
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public decimal TotalCloseProfitPips()
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{
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var pipDecimal = Security.SymbolProperties.MinimumPriceVariation * 10;
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var exchangeRate = Security.QuoteCurrency.ConversionRate;
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var pipCashCurrencyValue = (pipDecimal * AbsoluteQuantity * exchangeRate);
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return Round((TotalCloseProfit() / pipCashCurrencyValue), 1);
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}
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}
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} |