Here is a list of all documented class members with links to the class documentation for each member:

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B

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D

E

F

G

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I

J

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~

- f -

• fail() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• failed() : algotradelib::runner::LoopReport
• failed_ : algotradelib::runner::LoopReport
• fast_ : algotradelib::strategy::vanilla::MovingAverageCrossover::Params
• fed_ : algotradelib::runner::IterationReport
• feed() : algotradelib::backtest::Backtester< Strategy, CapsType >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• feed_warmup() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• fell_below() : algotradelib::strategy::vanilla::Crossing
• field() : algotradelib::analytics::Panel
• fields() : algotradelib::analytics::SeriesBuffer
• figure_in() : algotradelib::runner::ChargedCosts
• FileJournal() : algotradelib::runner::FileJournal
• FileStopChannel() : algotradelib::runner::FileStopChannel
• fill_ : algotradelib::backtest::Execution
• filled_amount_ : algotradelib::OrderExecution
• filled_at_ : algotradelib::OrderExecution
• filled_quantity_ : algotradelib::OrderExecution
• fills() : algotradelib::backtest::Backtester< Strategy, CapsType >
• final_gate_ : algotradelib::runner::LoopReport
• final_phase_ : algotradelib::runner::LoopReport
• find() : algotradelib::analytics::Panel, algotradelib::analytics::TimeIndex, algotradelib::backtest::QueueingExecutor< BrokerTag >, algotradelib::strategy::BarSlice
• find_working() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• finish() : algotradelib::backtest::Backtester< Strategy, CapsType >
• first_overdrawn_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• first_unvalued_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• flattened_ : algotradelib::runner::LoopReport
• forget() : algotradelib::strategy::SellableConventionProbe< Broker >
• forget_before() : algotradelib::strategy::RiskGuard
• from_ : algotradelib::backtest::AppliedRate, algotradelib::CommissionRate, algotradelib::kis::KisHistoryRange, algotradelib::OrderHistoryQuery, algotradelib::TickBand, algotradelib::tossinvest::TossOrderQuery
• from_bars() : algotradelib::analytics::Panel
• from_broker_ : algotradelib::backtest::CommissionModel
• from_env() : algotradelib::kis::KisAccount, algotradelib::network::ClientCredentials< BrokerType >
• from_env_impl() : algotradelib::kis::KisConfig, algotradelib::kiwoom::KiwoomConfig, algotradelib::tossinvest::TossConfig
• from_json() : algotradelib::kis::KisAccount, algotradelib::kis::KisWebsocket, algotradelib::network::AuthBody< BrokerType >, algotradelib::network::ClientCredentials< BrokerType >
• from_json_impl() : algotradelib::kis::KisConfig, algotradelib::kis::KisRest, algotradelib::kiwoom::KiwoomConfig, algotradelib::kiwoom::KiwoomRest, algotradelib::tossinvest::TossConfig, algotradelib::tossinvest::TossRest
• from_unreadable_ : algotradelib::CommissionRate
• full() : algotradelib::analytics::SeriesBuffer