public SimAccount()
{
log_data = new LogData();
performance_data = new PerformanceData();
order_data = new OrderData();
holding_data = new HoldingData();
total_pl_list = new List <double>();
total_pl_ratio_list = new List <double>();
}
public SimAccount()
{
log_data = new LogData();
performance_data = new PerformanceData();
order_data = new OrderData();
holding_data = new HoldingData();
total_pl_list = new List <double>();
total_pl_ratio_list = new List <double>();
margin_required = 0.0;
leverage = 0.0;
start_ind = 0;
end_ind = 0;
}
public void add_log_data(int i, string dt, string action, HoldingData hd, OrderData od, PerformanceData pd)
{
total_pl_log.Add(pd.total_pl);
if (od.order_serial_list.Count > 0)
{
log_data_table.Rows.Add(pd.total_pl, pd.total_fee, dt, i, od.order_side[od.order_serial_list.Last()], od.order_type[od.order_serial_list.Last()],
od.order_size[od.order_serial_list.Last()], od.order_price[od.order_serial_list.Last()], od.order_message[od.order_serial_list.Last()], hd.holding_side, hd.holding_price, hd.holding_size,
action);
}
else
{
log_data_table.Rows.Add(pd.total_pl, pd.total_fee, dt, i, "", "", 0, 0, "", hd.holding_side, hd.holding_price, hd.holding_size, action);
}
}