Manages the positions and the PnL of a trading system. More...

Public Member Functions
	PositionManager ()
	Default constructor that initializes the market data to a default instance.

	PositionManager (MarketData &marketData)
	Constructor that initializes the market data to the given instance. More...

	~PositionManager ()
	Destructor that stops the PositionManager if it is running.

void	start ()
	Starts the PositionManager thread.

void	run ()
	Runs the PositionManager loop.

void	stop ()
	Stops the PositionManager thread.

bool	isRunning ()
	Returns whether the PositionManager is running. More...

double	getPnL ()
	Returns the current PnL of the trading system. More...

double	getPosition (std::string symbol)
	Returns the current position of the given symbol (quantity held). More...

void	updatePosition (std::string symbol, double quantity)
	Updates the position of the given symbol. More...

Detailed Description

Manages the positions and the PnL of a trading system.

Constructor & Destructor Documentation

ats::PositionManager::PositionManager ( MarketData & marketData )

Constructor that initializes the market data to the given instance.

Parameters

marketData The market data to use.

double ats::PositionManager::getPnL ( )

Returns the current PnL of the trading system.

double ats::PositionManager::getPosition ( std::string symbol )

Returns the current position of the given symbol (quantity held).

Parameters

symbol The symbol of the position to retrieve.

bool ats::PositionManager::isRunning ( )

Returns whether the PositionManager is running.

void ats::PositionManager::updatePosition	(	std::string	symbol,
		double	quantity
	)

Updates the position of the given symbol.

Parameters

symbol	The symbol of the position to update.
quantity	The new quantity of the position.

The documentation for this class was generated from the following files: