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

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• last() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• last_auth_time_ : algotradelib::kis::KisWebsocket
• last_broker_refusal() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• last_broker_refusal_ : algotradelib::runner::LoopReport
• last_entry() : algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >
• last_error() : algotradelib::live::SessionExecutor< Session >, algotradelib::live::SessionSource< Session, Journal, MarketData >, algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >
• last_journal_error() : algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >
• last_price() : algotradelib::runner::Context< BrokerTag, CapsType >
• last_price_ : algotradelib::HoldingPosition, algotradelib::QuoteSnapshot
• last_reconcile() : algotradelib::live::SessionSource< Session, Journal, MarketData >
• last_ref() : algotradelib::backtest::QueueingExecutor< BrokerTag >, algotradelib::live::SessionExecutor< Session >, algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >
• last_unbuildable() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• last_unbuildable_ : algotradelib::runner::LoopReport
• ledger() : algotradelib::backtest::Backtester< Strategy, CapsType >, algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• limit() : algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• limit_ : algotradelib::OrderHistoryQuery, algotradelib::runner::TargetPosition, algotradelib::strategy::GuardRejection, algotradelib::strategy::TargetPosition, algotradelib::tossinvest::TossOrderQuery
• limit_fill_ : algotradelib::backtest::ReportCaveats
• limit_fills_bounded_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• limit_price() : algotradelib::backtest::NextBarFillModel
• limit_priced() : algotradelib::backtest::NextBarFillModel
• limits() : algotradelib::strategy::RiskGuard
• limits_ : algotradelib::backtest::ReplayConfig, algotradelib::strategy::ReconcileInputs, live_program::Settings
• lines() : algotradelib::runner::Context< BrokerTag, CapsType >::Log, algotradelib::strategy::ProbeContextT< CapsType >::Log
• listed_on_ : algotradelib::Instrument
• listing_delay_ : algotradelib::runner::MatchWindow
• listing_newer_than_holdings() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• local_date() : algotradelib::strategy::SessionWindow
• local_failure() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• log() : algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::strategy::ProbeContextT< CapsType >
• log_ : algotradelib::runner::DryRunReport< BrokerTag >
• lookback_ : algotradelib::strategy::vanilla::DonchianBreakout::Params
• lot_size_ : algotradelib::Instrument
• low() : algotradelib::analytics::SeriesFrame
• low_ : algotradelib::Bar
• lower_ : algotradelib::analytics::BollingerBands, algotradelib::PriceLimits
• lowest_cash_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• lowest_cash_at_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats