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

A

B

C

D

E

F

G

H

I

J

K

L

M

N

O

P

Q

R

S

T

U

V

W

Y

~

- s -

• scale() : algotradelib::Decimal64
• schedule() : algotradelib::runner::PollingLoop< Runner, Source, Clock >
• schedule_ : live_program::Settings
• scheduled() : algotradelib::backtest::CommissionPolicy
• scope() : algotradelib::runner::FileJournal, algotradelib::runner::MemoryJournal
• scope_ : algotradelib::runner::JournalEntry, algotradelib::runner::JournalReplay, algotradelib::tossinvest::TossOrderQuery
• secondary_ : algotradelib::OrderRef< Broker >
• secret() : algotradelib::network::ClientCredentials< BrokerType >
• secret_ : algotradelib::network::ClientCredentials< BrokerType >
• secret_field() : algotradelib::kis::KisConfig, algotradelib::kiwoom::KiwoomConfig, algotradelib::tossinvest::TossConfig
• segment_ : algotradelib::Instrument
• selector_ : algotradelib::AccountInfo< Client >
• sell_tax() : algotradelib::backtest::NextBarFillModel
• sell_tax_ : algotradelib::backtest::ReportCaveats
• sellable_basis_ : algotradelib::HoldingPosition, algotradelib::HoldingsSnapshot, algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• sellable_convention() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• sellable_inquiry_basis : algotradelib::BrokerCaps< Client >, algotradelib::live::SessionExecutor< Session >, algotradelib::strategy::AllCaps, algotradelib::strategy::NoCaps
• sellable_is_whole_holding : algotradelib::backtest::ReportCaveats
• sellable_quantity() : algotradelib::BlockingSession< Client >, algotradelib::BrokerTraits< tossinvest::TossBlockingClient >, algotradelib::BrokerTraits< tossinvest::TossClient >, algotradelib::live::SessionExecutor< Session >, algotradelib::tossinvest::TossBlockingClient
• sellable_quantity_ : algotradelib::HoldingPosition
• sellable_quantity_of() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• sellable_reading_for() : algotradelib::runner::Portfolio< Broker >, algotradelib::strategy::Portfolio< Broker >
• sellable_source : algotradelib::BrokerCaps< Client >, algotradelib::strategy::AllCaps, algotradelib::strategy::NoCaps
• SellableQuantityHandler : algotradelib::tossinvest::TossClient
• send() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• sends_outside_permitted_phase() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• sends_outside_permitted_phase_ : algotradelib::runner::LoopReport
• sends_under_a_revised_phase_ : algotradelib::runner::LoopReport
• sent_at_ : algotradelib::runner::Obligation
• sequence_ : algotradelib::tossinvest::TossAccount
• serialized() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• series_capacity_ : algotradelib::backtest::ReplayConfig
• SeriesBuffer() : algotradelib::analytics::SeriesBuffer
• SeriesFrame() : algotradelib::analytics::SeriesFrame
• session() : algotradelib::backtest::ReplayClock
• session_ : algotradelib::backtest::QueuedOrder< BrokerTag >, algotradelib::backtest::ReplayConfig, algotradelib::kis::KisAmendment, algotradelib::kiwoom::KiwoomOrderShapeRow, algotradelib::OrderRequest, algotradelib::OrderShape, algotradelib::OrderSnapshot, algotradelib::runner::JournalEntry, algotradelib::strategy::PlannedOrder
• 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
• settled_deposit_ : algotradelib::kiwoom::KiwoomDeposit, algotradelib::kiwoom::KiwoomOrderableAmount
• settlement_date_ : algotradelib::OrderExecution
• shape_ : algotradelib::AmendInstruction
• shape_code_ : algotradelib::OrderSnapshot
• shape_name_ : algotradelib::kiwoom::KiwoomOpenOrder
• shared_client() : algotradelib::BrokerSession< Client >
• shared_derived() : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• shares_outstanding_ : algotradelib::Instrument
• sharpe_ : algotradelib::backtest::Report
• shed_ : algotradelib::network::RateLimitGroupStats
• shrink() : algotradelib::network::RateLimitController
• side() : algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• side_ : algotradelib::OrderRequest, algotradelib::OrderSnapshot, algotradelib::runner::Fill, algotradelib::runner::JournalEntry, algotradelib::runner::Obligation, algotradelib::strategy::Fill, algotradelib::strategy::PlannedOrder
• signal_ : algotradelib::analytics::MacdLines
• 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
• slippage_ : algotradelib::backtest::Execution
• slippage_basis_points_ : algotradelib::backtest::ReportCaveats
• slippage_by_currency_ : algotradelib::backtest::Report
• slippage_paid_ : algotradelib::backtest::Report
• slippage_ticks_ : algotradelib::backtest::ReportCaveats
• slow_ : algotradelib::strategy::vanilla::MovingAverageCrossover::Params
• SmaCrossover() : algotradelib::strategy::vanilla::SmaCrossover
• snapshot() : algotradelib::backtest::ReplayLedger
• sortino_ : algotradelib::backtest::Report
• source_ : algotradelib::PriceRule, algotradelib::strategy::SessionWindow
• spendable_ : algotradelib::kiwoom::KiwoomDeposit
• spread() : algotradelib::DepthSnapshot
• stamp_ : algotradelib::BarSeries, algotradelib::runner::BarEvent, algotradelib::strategy::BarEvent
• 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
• state() : algotradelib::StatedDate
• state_ : algotradelib::runner::Obligation
• stated() : algotradelib::backtest::CommissionPolicy, algotradelib::StatedDate, algotradelib::strategy::TradeTolerance
• StatedDate() : algotradelib::StatedDate
• statements_ : algotradelib::runner::ChargedCosts::StatedTotal
• statements_in() : algotradelib::runner::ChargedCosts
• stats() : algotradelib::network::RateLimitController
• status_ : algotradelib::Instrument, algotradelib::OrderSnapshot, algotradelib::runner::JournalBytes, algotradelib::runner::JournalReplay
• still_working_ : algotradelib::backtest::FillDecision
• stop() : algotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor >
• stop_fills_intrabar_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• stop_handler_refused_ : algotradelib::runner::LoopReport
• stop_handler_sent_ : algotradelib::runner::LoopReport
• stop_limit() : algotradelib::runner::OrderIntent, algotradelib::strategy::OrderIntent
• stop_released_ : algotradelib::kis::KisOpenOrder
• stop_releases_ : algotradelib::backtest::ReplayResult, algotradelib::backtest::ReportCaveats
• stop_requested_ : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• stopped_by_ : algotradelib::runner::LoopReport
• str() : algotradelib::Code< N >, algotradelib::Currency, algotradelib::Decimal64, algotradelib::MarketSegment, algotradelib::OrderRef< Broker >, algotradelib::strategy::Price
• strand_ : algotradelib::network::WebSocketSessionBase< Derived, Stream >
• 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 >
• substitute_amount_ : algotradelib::kiwoom::KiwoomDeposit
• supports_interval() : algotradelib::BrokerCaps< Client >, algotradelib::strategy::AllCaps, algotradelib::strategy::NoCaps
• symbol_ : algotradelib::InstrumentId, algotradelib::kiwoom::KiwoomHistoryQuery, algotradelib::kiwoom::KiwoomOrderRef, algotradelib::OrderHistoryQuery, algotradelib::tossinvest::TossOrderQuery