QPAS
QUSMA Performance Analytics Suite
Namespaces | Classes | Enumerations
EntityModel Namespace Reference

Namespaces

namespace  Migrations
 

Classes

class  Account
 
class  Benchmark
 
class  BenchmarkComponent
 
class  CashTransaction
 
class  Currency
 
class  DatasourcePreference
 
class  DividendAccrual
 
class  EquitySummary
 
class  Execution
 
class  FXPosition
 
class  FXRate
 
class  FXTransaction
 
class  Instrument
 
class  OpenPosition
 
class  Order
 
class  PriorPosition
 
class  ReportSettings
 
class  Strategy
 
class  Tag
 
class  Trade
 
class  UserScript
 
interface  IQpasDbContext
 
class  QpasDbContext
 
class  Utils
 

Enumerations

enum class  AssetClass : int {
  Bag = 6 , Bill = 10 , Bond = 7 , Cash = 5 ,
  CFD = 11 , Commodity = 9 , Future = 2 , FutureOption = 4 ,
  Index = 3 , Option = 1 , Stock = 0 , Undefined = 12 ,
  Warrant = 8
}
 
enum class  BacktestSource : int { None = 0 , External = 1 , File = 2 }
 
enum class  ExecutionBenchmark { Open , Close , Reference , VWAP }
 
enum class  FilterMethod { Any , All , Exclude }
 
enum class  ReturnType { ROAC , ROTC }
 
enum class  UserScriptType { OrderScript = 1 , TradeScript = 2 }
 

Enumeration Type Documentation

◆ AssetClass

enum EntityModel.AssetClass : int
strong
Enumerator
Bag 
Bill 
Bond 
Cash 
CFD 
Commodity 
Future 
FutureOption 
Index 
Option 
Stock 
Undefined 
Warrant 

◆ BacktestSource

enum EntityModel.BacktestSource : int
strong
Enumerator
None 
External 
File 

◆ ExecutionBenchmark

Enumerator
Open 
Close 
Reference 
VWAP 

◆ FilterMethod

Enumerator
Any 
All 
Exclude 

◆ ReturnType

Enumerator
ROAC 
ROTC 

◆ UserScriptType

Enumerator
OrderScript 
TradeScript