algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor > Member List

This is the complete list of members for algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >, including all inherited members.

allow_absent_portfolio()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
allow_overlapping_orders()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
allow_unbounded_price_limits_age()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
cancels_indeterminate() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
cancels_refused() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
cancels_rejected() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
cancels_unresolved() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
clear_deferred_targets() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
clear_portfolio_value() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
clear_retained_targets() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
confirm_from_history(const std::vector< OrderSnapshot > &evidence)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
Context typedefalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
context() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
context() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
deferred_awaiting_evidence() constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
deferred_dropped_after_fill() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
deferred_targets() constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
executor() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
executor() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(const strategy::BarEvent &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(const strategy::BarSlice &slice)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(const strategy::QuoteEvent &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(const strategy::Fill &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(const OrderSnapshot &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed(strategy::MarketPhase phase)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed_warmup(const strategy::BarEvent &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
feed_warmup(const strategy::BarSlice &slice)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
guard() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
guard() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
halt_locally(std::string detail)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
instructions_unavailable() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
intents_kept_for_phase() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
journals_to_a_brokeralgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >static
keeps_sent_orders_until_listedalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >static
kept_intents_dropped() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
last_broker_refusal() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
last_unbuildable() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
ledger() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
ledger() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
local_failure() constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
notify_stop()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
obligation_state(const InstrumentId &instrument) constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
obligations(const InstrumentId &instrument) constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
obligations() constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
obligations_awaiting_account() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
obligations_unexplained() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
observe_sellable_convention()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
observed_at() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
on_fill_never_firesalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >static
orders_awaiting_confirmation() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_binding_refused() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_broker_refused() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_guard_refused() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_indeterminate() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_reconcile_withheld() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_unbuildable() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
orders_unconfirmed_timed_out() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
placements_at_broker() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
plans_withheld() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
price_bands_withheld() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
price_limits_age_policy_stated() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
probe_sellable_convention(bool enabled=true)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
record(const strategy::BarEvent &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
record_history_only(const strategy::BarEvent &event)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
refresh_unconfirmed()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
release_obligations(const InstrumentId &instrument, const std::string &reason)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
Report typedefalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
require_known_portfolio(bool required)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
resolve_indeterminate_placement(const InstrumentId &instrument, OrderSide side, const std::optional< std::string > &order_id, const std::string &journal_id={})algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
restore_obligations(const JournalReplay &replay)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
resume_after_local_failure()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
retry_deferred(const std::vector< OrderSnapshot > &evidence)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
retry_deferred_on_one_snapshot()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
retry_retained_targets()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
Runner(Strategy strategy={}, strategy::RiskLimits limits={}, std::size_t series_capacity=512, Executor executor={})algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inlineexplicit
sellable_convention() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
sends_outside_permitted_phase() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
serialized() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_confirmation_timeout(std::chrono::nanoseconds timeout)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_maximum_portfolio_age(std::optional< std::chrono::nanoseconds > age)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_maximum_price_limits_age(std::optional< std::chrono::nanoseconds > age)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_minimum_trade(Decimal64 quantity)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_observed_at(std::chrono::system_clock::time_point at)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_portfolio_value(Decimal64 value)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_portfolio_value(Money value)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_price_limits(const InstrumentId &id, PriceLimits limits)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
set_trade_tolerance(strategy::TradeTolerance tolerance)algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
settle_closing()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
start()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
stop()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
strategy() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
strategy() noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
Tag typedefalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
takes_bar_slicesalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >static
targets_deferred() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
targets_retained() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
targets_retained_for_phase() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
unclamped_orders_refused() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
unclamped_orders_rejected() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
unconfirmed_awaiting_evidence()algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
unconfirmed_orders() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
warmup_instructions_discarded() const noexceptalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline
withdrawal_accepted_for(const WorkingOrder< Tag > &working) constalgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >inline