Class Index

A

B

C

D

E

F

G

H

I

J

K

L

M

N

O

P

Q

R

S

T

V

W

Z

A

AccountInfo (algotradelib)

AllCaps (algotradelib::strategy)

AmendInstruction (algotradelib)

AppliedRate (algotradelib::backtest)

AsyncHttpClient (algotradelib::network)

AuthBody (algotradelib::network)

B

Backtester (algotradelib::backtest)

BacktestTag (algotradelib::backtest)

Bar (algotradelib)

BarEvent (algotradelib::runner)

BarEvent (algotradelib::strategy)

BarQuery (algotradelib)

BarSeries (algotradelib)

BarSlice (algotradelib::strategy)

BasicRateLimitBucket (algotradelib::network)

BlockingSession (algotradelib)

BollingerBands (algotradelib::analytics)

Broker (algotradelib::kis)

Broker (algotradelib::kiwoom)

Broker (algotradelib::tossinvest)

BrokerCaps (algotradelib)

BrokerError (algotradelib)

BrokerRefusal (algotradelib::runner)

BrokerSession (algotradelib)

BrokerTraits (algotradelib)

BrokerTraits< kis::KisBlockingClient > (algotradelib)

BrokerTraits< kis::KisClient > (algotradelib)

BrokerTraits< kiwoom::KiwoomBlockingClient > (algotradelib)

BrokerTraits< kiwoom::KiwoomClient > (algotradelib)

BrokerTraits< tossinvest::TossBlockingClient > (algotradelib)

BrokerTraits< tossinvest::TossClient > (algotradelib)

BuyAndHold (algotradelib::strategy::vanilla)

BuyingPower (algotradelib)

C

CancelIntent (algotradelib::runner)

CancelIntent (algotradelib::strategy)

ChargedCosts (algotradelib::runner)

ClientCredentials (algotradelib::network)

ClockReference (algotradelib::runner)

Code (algotradelib)

CommissionCharge (algotradelib::backtest)

CommissionModel (algotradelib::backtest)

CommissionPolicy (algotradelib::backtest)

CommissionRate (algotradelib)

CommissionSchedule (algotradelib)

Context (algotradelib::runner)

Crossing (algotradelib::strategy::vanilla)

Currency (algotradelib)

D

DataOnlyTraits (algotradelib)

Date (algotradelib)

Decimal64 (algotradelib)

DepthLevel (algotradelib)

DepthSnapshot (algotradelib)

DonchianBreakout (algotradelib::strategy::vanilla)

DryRunReport (algotradelib::runner)

DryTag (algotradelib::runner)

E

EmaCrossover (algotradelib::strategy::vanilla)

EqualWeightRebalance (algotradelib::strategy::vanilla)

EquityPoint (algotradelib::backtest)

Execution (algotradelib::backtest)

F

FailurePolicy (algotradelib::runner)

FileJournal (algotradelib::runner)

FileStopChannel (algotradelib::runner)

Fill (algotradelib::runner)

Fill (algotradelib::strategy)

FillDecision (algotradelib::backtest)

G

GuardDecision (algotradelib::strategy)

GuardInputs (algotradelib::strategy)

GuardRejection (algotradelib::strategy)

H

hash< algotradelib::OrderRef< Broker > > (std)

HoldingPosition (algotradelib)

HoldingsSnapshot (algotradelib)

HoldingsTotals (algotradelib)

HttpClient (algotradelib::network)

HttpClientOptions (algotradelib::network)

HttpRequest (algotradelib::network)

I

IndeterminacyLedger (algotradelib::runner)

Instrument (algotradelib)

InstrumentBasis (algotradelib::strategy)

InstrumentId (algotradelib)

IterationReport (algotradelib::runner)

J

JournalBytes (algotradelib::runner)

JournalEntry (algotradelib::runner)

JournalingExecutor (algotradelib::runner)

JournalReplay (algotradelib::runner)

K

KisAccount (algotradelib::kis)

KisAmendment (algotradelib::kis)

KisAuth (algotradelib::kis)

KisBlockingClient (algotradelib::kis)

KisClient (algotradelib::kis)

KisConfig (algotradelib::kis)

KisHistoryRange (algotradelib::kis)

KisOpenOrder (algotradelib::kis)

KisOpenOrderPage (algotradelib::kis)

KisOrderAck (algotradelib::kis)

KisOrderRef (algotradelib::kis)

KisRest (algotradelib::kis)

KisWebsocket (algotradelib::kis)

KiwoomAccount (algotradelib::kiwoom)

KiwoomAccountInfo (algotradelib::kiwoom)

KiwoomAmendment (algotradelib::kiwoom)

KiwoomAuth (algotradelib::kiwoom)

KiwoomBlockingClient (algotradelib::kiwoom)

KiwoomClient (algotradelib::kiwoom)

KiwoomConfig (algotradelib::kiwoom)

KiwoomDeposit (algotradelib::kiwoom)

KiwoomHistoryQuery (algotradelib::kiwoom)

KiwoomMarginTier (algotradelib::kiwoom)

KiwoomOpenOrder (algotradelib::kiwoom)

KiwoomOpenOrderPage (algotradelib::kiwoom)

KiwoomOrderableAmount (algotradelib::kiwoom)

KiwoomOrderAck (algotradelib::kiwoom)

KiwoomOrderRef (algotradelib::kiwoom)

KiwoomOrderShapeRow (algotradelib::kiwoom)

KiwoomRest (algotradelib::kiwoom)

L

Context::Log (algotradelib::runner)

ProbeContextT::Log (algotradelib::strategy)

LoopReport (algotradelib::runner)

M

MacdLines (algotradelib::analytics)

ManualClock (algotradelib::runner)

ManualSource (algotradelib::runner)

MarketSegment (algotradelib)

MatchWindow (algotradelib::runner)

MaxDrawdown (algotradelib::analytics)

MemoryJournal (algotradelib::runner)

Money (algotradelib)

MoveOnlyCallback (algotradelib::conformance)

MovingAverageCrossover (algotradelib::strategy::vanilla)

N

NextBarFillModel (algotradelib::backtest)

NoAccount (algotradelib::data_only)

NoAck (algotradelib::data_only)

NoAmendment (algotradelib::data_only)

NoCaps (algotradelib::strategy)

NoHistoryQuery (algotradelib::data_only)

NoWorkingOrders (algotradelib::data_only)

O

Obligation (algotradelib::runner)

Observed (algotradelib::math)

SessionSource::ObservedCharge (algotradelib::live)

SessionSource::ObservedFigure (algotradelib::live)

OpenInstruction (algotradelib::runner)

OrderAck (algotradelib)

OrderExecution (algotradelib)

OrderHistoryQuery (algotradelib)

OrderIntent (algotradelib::runner)

OrderIntent (algotradelib::strategy)

OrderMatch (algotradelib::runner)

OrderPage (algotradelib)

OrderRef (algotradelib)

OrderRequest (algotradelib)

OrderShape (algotradelib)

OrderSnapshot (algotradelib)

OrderUpdateWatch (algotradelib::runner)

P

Panel (algotradelib::analytics)

BuyAndHold::Params (algotradelib::strategy::vanilla)

DonchianBreakout::Params (algotradelib::strategy::vanilla)

EqualWeightRebalance::Params (algotradelib::strategy::vanilla)

MovingAverageCrossover::Params (algotradelib::strategy::vanilla)

RsiThreshold::Params (algotradelib::strategy::vanilla)

TimedLiquidation::Params (algotradelib::strategy::vanilla)

VolatilityTargetSizing::Params (algotradelib::strategy::vanilla)

ZScoreReversion::Params (algotradelib::strategy::vanilla)

PlacedOrder (algotradelib)

PlainCallback (algotradelib::conformance)

Plan (algotradelib::strategy)

PlannedOrder (algotradelib::strategy)

PollingLoop (algotradelib::runner)

PollSchedule (algotradelib::runner)

Portfolio (algotradelib::runner)

Portfolio (algotradelib::strategy)

Price (algotradelib::strategy)

PriceLimits (algotradelib)

PriceRule (algotradelib)

ProbeBroker (algotradelib::strategy)

ProbeContextT (algotradelib::strategy)

Q

QueuedOrder (algotradelib::backtest)

QueueingExecutor (algotradelib::backtest)

QuoteEvent (algotradelib::runner)

QuoteEvent (algotradelib::strategy)

QuoteSnapshot (algotradelib)

R

RateLimitBudget (algotradelib::network)

RateLimitController (algotradelib::network)

RateLimitGroupStats (algotradelib::network)

RateLimitStats (algotradelib::network)

CommissionSchedule::RateSelection (algotradelib)

ReconcileInputs (algotradelib::strategy)

ReconcileReport (algotradelib::runner)

RecordingExecutor (algotradelib::runner)

RecoveryReport (algotradelib::runner)

RefusedCancel (algotradelib::runner)

RejectedCancel (algotradelib::runner)

Rejection (algotradelib::strategy)

ReplayClock (algotradelib::backtest)

ReplayConfig (algotradelib::backtest)

ReplayLedger (algotradelib::backtest)

ReplayResult (algotradelib::backtest)

Report (algotradelib::backtest)

ReportCaveats (algotradelib::backtest)

Result (algotradelib)

RiskGuard (algotradelib::strategy)

RiskLimits (algotradelib::strategy)

RsiThreshold (algotradelib::strategy::vanilla)

Runner (algotradelib::runner)

runner_counts_kept_drops (algotradelib::runner)

runner_counts_kept_drops< Runner, std::void_t< decltype(std::declval< const Runner & >().kept_intents_dropped())> > (algotradelib::runner)

runner_counts_warmup (algotradelib::runner)

runner_counts_warmup< Runner, std::void_t< decltype(std::declval< const Runner & >().warmup_instructions_discarded())> > (algotradelib::runner)

runner_keeps_sent_orders (algotradelib::runner)

runner_keeps_sent_orders< Runner, std::void_t< decltype(Runner::keeps_sent_orders_until_listed)> > (algotradelib::runner)

S

SellableBasis (algotradelib)

SellableConventionProbe (algotradelib::strategy)

SellableEvidence (algotradelib::strategy)

Portfolio::SellableReading (algotradelib::runner)

Portfolio::SellableReading (algotradelib::strategy)

SellTax (algotradelib::backtest)

SeriesBuffer (algotradelib::analytics)

SeriesFrame (algotradelib::analytics)

SeriesKey (algotradelib::runner)

SessionExecutor (algotradelib::live)

SessionSource (algotradelib::live)

SessionWindow (algotradelib::strategy)

Settings (live_program)

SignalStop (algotradelib::runner)

SizeSpec (algotradelib::strategy)

SlippageModel (algotradelib::backtest)

SmaCrossover (algotradelib::strategy::vanilla)

source_names_buying_power_currencies (algotradelib::runner)

source_names_buying_power_currencies< Source, std::void_t< decltype(std::declval< const Source & >().buying_power_currencies())> > (algotradelib::runner)

source_provides_working_orders (algotradelib::runner)

source_provides_working_orders< Source, std::void_t< decltype(Source::provides_working_orders)> > (algotradelib::runner)

source_states_charged_costs (algotradelib::runner)

source_states_charged_costs< Source, std::void_t< decltype(std::declval< const Source & >().charged_costs())> > (algotradelib::runner)

StatedDate (algotradelib)

ChargedCosts::StatedTotal (algotradelib::runner)

SteadyClock (algotradelib::runner)

StopSource (algotradelib::runner)

StrategyConformance (algotradelib::strategy)

T

TargetPosition (algotradelib::runner)

TargetPosition (algotradelib::strategy)

TickBand (algotradelib)

TimedLiquidation (algotradelib::strategy::vanilla)

TimeIndex (algotradelib::analytics)

TopOfBook (algotradelib)

TossAccount (algotradelib::tossinvest)

TossAmendment (algotradelib::tossinvest)

TossAuth (algotradelib::tossinvest)

TossBlockingClient (algotradelib::tossinvest)

TossClient (algotradelib::tossinvest)

TossConfig (algotradelib::tossinvest)

TossOrderQuery (algotradelib::tossinvest)

TossRest (algotradelib::tossinvest)

TradePrint (algotradelib)

TradeTolerance (algotradelib::strategy)

TradingCalendar (algotradelib)

TradingDay (algotradelib)

V

VenueKey (algotradelib)

VolatilityTargetSizing (algotradelib::strategy::vanilla)

W

WebSocketSessionBase (algotradelib::network)

WebSocketSessionOptions (algotradelib::network)

WeightTarget (algotradelib::strategy)

WithheldOrder (algotradelib::runner)

WithheldPlan (algotradelib::runner)

WorkingOrder (algotradelib)

WorkingOrders (algotradelib)

WsSession (algotradelib::network)

WssSession (algotradelib::network)

Z

ZScoreReversion (algotradelib::strategy::vanilla)