fastmm::Portfolio Struct Reference

PnL totals over every instrument (StrategyContext::portfolio()), in the reporting currency when the tracker converts (PositionTracker::set_accounting). More...

#include <fastmm/core/position.hpp>

Public Attributes
Notional	realized {}
Notional	unrealized {}
Notional	fees {}
Notional	net {}
	realized + unrealized - fees

Detailed Description

PnL totals over every instrument (StrategyContext::portfolio()), in the reporting currency when the tracker converts (PositionTracker::set_accounting).

Member Data Documentation

realized

Notional fastmm::Portfolio::realized {}

unrealized

Notional fastmm::Portfolio::unrealized {}

fees

Notional fastmm::Portfolio::fees {}

net

Notional fastmm::Portfolio::net {}

realized + unrealized - fees