position.hpp File Reference

Position tracking, average-cost method (5.8). More...

#include "fastmm/core/config_macros.hpp"
#include "fastmm/core/enums.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/fx.hpp"
#include "fastmm/core/instrument.hpp"
#include "fastmm/core/strong_id.hpp"
#include <array>
#include <cstddef>
#include <cstdint>
#include <memory>

Go to the source code of this file.

Classes
struct	fastmm::Position
struct	fastmm::Portfolio
	PnL totals over every instrument (StrategyContext::portfolio()), in the reporting currency when the tracker converts (PositionTracker::set_accounting). More...
class	fastmm::PositionTracker
struct	fastmm::PositionTracker::Totals
	Totals of one currency, in that currency (converting() only). More...

Namespaces
namespace	fastmm

Detailed Description

Position tracking, average-cost method (5.8).

All arithmetic is integer with __int128 intermediates; realized/unrealized/fees feed the max-loss kill switch.