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

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• Panel() : algotradelib::analytics::Panel
• params_ : algotradelib::strategy::vanilla::BuyAndHold, algotradelib::strategy::vanilla::DonchianBreakout, algotradelib::strategy::vanilla::EqualWeightRebalance, algotradelib::strategy::vanilla::MovingAverageCrossover, algotradelib::strategy::vanilla::RsiThreshold, algotradelib::strategy::vanilla::TimedLiquidation, algotradelib::strategy::vanilla::VolatilityTargetSizing, algotradelib::strategy::vanilla::ZScoreReversion
• parse() : algotradelib::Decimal64
• path() : algotradelib::runner::FileJournal, algotradelib::runner::FileStopChannel
• peak_row_ : algotradelib::analytics::MaxDrawdown
• pending() : algotradelib::runner::IndeterminacyLedger
• per_instrument() : algotradelib::strategy::SellableConventionProbe< Broker >
• per_second() : algotradelib::network::BasicRateLimitBucket< Clock >
• per_second_ : algotradelib::network::RateLimitBudget, algotradelib::network::RateLimitStats
• period_ : algotradelib::strategy::vanilla::RsiThreshold::Params
• period_end_ : algotradelib::runner::BarEvent, algotradelib::strategy::BarEvent, algotradelib::strategy::BarSlice
• period_return_ : algotradelib::backtest::EquityPoint
• permits_phase() : algotradelib::strategy::RiskGuard
• permitted_phases_ : algotradelib::strategy::RiskLimits
• permitted_universe_ : algotradelib::strategy::RiskLimits
• phase() : algotradelib::backtest::ReplayClock, algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::strategy::ProbeContextT< CapsType >, algotradelib::strategy::SessionWindow
• phase_ : algotradelib::runner::IterationReport, algotradelib::strategy::GuardInputs, algotradelib::strategy::ProbeContextT< CapsType >
• phase_changed_ : algotradelib::runner::IterationReport
• phase_transitions_ : algotradelib::runner::LoopReport
• place() : algotradelib::backtest::QueueingExecutor< BrokerTag >, algotradelib::BlockingSession< Client >, algotradelib::live::SessionExecutor< Session >, algotradelib::runner::JournalingExecutor< Inner, Journal, Clock >, algotradelib::runner::RecordingExecutor< BrokerTag >
• place_ : algotradelib::strategy::Plan< Broker >
• place_order() : 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, algotradelib::tossinvest::TossBlockingClient
• PlaceAck : 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 >
• Placed : algotradelib::BlockingSession< Client >, algotradelib::BrokerSession< Client >
• placed() : algotradelib::runner::RecordingExecutor< BrokerTag >
• placements_at_broker() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• plans_withheld() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• plans_withheld_ : algotradelib::runner::LoopReport
• poll() : algotradelib::live::SessionSource< Session, Journal, MarketData >, algotradelib::runner::FileStopChannel, algotradelib::runner::ManualSource< Runner >
• PollingLoop() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• polls() : algotradelib::runner::ManualSource< Runner >
• polls_ : algotradelib::runner::IterationReport
• port_ : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• portfolio() : algotradelib::runner::Context< BrokerTag, CapsType >, algotradelib::strategy::ProbeContextT< CapsType >
• portfolio_ : algotradelib::strategy::ProbeContextT< CapsType >
• portfolio_value_ : algotradelib::strategy::ReconcileInputs
• portfolio_value_currency_ : algotradelib::strategy::ReconcileInputs
• positions() : algotradelib::backtest::ReplayLedger
• positions_ : algotradelib::HoldingsSnapshot, algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• post() : algotradelib::network::HttpClient
• present_ : algotradelib::math::Observed
• previous_ : algotradelib::strategy::vanilla::Crossing
• previous_trading_day() : algotradelib::TradingCalendar
• price_ : algotradelib::DepthLevel, algotradelib::kis::KisAmendment, algotradelib::kiwoom::KiwoomAmendment, algotradelib::OrderRequest, algotradelib::OrderShape, algotradelib::OrderSnapshot, algotradelib::runner::Fill, algotradelib::runner::JournalEntry, algotradelib::strategy::Fill, algotradelib::strategy::InstrumentBasis, algotradelib::strategy::PlannedOrder, algotradelib::tossinvest::TossAmendment, algotradelib::TradePrint
• price_bands_withheld() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• price_bands_withheld_ : algotradelib::runner::LoopReport
• price_clamped_ : algotradelib::strategy::PlannedOrder
• price_limits() : 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::kis::KisBlockingClient, algotradelib::kiwoom::KiwoomBlockingClient, algotradelib::tossinvest::TossBlockingClient
• price_limits_ : algotradelib::runner::PollSchedule
• price_limits_age_policy_stated() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• price_rounded_ : algotradelib::strategy::PlannedOrder
• price_rule_ : algotradelib::Instrument
• price_would_have_been_clamped_ : algotradelib::strategy::PlannedOrder
• PriceLimitsHandler : algotradelib::kis::KisClient, algotradelib::kiwoom::KiwoomClient, algotradelib::tossinvest::TossClient
• prices() : algotradelib::BlockingSession< Client >, algotradelib::BrokerTraits< tossinvest::TossBlockingClient >, algotradelib::BrokerTraits< tossinvest::TossClient >, algotradelib::tossinvest::TossBlockingClient
• PricesHandler : algotradelib::tossinvest::TossClient
• primary_ : algotradelib::OrderRef< Broker >
• probe_sellable_convention() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• ProbeContextT() : algotradelib::strategy::ProbeContextT< CapsType >
• product_code_ : algotradelib::kis::KisAccount
• provides_working_orders : algotradelib::live::SessionSource< Session, Journal, MarketData >, algotradelib::runner::ManualSource< Runner >
• purchase_value_ : algotradelib::HoldingPosition, algotradelib::HoldingsTotals
• push() : algotradelib::analytics::SeriesBuffer