strategy Directory Reference

Directory dependency graph for strategy:

Directories
	vanilla

Files
	concept.hpp
	What a strategy is, how a runner calls its handlers, and ATL_ASSERT_STRATEGY.
	event.hpp
	The events a runner delivers to a strategy's handlers, and the market phase.
	intent.hpp
	What a strategy asks the runner for: orders (OrderIntent), target positions (TargetPosition) and cancellations (CancelIntent).
	portfolio.hpp
	reconcile.hpp
	Reconciliation: turning a strategy's intents and targets into the orders and cancellations to send.
	risk.hpp
	sellable_convention.hpp