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

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- s -

• scale() : algotradelib::Decimal64
• schedule() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• scheduled() : algotradelib::backtest::CommissionPolicy
• scope() : algotradelib::runner::FileJournal, algotradelib::runner::MemoryJournal
• secret() : algotradelib::network::ClientCredentials< BrokerType >
• secret_field() : algotradelib::kis::KisConfig, algotradelib::kiwoom::KiwoomConfig, algotradelib::tossinvest::TossConfig
• sell_tax() : algotradelib::backtest::NextBarFillModel
• sellable_convention() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• sellable_inquiry_basis() : algotradelib::live::SessionExecutor< Session >
• sellable_quantity() : algotradelib::BlockingSession< Client >, algotradelib::BrokerTraits< tossinvest::TossBlockingClient >, algotradelib::BrokerTraits< tossinvest::TossClient >, algotradelib::live::SessionExecutor< Session >, algotradelib::tossinvest::TossBlockingClient
• sellable_quantity_of() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• sellable_reading_for() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• send() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• sends_outside_permitted_phase() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• serialized() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• SeriesBuffer() : algotradelib::analytics::SeriesBuffer
• SeriesFrame() : algotradelib::analytics::SeriesFrame
• session() : algotradelib::backtest::ReplayClock
• session_window() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• SessionExecutor() : algotradelib::live::SessionExecutor< Session >
• SessionSource() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• set() : algotradelib::analytics::SeriesFrame
• set_bar_query() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• set_buying_power_currencies() : algotradelib::live::SessionSource< Session, Journal, MarketData >, algotradelib::runner::ManualSource< Runner >
• set_calendar() : algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::runner::ManualSource< Runner >
• set_calendar_country() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• set_closing_wait() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_confirmation_timeout() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_control_file() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_default() : algotradelib::runner::ManualSource< Runner >
• set_failure_policy() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_id_prefix() : algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >
• set_instrument() : algotradelib::runner::Context< BrokerTag, CapsType >
• set_journal() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• set_last_price() : algotradelib::runner::Context< BrokerTag, CapsType >
• set_match_window() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• set_maximum_buying_power_age() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_maximum_portfolio_age() : algotradelib::runner::PollingLoop< Runner, Source, Clock >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_maximum_price_limits_age() : algotradelib::runner::PollingLoop< Runner, Source, Clock >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_minimum_trade() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_now() : algotradelib::runner::Context< BrokerTag, CapsType >
• set_observed_at() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_order_list() : algotradelib::runner::ManualSource< Runner >
• set_owed_order_limit() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_phase() : algotradelib::runner::Context< BrokerTag, CapsType >
• set_portfolio() : algotradelib::runner::Context< BrokerTag, CapsType >
• set_portfolio_value() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_price_limits() : algotradelib::runner::ManualSource< Runner >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• set_session_window() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• set_trade_tolerance() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• settle_closing() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• settled() : algotradelib::runner::ReconcileReport
• shared_client() : algotradelib::BrokerSession< Client >
• shared_derived() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• shrink() : algotradelib::network::RateLimitController
• side() : algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• since() : algotradelib::runner::ChargedCosts
• size() : algotradelib::analytics::SeriesBuffer, algotradelib::analytics::TimeIndex, algotradelib::Code< N >, algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• SizeSpec() : algotradelib::strategy::SizeSpec
• slippage() : algotradelib::backtest::NextBarFillModel
• SmaCrossover() : algotradelib::strategy::vanilla::SmaCrossover
• snapshot() : algotradelib::backtest::ReplayLedger
• spread() : algotradelib::DepthSnapshot
• stamps() : algotradelib::analytics::TimeIndex
• start() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• start_resolve() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• start_ws_handshake() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• state() : algotradelib::StatedDate
• stated() : algotradelib::backtest::CommissionPolicy, algotradelib::StatedDate, algotradelib::strategy::TradeTolerance
• StatedDate() : algotradelib::StatedDate
• statements_in() : algotradelib::runner::ChargedCosts
• stats() : algotradelib::network::RateLimitController
• stop() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• stop_limit() : algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• str() : algotradelib::Code< N >, algotradelib::Currency, algotradelib::Decimal64, algotradelib::MarketSegment, algotradelib::OrderRef< Broker >, algotradelib::strategy::Price
• strategy() : algotradelib::backtest::Backtester< Strategy, CapsType >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• submit() : algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::strategy::ProbeContextT< CapsType >
• submitted() : algotradelib::strategy::ProbeContextT< CapsType >
• supports_interval() : algotradelib::BrokerCaps< Client >, algotradelib::strategy::AllCaps, algotradelib::strategy::NoCaps