Interface IPortfolioState

Namespace

Virtufin.Core.Behaviour

Assembly

Virtufin.Core.dll

Marker for any type that represents the folded portfolio state — the derived holdings (positions, cash, average entry prices) a strategy observes at each step of the trading loop. Counterpart of the raw IPositionEvent stream: the state is produced by folding the events with an IAlgebra<TEvent, TState>.

public interface IPortfolioState