Class IAccount.OrderReceipt

Container collecting all order information at time of order execution.

Inheritance
object
IAccount.OrderReceipt
Inherited Members
Namespace: TuringTrader.SimulatorV2
Assembly: TuringTrader.Simulator.dll
Syntax
public class IAccount.OrderReceipt

Constructors

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OrderReceipt(OrderTicket, DateTime, double, double, double, double)

Create new order receipt.

Declaration
public OrderReceipt(IAccount.OrderTicket orderTicket, DateTime execDate, double orderSize, double fillPrice, double orderAmount, double frictionAmount)
Parameters
Type Name Description
IAccount.OrderTicket orderTicket

order ticket
DateTime execDate

order execution date
double orderSize

order size as fraction of account value
double fillPrice

order fill price
double orderAmount

order amount in currency
double frictionAmount

order friction in currency

Fields

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ExecDate

Order execution date.

Declaration
public readonly DateTime ExecDate
Field Value
Type Description
DateTime
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FillPrice

Order fill price.

Declaration
public readonly double FillPrice
Field Value
Type Description
double
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FrictionAmount

Currency lost for trade friction. Note that throughout the v2 engine, currency has no significance. This is only to make trades more tangible while analyzing and debugging.

Declaration
public readonly double FrictionAmount
Field Value
Type Description
double
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OrderAmount

Currency spent/received for assets traded. Note that throughout the v2 engine, currency has no significance. This is only to make trades more tangible while analyzing and debugging.

Declaration
public readonly double OrderAmount
Field Value
Type Description
double
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OrderSize

Order size, as a fraction of NAV.

Declaration
public readonly double OrderSize
Field Value
Type Description
double
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OrderTicket

Order ticket.

Declaration
public readonly IAccount.OrderTicket OrderTicket
Field Value
Type Description
IAccount.OrderTicket