Create an attribute in Strategy Class to implement the instant result (PnL - Profit and Loss) for each event received. Only the events of instruments in position dictionary must be considered.
This atribute must be a list, with a new element at each event of interest. The strategy could be multi instrument.
elijose55
commented
4 years ago
Create an attribute in Strategy Class to implement the instant result (PnL - Profit and Loss) for each event received. Only the events of instruments in position dictionary must be considered. This atribute must be a list, with a new element at each event of interest. The strategy could be multi instrument.