Portfolio
Cashbook
Account Currency
The default account currency is USD, but you can change it. All of the properties of the Portfolio object that return a currency value denominate the currency value in your account currency. Depending on your account currency and security subscriptions, LEAN may add internal security subscriptions to calculate the ValueInAccountCurrency
. For example, if you only add BTCETH to your algorithm and set the account currency to USDT, LEAN adds BTCUSDT and ETHUSDT as internal feeds.
To get your account currency, use the AccountCurrency
property.
var accountCurrency = AccountCurrency;
account_currency = self.AccountCurrency
To set your account currency, in the Initialize
method, call the SetAccountCurrency
method. You can only set the account currency once. LEAN ignores each additional call to SetAccountCurrency
.
SetAccountCurrency("EUR");
self.SetAccountCurrency("EUR")
Settled vs Unsettled Cash
The Portfolio
has two independent cashbooks. The CashBook
tracks settled cash and the UnsettledCashBook
tracks unsettled cash, which you can't spend. If you trade with a margin account, trades settle immediately so LEAN credits and debits the CashBook
at the time of the trade. In some cases, transactions can take time to settle. For example, Equity trades in a cash account settle in T+3. Therefore, if you sell shares of stock on Monday, the transaction settles on Thursday. In contrast, Option trades settle in T+1.
var settledCashBook = Portfolio.CashBook; var unsettledCashBook = Portfolio.UnsettledCashBook;
settled_cash_book = self.Portfolio.CashBook unsettled_cash_book = self.Portfolio.UnsettledCashBook
Track Cash Balances
To get the balance of a currency in the cash book, use the Amount
property.
var usd = Portfolio.CashBook["USD"].Amount; var btc = Portfolio.CashBook["BTC"].Amount;
usd = self.Portfolio.CashBook["USD"].Amount btc = self.Portfolio.CashBook["BTC"].Amount
To get the value of a currency in the cash book, denominated in your account currency, use the ValueInAccountCurrency
property.
var ethValue = Portfolio.CashBook["ETH"].ValueInAccountCurrency;
eth_value = self.Portfolio.CashBook["ETH"].ValueInAccountCurrency
Deposits and Withdraws
In backtests, you can add and remove cash from the cash book. To add or remove cash, call the AddAmount
method.
var newUSDBalance = Portfolio.CashBook["USD"].AddAmount(100); var newBTCBalance = Portfolio.CashBook["BTC"].AddAmount(-1.5m);
new_usd_balance = self.Portfolio.CashBook["USD"].AddAmount(100) new_btc_balance = self.Portfolio.CashBook["BTC"].AddAmount(-1.5)
In live trading, add and withdraw cash through your brokerage account. If you adjust the cash balances in your algorithm with the AddAmount
method, the cash balance in your algorithm will be out of sync with the cash balance in your brokerage account.
Currency Symbols
A currency symbol is a graphic that represents the currency name. For example, $ is for dollars, € for euros, and ฿ for Bitcoin. To get the symbol of a currency in the cash book, use CurrencySymbol
property.
var usdSymbol = Portfolio.CashBook["USD"].CurrencySymbol;
usd_symbol = self.Portfolio.CashBook["USD"].CurrencySymbol