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

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• obligation_state() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• obligations() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• obligations_awaiting_account() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• obligations_unexplained() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• observe() : algotradelib::strategy::SellableConventionProbe< Broker >
• observe_limit() : algotradelib::network::BasicRateLimitBucket< Clock >
• observe_sellable_convention() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• observed_at() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• of() : algotradelib::backtest::CommissionModel
• of_basis_points() : algotradelib::backtest::SlippageModel
• of_ticks() : algotradelib::backtest::SlippageModel
• on() : algotradelib::backtest::CommissionModel
• on_bar() : algotradelib::strategy::vanilla::BuyAndHold, algotradelib::strategy::vanilla::DonchianBreakout, algotradelib::strategy::vanilla::EmaCrossover, algotradelib::strategy::vanilla::MovingAverageCrossover, algotradelib::strategy::vanilla::RsiThreshold, algotradelib::strategy::vanilla::SmaCrossover, algotradelib::strategy::vanilla::VolatilityTargetSizing, algotradelib::strategy::vanilla::ZScoreReversion
• on_closed() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• on_error() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• on_fill_never_fires : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• on_message() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• on_open() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• on_phase() : algotradelib::strategy::vanilla::EqualWeightRebalance, algotradelib::strategy::vanilla::TimedLiquidation
• on_tick() : algotradelib::PriceRule
• open() : algotradelib::analytics::SeriesFrame, algotradelib::runner::FileJournal
• open_ : algotradelib::Bar, algotradelib::runner::RecoveryReport, algotradelib::strategy::SessionWindow, algotradelib::TradingDay
• open_bar() : algotradelib::backtest::QueueingExecutor< BrokerTag >
• open_orders() : algotradelib::kis::KisBlockingClient, algotradelib::kiwoom::KiwoomBlockingClient
• opened_at_ : algotradelib::runner::OpenInstruction
• opening_equity_ : algotradelib::backtest::Report
• OpenOrderHandler : algotradelib::kis::KisClient, algotradelib::kiwoom::KiwoomClient
• opens_at() : algotradelib::strategy::SessionWindow
• operation_timeout_ : algotradelib::network::WebSocketSessionOptions
• operator bool() : algotradelib::Result< T >
• operator!= : algotradelib::analytics::TimeIndex, algotradelib::Code< N >, algotradelib::MarketSegment, algotradelib::OrderRef< Broker >, algotradelib::StatedDate, algotradelib::strategy::Price, algotradelib::VenueKey
• operator()() : algotradelib::conformance::MoveOnlyCallback, algotradelib::conformance::PlainCallback, std::hash< algotradelib::OrderRef< Broker > >
• operator< : algotradelib::Date, algotradelib::InstrumentId, algotradelib::runner::SeriesKey
• operator=() : algotradelib::conformance::MoveOnlyCallback, algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::strategy::ProbeContextT< CapsType >
• operator== : algotradelib::analytics::TimeIndex, algotradelib::backtest::AppliedRate, algotradelib::Code< N >, algotradelib::Currency, algotradelib::Date, algotradelib::Decimal64, algotradelib::InstrumentId, algotradelib::kiwoom::KiwoomAccount, algotradelib::MarketSegment, algotradelib::Money, algotradelib::OrderRef< Broker >, algotradelib::StatedDate, algotradelib::strategy::Price, algotradelib::VenueKey
• options_ : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• order() : algotradelib::BlockingSession< Client >, algotradelib::tossinvest::TossBlockingClient
• order_ : algotradelib::backtest::QueuedOrder< BrokerTag >, algotradelib::kis::KisAmendment, algotradelib::kis::KisOpenOrder, algotradelib::kis::KisOrderAck, algotradelib::kiwoom::KiwoomAmendment, algotradelib::kiwoom::KiwoomOpenOrder, algotradelib::kiwoom::KiwoomOrderAck, algotradelib::runner::WithheldOrder, algotradelib::WorkingOrder< Broker >
• order_amount_ : algotradelib::OrderSnapshot
• order_by_id() : algotradelib::BrokerTraits< tossinvest::TossBlockingClient >, algotradelib::BrokerTraits< tossinvest::TossClient >
• order_currency_ : algotradelib::strategy::GuardInputs
• order_history() : algotradelib::BlockingSession< Client >, 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::DataOnlyTraits< Tag >, algotradelib::kis::KisBlockingClient, algotradelib::kiwoom::KiwoomBlockingClient
• order_id_ : algotradelib::OrderAck, algotradelib::OrderSnapshot, algotradelib::runner::Fill, algotradelib::runner::JournalEntry, algotradelib::runner::Obligation, algotradelib::runner::OrderMatch, algotradelib::strategy::Fill, algotradelib::tossinvest::TossAmendment
• order_list_read_ : algotradelib::runner::LoopReport
• order_list_reads() : algotradelib::runner::ManualSource< Runner >
• order_number_ : algotradelib::kis::KisOrderRef, algotradelib::kiwoom::KiwoomOrderRef
• order_ref_ : algotradelib::kis::KisOpenOrder, algotradelib::kiwoom::KiwoomOpenOrder
• orderable_ : algotradelib::kiwoom::KiwoomDeposit
• orderable_amount() : algotradelib::kiwoom::KiwoomBlockingClient
• orderable_cash_ : algotradelib::kiwoom::KiwoomOrderableAmount
• OrderableHandler : algotradelib::kiwoom::KiwoomClient
• OrderAckHandler : algotradelib::kis::KisClient, algotradelib::kiwoom::KiwoomClient, algotradelib::tossinvest::TossClient
• ordered_at_ : algotradelib::OrderSnapshot
• ordered_date_assumed_ : algotradelib::OrderSnapshot
• OrderHandler : algotradelib::tossinvest::TossClient
• OrderPageHandler : algotradelib::kis::KisClient, algotradelib::kiwoom::KiwoomClient, algotradelib::tossinvest::TossClient
• orders() : algotradelib::tossinvest::TossBlockingClient
• orders_ : algotradelib::kis::KisOpenOrderPage, algotradelib::kiwoom::KiwoomOpenOrderPage, algotradelib::OrderPage, algotradelib::WorkingOrders< Broker >
• orders_awaiting_confirmation() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_binding_refused() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_binding_refused_ : algotradelib::runner::LoopReport
• orders_broker_refused() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_broker_refused_ : algotradelib::runner::LoopReport
• orders_guard_refused() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_guard_refused_ : algotradelib::runner::LoopReport
• orders_indeterminate() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_indeterminate_ : algotradelib::runner::LoopReport
• orders_reconcile_withheld() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_reconcile_withheld_ : algotradelib::runner::LoopReport
• orders_stating_cost_ : algotradelib::runner::ChargedCosts
• orders_stating_none_ : algotradelib::runner::ChargedCosts
• orders_unbuildable() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_unbuildable_ : algotradelib::runner::LoopReport
• orders_unconfirmed_timed_out() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• orders_unconfirmed_timed_out_ : algotradelib::runner::LoopReport
• OrderShape() : algotradelib::OrderShape
• origin_ : algotradelib::backtest::AppliedRate, algotradelib::CommissionSchedule
• original_order_ : algotradelib::kis::KisOpenOrder
• original_order_number_ : algotradelib::kiwoom::KiwoomOpenOrder
• other_ : algotradelib::CommissionRate, algotradelib::MarketSegment
• other_currency_executions_ : algotradelib::backtest::ReportCaveats
• outcome_ : algotradelib::runner::JournalEntry
• overall() : algotradelib::strategy::SellableConventionProbe< Broker >
• overbought_ : algotradelib::strategy::vanilla::RsiThreshold::Params
• overdrawn_bars_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• oversold_ : algotradelib::strategy::vanilla::RsiThreshold::Params
• owed_order_limit_ : live_program::Settings
• owed_stop_ : algotradelib::runner::LoopReport