com.apama.position.tracker
Event RealizedPnLTrackerConstants


This event contains all the common constant values for the Realized PnL Tracker implementation.
Constant summary
 constant stringDEFAULT_CONFIGSTORENAME := "REALIZED_PnL_TRACKER"

The name of the Configuration Store that is used for persisting position information by this Position Tracker.
 constant stringDEFAULT_CONFIGSTORENAME_FOR_INDV := "REALIZED_PnL_TRACKER_INDV"

The name of the Configuration Store that is used for persisting individual slice position information by this Position Tracker.
 constant stringDEFAULT_CONFIGSTOREPATH := "REALIZED_PnL_TRACKER.sqlite"

The name of the Configuration Store path that is used for persisting position information by this Position Tracker.
 constant stringDEFAULT_CONFIGSTOREPATH_FOR_INDV := "REALIZED_PnL_TRACKER_INDV.sqlite"

The name of the Configuration Store path that is used for persisting individual slice position information by this Position Tracker.
 constant stringDEFAULT_TRACKER_CONFIG_NORMALIZE_CURRENCY := "USD"

The default value for the TRACKER_CONFIG_NORMALIZE_CURRENCY config.
 constant stringTRACKER_CONFIG_NORMALIZE_CURRENCY := "NORMALIZE_CURRENCY"

The configuration parameter name that can be used to specify the currency the Realized PnL tracker should normalize it's cash positions to. If not supplied, the default value is USD.
 constant stringTRACKER_CONFIG_SLICE_CURRENCY := "SLICE_CURRENCY"

The configuration parameter name that can be used to specify the currency this slice is traded in. Used in conjunction with TRACKER_CONFIG_NORMALIZE_CURRENCY to normalize the cash positions to a common currency.
 constant stringTRACKER_CONFIG_TRACK_SEPARATE_LONG_SHORT := "TRACK_SEPARATE_LONG_SHORT"

The configuration parameter name that can be used to specify that the Realized PnL should track all long and all short positions for a subscription separately, rather than calculating the net position of long and short positions.
 constant stringTRACKER_TYPE := "REALIZED_PnL_TRACKER"

The type of the Realized PnL Tracker that is registered with the Position Service. Specific instances of the Realized PnL Tracker will have their own tracker names, but a common type.
 
Action summary
 com.apama.position.tracker.GenericPositionTrackerConstantsgetGenericConsts()

This action returns the set of generic Position Tracker constants that are common to all CMF Position Tracker implementations.
 
Constant detail

DEFAULT_CONFIGSTORENAME

            constant string DEFAULT_CONFIGSTORENAME := "REALIZED_PnL_TRACKER"
        
The name of the Configuration Store that is used for persisting position information by this Position Tracker.

DEFAULT_CONFIGSTORENAME_FOR_INDV

            constant string DEFAULT_CONFIGSTORENAME_FOR_INDV := "REALIZED_PnL_TRACKER_INDV"
        
The name of the Configuration Store that is used for persisting individual slice position information by this Position Tracker.

DEFAULT_CONFIGSTOREPATH

            constant string DEFAULT_CONFIGSTOREPATH := "REALIZED_PnL_TRACKER.sqlite"
        
The name of the Configuration Store path that is used for persisting position information by this Position Tracker.

DEFAULT_CONFIGSTOREPATH_FOR_INDV

            constant string DEFAULT_CONFIGSTOREPATH_FOR_INDV := "REALIZED_PnL_TRACKER_INDV.sqlite"
        
The name of the Configuration Store path that is used for persisting individual slice position information by this Position Tracker.

DEFAULT_TRACKER_CONFIG_NORMALIZE_CURRENCY

            constant string DEFAULT_TRACKER_CONFIG_NORMALIZE_CURRENCY := "USD"
        
The default value for the TRACKER_CONFIG_NORMALIZE_CURRENCY config.

TRACKER_CONFIG_NORMALIZE_CURRENCY

            constant string TRACKER_CONFIG_NORMALIZE_CURRENCY := "NORMALIZE_CURRENCY"
        
The configuration parameter name that can be used to specify the currency the Realized PnL tracker should normalize it's cash positions to. If not supplied, the default value is USD.

This configuration value is used when subscribing to the Position Service.

TRACKER_CONFIG_SLICE_CURRENCY

            constant string TRACKER_CONFIG_SLICE_CURRENCY := "SLICE_CURRENCY"
        
The configuration parameter name that can be used to specify the currency this slice is traded in. Used in conjunction with TRACKER_CONFIG_NORMALIZE_CURRENCY to normalize the cash positions to a common currency.

If not supplied, currency normalization is not applied for this slice and the Tracker will act the same as the Open Position Tracker.

This configuration value is used when subscribing to the Position Service.

TRACKER_CONFIG_TRACK_SEPARATE_LONG_SHORT

            constant string TRACKER_CONFIG_TRACK_SEPARATE_LONG_SHORT := "TRACK_SEPARATE_LONG_SHORT"
        
The configuration parameter name that can be used to specify that the Realized PnL should track all long and all short positions for a subscription separately, rather than calculating the net position of long and short positions.

This configuration value is used when subscribing to the Position Service.

TRACKER_TYPE

            constant string TRACKER_TYPE := "REALIZED_PnL_TRACKER"
        
The type of the Realized PnL Tracker that is registered with the Position Service. Specific instances of the Realized PnL Tracker will have their own tracker names, but a common type.
Action detail

getGenericConsts

            com.apama.position.tracker.GenericPositionTrackerConstants getGenericConsts()
        
This action returns the set of generic Position Tracker constants that are common to all CMF Position Tracker implementations.
Returns:
An event containing a set of constants that are common to all CMF Position Tracker implementations
See Also:
com.apama.position.tracker.GenericPositionTrackerConstants - The set of constants that are common to all CMF Position Tracker implementations