openrisk/template.ini at master · ifquant/openrisk · GitHub

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[pnls]
group=acc, sector, Market=='SH'||Market=='SZ', Market=='HK', Market=='FX'
group_name=_, _, China A, HK, FX
[[realized]]
formula=sum(RealizedPnl)
[[unrealized]]
formula=sum((Close-AvgPx)*Pos*Multiplier*Rate)
[[net]]
formula=sum(RealizedPnl+(Close-AvgPx)*Pos*Multiplier*Rate)

[intraday pnls]
group=acc, sector
[[realized]]
formula=sum(min(SellQty, BuyQty)*(AvgSellPx-AvgBuyPx)*Multiplier*Rate)
[[[var]]]
AvgSellPx=SellQty>0?SellValue/SellQty:0
AvgBuyPx=BuyQty>0?BuyValue/BuyQty:0
[[unrealized]]
formula=sum(BuyQty==SellQty?0:((Close-(BuyQty>SellQty?BuyValue/BuyQty:SellValue/SellQty))*(BuyQty-SellQty)*Multiplier*Rate))
[[net]]
formula=sum(((SellValue-BuyValue)+Close*(BuyQty-SellQty))*Multiplier*Rate)

[total gross value]
group=acc, sector
formula=sum((Pos+OutstandBuyQty-OutstandSellQty)*Close*Multiplier*Rate)
graph=Y

[top gross value]
formula=(Pos+OutstandBuyQty-OutstandSellQty)*Close*Multiplier*Rate