algotradelib::runner::RecordingExecutor< BrokerTag > Class Template Reference

An executor that sends nothing and records what it was given (the dry run's default). More...

#include <algotradelib/src/runner/execution.hpp>

Inheritance diagram for algotradelib::runner::RecordingExecutor< BrokerTag >:

Public Member Functions
SendOutcome	place (const strategy::PlannedOrder &order)
	Records a placement.
SendOutcome	cancel (const WorkingOrder< BrokerTag > &working)
	Records a cancellation.
const std::vector< strategy::PlannedOrder > &	placed () const noexcept
	Returns every placement recorded.
const std::vector< OrderRef< BrokerTag > > &	canceled () const noexcept
	Returns every cancellation recorded.

Static Public Attributes
static constexpr bool	reaches_a_broker = false
	false: a dry run reaches no broker, so the runner does not require a read account.

Detailed Description

template<typename BrokerTag>
class algotradelib::runner::RecordingExecutor< BrokerTag >

An executor that sends nothing and records what it was given (the dry run's default).

Every instruction is ACCEPTED.

Template Parameters

BrokerTag

The broker tag.

Definition at line 612 of file execution.hpp.

Member Function Documentation

cancel()

template<typename BrokerTag>

SendOutcome algotradelib::runner::RecordingExecutor< BrokerTag >::cancel ( const WorkingOrder< BrokerTag > & working )

inline

Records a cancellation.

Parameters

working

The order.

Returns

ACCEPTED.

Definition at line 632 of file execution.hpp.

canceled()

template<typename BrokerTag>

const std::vector< OrderRef< BrokerTag > > & algotradelib::runner::RecordingExecutor< BrokerTag >::canceled ( ) const

inlinenoexcept

Returns every cancellation recorded.

Returns

The references, in order.

Definition at line 647 of file execution.hpp.

place()

template<typename BrokerTag>

SendOutcome algotradelib::runner::RecordingExecutor< BrokerTag >::place ( const strategy::PlannedOrder & order )

inline

Records a placement.

Parameters

order

The order.

Returns

ACCEPTED.

Definition at line 622 of file execution.hpp.

placed()

template<typename BrokerTag>

const std::vector< strategy::PlannedOrder > & algotradelib::runner::RecordingExecutor< BrokerTag >::placed ( ) const

inlinenoexcept

Returns every placement recorded.

Returns

The orders, in order.

Definition at line 641 of file execution.hpp.

Member Data Documentation

reaches_a_broker

template<typename BrokerTag>

bool algotradelib::runner::RecordingExecutor< BrokerTag >::reaches_a_broker = false

staticconstexpr

false: a dry run reaches no broker, so the runner does not require a read account.

Definition at line 616 of file execution.hpp.

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The documentation for this class was generated from the following file:

• algotradelib/src/runner/execution.hpp