FastQuant.PortfolioPerformance.OnEquity C# (CSharp) Method

OnEquity() public method

public OnEquity ( System.DateTime dateTime, double equity, bool forceUpdate = false ) : void
dateTime System.DateTime
equity double
forceUpdate bool
return void
        public void OnEquity(DateTime dateTime, double equity, bool forceUpdate = false)
        {
            if (this.equity == equity && !forceUpdate)
                return;

            this.equity = equity;
            this.maxEquity = Math.Max(this.maxEquity, this.equity);
            this.drawdown = this.maxEquity - equity;
            EquitySeries.Add(dateTime, this.equity);
            DrawdownSeries.Add(dateTime, this.drawdown);
            this.portfolio.Statistics.OnEquity(equity);
        }
    }

Same methods

PortfolioPerformance::OnEquity ( double equity, bool forceUpdate = false ) : void