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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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| Calgotradelib::AccountInfo< Client > | One account from a broker's account list |
| Calgotradelib::strategy::AllCaps | A capability set in which the broker implements everything optional |
| Calgotradelib::AmendInstruction | A modification or cancellation of a working order |
| Calgotradelib::backtest::AppliedRate | The commission rate that charged an execution, as the backtest report lists it |
| Calgotradelib::network::AuthBody< BrokerType > | An OAuth access token and its expiry, the base of each broker's token-response class |
| Calgotradelib::network::AuthBody< KisRest > | |
| Calgotradelib::network::AuthBody< KiwoomRest > | |
| Calgotradelib::network::AuthBody< TossRest > | |
| Calgotradelib::backtest::Backtester< Strategy, CapsType > | Replays bars (and quotes) through one strategy, with a ledger and a fill model |
| Calgotradelib::backtest::BacktestTag | The broker tag of a replay's order references (they reach no broker) |
| Calgotradelib::Bar | One bar: the prices and volume of one period, as exact decimals |
| Calgotradelib::runner::BarEvent | One bar, delivered to on_bar |
| Calgotradelib::strategy::BarEvent | One bar, delivered to on_bar |
| Calgotradelib::BarQuery | What bars to fetch |
| Calgotradelib::BarSeries | The bars of one instrument and interval, oldest first |
| Calgotradelib::strategy::BarSlice | Every instrument's bar of one interval for one period end, delivered to on_bars |
| Calgotradelib::network::BasicRateLimitBucket< Clock > | A rate limiter (the generic cell rate algorithm) that computes when a request may go; it neither waits nor reads the clock itself |
| Calgotradelib::BlockingSession< Client > | A blocking broker client bound to one account, with the same broker operations as BrokerSession, plus accounts() |
| Calgotradelib::analytics::BollingerBands | The three lines of Bollinger bands, each as long as the input |
| Cstd::bool_constant | |
| Calgotradelib::kis::Broker | The KIS broker tag: order references are typed by it, so a KIS reference works with both KIS clients and with no other broker |
| Calgotradelib::kiwoom::Broker | The Kiwoom broker tag: order references are typed by it, so a Kiwoom reference works with both Kiwoom clients and with no other broker |
| Calgotradelib::tossinvest::Broker | The Toss Securities broker tag: order references are typed by it, so a Toss reference works with both Toss clients and with no other broker |
| Calgotradelib::BrokerCaps< Client > | What one broker client implements, as compile-time constants |
| Calgotradelib::BrokerError | The error a broker or transport operation returns |
| Calgotradelib::runner::BrokerRefusal | The broker's own code and message for a refusal, kept for diagnosis |
| Calgotradelib::BrokerSession< Client > | An asynchronous broker client bound to one account, with broker-neutral operations |
| Calgotradelib::BrokerTraits< Client > | Describes one broker client to the library: its types, capabilities, call thunks and normalizers |
| Calgotradelib::strategy::vanilla::BuyAndHold | Holds a fixed quantity of one instrument |
| Calgotradelib::BuyingPower | What the broker says may be spent, in one currency |
| Calgotradelib::runner::CancelIntent< Broker > | A request to cancel one working order |
| Calgotradelib::strategy::CancelIntent< Broker > | A request to cancel one working order |
| Calgotradelib::kis::traits_detail::Capabilities | The order-related capabilities shared by KIS's asynchronous and blocking traits |
| Calgotradelib::kiwoom::traits_detail::Capabilities | The order-related capabilities shared by Kiwoom's asynchronous and blocking traits |
| Calgotradelib::tossinvest::traits_detail::Capabilities | The order-related capabilities shared by Toss's asynchronous and blocking traits |
| Calgotradelib::runner::ChargedCosts | Commission and tax the broker stated on the orders a loop happened to poll (Toss states them; KIS does not) |
| Calgotradelib::network::ClientCredentials< BrokerType > | OAuth client credentials (an app key and secret), the base of each broker's credentials class |
| Calgotradelib::network::ClientCredentials< KisConfig > | |
| Calgotradelib::network::ClientCredentials< KiwoomConfig > | |
| Calgotradelib::network::ClientCredentials< TossConfig > | |
| Calgotradelib::runner::ClockReference< Clock > | A clock that reads another one, so that two holders (a loop and its journal) read one time |
| Calgotradelib::Code< N > | A short uppercase code (letters, digits, _), stored inline without allocation |
| Calgotradelib::backtest::CommissionCharge | What one execution was charged: the broker's commission and the institution fee |
| Calgotradelib::backtest::CommissionModel | A flat commission: a rate on traded value, with an optional per-execution minimum |
| Calgotradelib::backtest::CommissionPolicy | How a backtest charges commission: one stated model, or a schedule resolved per execution |
| Calgotradelib::CommissionRate | One commission rate, the market and venue it applies to, and the dates it applies on |
| Calgotradelib::CommissionSchedule | The commission rates a broker published for an account, or a caller stated |
| Calgotradelib::runner::Context< BrokerTag, CapsType > | What a strategy's handlers receive as ctx: everything the strategy may read, and where it queues what it wants |
| Calgotradelib::strategy::vanilla::Crossing | The last two values of an indicator line, for testing a crossing |
| Calgotradelib::Currency | A three-letter currency code, such as KRW or USD (ISO 4217 style) |
| Calgotradelib::DataOnlyTraits< Tag > | A base for the BrokerTraits of a market-data client that cannot trade |
| Calgotradelib::Date | A calendar date with no time of day or time zone |
| Calgotradelib::Decimal64 | An exact signed decimal: an int64 coefficient times 10^-scale |
| Calgotradelib::DepthLevel | One price level of an order book |
| Calgotradelib::DepthSnapshot | An instrument's order book: resting bids and offers |
| Calgotradelib::strategy::vanilla::DonchianBreakout | Donchian channel breakout: holds after the close breaks above the channel, exits after it breaks below |
| Calgotradelib::runner::DryRunReport< BrokerTag > | What one runner pass decided and did, sorted by outcome (returned by Runner::feed) |
| Calgotradelib::runner::DryTag | The broker tag of a dry run, whose order references reach no broker |
| Calgotradelib::strategy::vanilla::EmaCrossover | MovingAverageCrossover with exponential averages |
| Cstd::enable_shared_from_this | |
| Calgotradelib::strategy::vanilla::EqualWeightRebalance | Holds an equal fraction of portfolio value in each instrument of a universe |
| Calgotradelib::backtest::EquityPoint | One point on a replay's equity curve, recorded per bar |
| Calgotradelib::backtest::Execution | One execution a backtest produced, and what it cost |
| Calgotradelib::runner::FailurePolicy | How a PollingLoop responds to polls that keep failing |
| Cstd::false_type | |
| Calgotradelib::runner::FileJournal | The order journal on disk: one JSON object per line, appended and flushed to disk (fsync) before append returns |
| Calgotradelib::runner::FileStopChannel | A control file an operator writes to stop a running loop with a given intent |
| Calgotradelib::runner::Fill | One execution of an order the strategy placed, delivered to on_fill |
| Calgotradelib::strategy::Fill | One execution of an order the strategy placed, delivered to on_fill |
| Calgotradelib::backtest::FillDecision | What NextBarFillModel::decide concluded about one order and one bar |
| Calgotradelib::strategy::GuardDecision | What RiskGuard::evaluate concluded about one order |
| Calgotradelib::strategy::GuardInputs | What RiskGuard::check needs besides the order and the portfolio |
| Calgotradelib::strategy::GuardRejection | One order a guard refused, with the limit and the value that exceeded it |
| Cstd::hash< algotradelib::OrderRef< Broker > > | Hashes an order reference, so it can key an unordered container |
| Calgotradelib::HoldingPosition | One position row in a holdings snapshot |
| Calgotradelib::HoldingsSnapshot | An account's positions and per-currency totals at one point in time |
| Calgotradelib::HoldingsTotals | The broker's holdings totals for one currency |
| Calgotradelib::network::HttpClient | A blocking HTTP/1.1 client over TLS that keeps one connection to one host |
| Calgotradelib::network::HttpClientOptions | Deadlines, size limits and pacing for an HTTP client |
| Calgotradelib::network::HttpRequest | An HTTP request for AsyncHttpClient |
| Calgotradelib::runner::IndeterminacyLedger | The instruments with an order of unknown outcome, where nothing may be placed until the broker's order list is read and the instrument resolved |
| Calgotradelib::Instrument | Reference data for one instrument |
| Calgotradelib::strategy::InstrumentBasis | An instrument's currency and the price to value it at, for the exposure ceiling |
| Calgotradelib::InstrumentId | Identifies an instrument: its country, venue and symbol |
| Calgotradelib::runner::IterationReport | What one loop iteration did |
| Calgotradelib::runner::JournalBytes | A journal file's bytes, and whether they could be read |
| Calgotradelib::runner::JournalEntry | One journal line: an instruction and what was known about it when the line was written |
| Calgotradelib::runner::JournalingExecutor< Inner, Journal, Clock > | An executor wrapper that records each instruction in a journal before sending it |
| Calgotradelib::runner::JournalReplay | The contents of a journal, including what could not be read |
| Calgotradelib::kis::KisAccount | A KIS account: the account number and product code every account request names |
| Calgotradelib::kis::KisAmendment | An amendment or cancellation of a KIS order |
| Calgotradelib::kis::KisAuth | Obtains and caches KIS access tokens and WebSocket approval keys with blocking requests; thread-safe |
| Calgotradelib::kis::KisBlockingClient | A blocking KIS client: each call runs a KisClient request on a private event loop and returns its result. Not thread-safe |
| Calgotradelib::kis::KisHistoryRange | The date range of a KIS order-history inquiry, both ends included (Korean dates) |
| Calgotradelib::kis::KisOpenOrder | A KIS order that can still be amended or cancelled |
| Calgotradelib::kis::KisOpenOrderPage | KIS's list of orders that can still be amended or cancelled |
| Calgotradelib::kis::KisOrderAck | KIS's acknowledgement of an accepted order, amendment or cancellation |
| Calgotradelib::kis::KisOrderRef | A KIS order's address: branch number and order number, both kept |
| Calgotradelib::kis::KisWebsocket | A KIS WebSocket approval key and when it was issued |
| Calgotradelib::kiwoom::KiwoomAccount | The Kiwoom account selector, which is empty: no Kiwoom endpoint takes an account number, since the app key determines the account (ka00001 reports which) |
| Calgotradelib::kiwoom::KiwoomAccountInfo | One account Kiwoom's ka00001 reports for the bound credential |
| Calgotradelib::kiwoom::KiwoomAmendment | An amendment or cancellation of a Kiwoom order |
| Calgotradelib::kiwoom::KiwoomAuth | Obtains and caches a Kiwoom access token with blocking requests; thread-safe |
| Calgotradelib::kiwoom::KiwoomBlockingClient | A blocking Kiwoom client: each call runs a KiwoomClient request on a private event loop and returns its result. Not thread-safe. Order references work with either client |
| Calgotradelib::kiwoom::KiwoomDeposit | Kiwoom's deposit detail (kt00001), as reported; buying_power reads spendable_ from it, and the rest is reachable through session.client() |
| Calgotradelib::kiwoom::KiwoomHistoryQuery | A Kiwoom order-history query: one date (kt00007 takes no range, so a multi-day query is refused) |
| Calgotradelib::kiwoom::KiwoomMarginTier | One margin tier of Kiwoom's kt00010 answer: what may be ordered at that 증거금률 |
| Calgotradelib::kiwoom::KiwoomOpenOrder | One Kiwoom order that is still open to modification or cancellation |
| Calgotradelib::kiwoom::KiwoomOpenOrderPage | One page of Kiwoom orders that remain modifiable or cancellable |
| Calgotradelib::kiwoom::KiwoomOrderableAmount | What may be ordered of one instrument, per margin tier (kt00010), reachable through session.client() |
| Calgotradelib::kiwoom::KiwoomOrderAck | Kiwoom's acknowledgement of an accepted order, amendment or cancellation |
| Calgotradelib::kiwoom::KiwoomOrderRef | A Kiwoom order's address: order number and symbol, both of which amendments and cancellations require |
| Calgotradelib::kiwoom::KiwoomOrderShapeRow | One row of Kiwoom's order-type table: the numeric request code, the Korean names its listings report, and the normalized shape |
| Calgotradelib::runner::Context< BrokerTag, CapsType >::Log | A log that keeps lines in memory for the runner to emit or a test to read |
| Calgotradelib::strategy::ProbeContextT< CapsType >::Log | A log that keeps each line in memory for a test to read |
| Calgotradelib::runner::LoopReport | What a whole PollingLoop::run did, and why it ended |
| Calgotradelib::analytics::MacdLines | The three lines of a MACD, each as long as the input |
| Calgotradelib::runner::ManualClock | A clock for tests: wait_for advances it instead of sleeping |
| Calgotradelib::runner::ManualSource< Runner > | A source for tests: each poll returns a queued or default outcome, without any network |
| Calgotradelib::MarketSegment | The market segment an instrument is listed on, such as KOSPI or NASDAQ |
| Calgotradelib::runner::MatchWindow | The time allowances used when matching journalled instructions against a broker listing |
| Calgotradelib::analytics::MaxDrawdown | The worst peak-to-trough decline of a level series, and where it happened |
| Calgotradelib::runner::MemoryJournal | A journal held in memory, lost when the process exits; for tests and dry runs |
| Calgotradelib::Money | An exact amount of money in one currency |
| Calgotradelib::conformance::MoveOnlyCallback | A plain callback that cannot be copied |
| Calgotradelib::strategy::vanilla::MovingAverageCrossover | Holds quantity_ shares while the fast moving average is above the slow one, and is flat otherwise |
| Calgotradelib::backtest::NextBarFillModel | The fill model: market orders at the next bar's open, limit orders when the next bar's range reaches them, stop-limit orders once released |
| Calgotradelib::data_only::NoAccount | The (empty) account a data-only session binds |
| Calgotradelib::data_only::NoAck | Placeholder order acknowledgement; never produced |
| Calgotradelib::data_only::NoAmendment | Placeholder amendment; never produced |
| Calgotradelib::strategy::NoCaps | A capability set in which the broker implements nothing optional |
| Calgotradelib::data_only::NoHistoryQuery | Placeholder history query; never produced |
| Calgotradelib::kis::traits_detail::Normalizers | The capabilities and conversions shared by KIS's asynchronous and blocking traits |
| Calgotradelib::kiwoom::traits_detail::Normalizers | The capabilities and conversions shared by Kiwoom's asynchronous and blocking traits |
| Calgotradelib::tossinvest::traits_detail::Normalizers | The capabilities and conversions shared by Toss's asynchronous and blocking traits |
| Calgotradelib::data_only::NoWorkingOrders | Placeholder working-order listing; never produced |
| Calgotradelib::runner::Obligation | One order a serialized runner still owes (Runner::obligations) |
| Calgotradelib::math::Observed | A series split into zero-filled values and a presence mask, for sums that skip gaps |
| Calgotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedCharge | One order's stated charges, as last recorded |
| Calgotradelib::live::SessionSource< Session, Journal, MarketData >::ObservedFigure | One charge figure of one order, and the filled quantity it was recorded at |
| Calgotradelib::runner::OpenInstruction | One instruction of unknown outcome, and the span in which it may have reached the broker |
| Calgotradelib::OrderAck | The broker's acknowledgement that it accepted an instruction |
| Calgotradelib::OrderExecution | What has filled on one order, and what it cost |
| Calgotradelib::OrderHistoryQuery | The filter for an order-history inquiry |
| Calgotradelib::runner::OrderIntent | One order a strategy asks the runner to place |
| Calgotradelib::strategy::OrderIntent | One order a strategy asks the runner to place |
| Calgotradelib::runner::OrderMatch | One instruction's verdict, with context for the operator |
| Calgotradelib::OrderPage | One page of an order listing |
| Calgotradelib::OrderRef< Broker > | A broker's reference to one order, used to amend or cancel it |
| Calgotradelib::OrderRequest | An order to place, in broker-neutral form |
| Calgotradelib::OrderShape | An order's type, price, trigger, time in force and session, as an amendment states them |
| Calgotradelib::OrderSnapshot | The state of one order, as a broker listing reported it |
| Calgotradelib::runner::OrderUpdateWatch< Broker > | Turns successive working-order listings into order updates: the rows that changed since the previous listing |
| Calgotradelib::analytics::Panel | One bar field across many instruments: one row per instant, one column per instrument |
| Calgotradelib::strategy::vanilla::BuyAndHold::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::DonchianBreakout::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::EqualWeightRebalance::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::MovingAverageCrossover::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::RsiThreshold::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::TimedLiquidation::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::VolatilityTargetSizing::Params | The strategy's settings |
| Calgotradelib::strategy::vanilla::ZScoreReversion::Params | The strategy's settings |
| Calgotradelib::PlacedOrder< Broker > | An accepted order: the acknowledgement and the reference to address it with |
| Calgotradelib::conformance::PlainCallback | A completion handler with no associated executor (a plain callback) |
| Calgotradelib::strategy::Plan< Broker > | What to send: first every cancellation, then every placement |
| Calgotradelib::strategy::PlannedOrder | One order the runner is to place |
| Calgotradelib::runner::PollingLoop< Runner, Source, Clock > | Runs a runner for a live session: polls a source on a schedule, gates placements, derives the market phase, and honours stop requests |
| Calgotradelib::runner::PollSchedule | How often a PollingLoop polls each kind; an unset interval disables that poll |
| Calgotradelib::runner::Portfolio< Broker > | What the account holds and which orders are still working, as a strategy sees it |
| Calgotradelib::strategy::Portfolio< Broker > | What the account holds and which orders are still working, as a strategy sees it |
| Calgotradelib::strategy::Price | A price known to be on its instrument's tick grid |
| Calgotradelib::PriceLimits | The highest and lowest price an instrument may trade at today |
| Calgotradelib::PriceRule | The price grid (tick sizes) an instrument's order prices must sit on |
| Calgotradelib::strategy::ProbeBroker | The broker tag of a probe context; nothing it issues reaches a market |
| Calgotradelib::strategy::ProbeContextT< CapsType > | A context for testing a strategy without a runner: it records what the strategy asks for |
| Calgotradelib::backtest::QueuedOrder< BrokerTag > | One order a replay accepted and has not yet filled or withdrawn |
| Calgotradelib::backtest::QueueingExecutor< BrokerTag > | The replay's executor: accepts orders and holds them until they fill or are withdrawn |
| Calgotradelib::runner::QuoteEvent | A quote the runner has just read, delivered to on_quote |
| Calgotradelib::strategy::QuoteEvent | A quote the runner has just read, delivered to on_quote |
| Calgotradelib::QuoteSnapshot | A quote: the last traded price of an instrument at a point in time |
| Calgotradelib::network::RateLimitBudget | The request rate a connection may use |
| Calgotradelib::network::RateLimitController | The rate limiter of one connection (one app key): a RateLimitBucket on the steady clock, plus counters |
| Calgotradelib::network::RateLimitGroupStats | A rate limiter's counters for one traffic class |
| Calgotradelib::network::RateLimitStats | A rate limiter's counters per traffic class, its current budget, and the broker's refusals (from RateLimitController::stats) |
| Calgotradelib::CommissionSchedule::RateSelection | The result of rate_for: a rate, or why there is none |
| Calgotradelib::strategy::ReconcileInputs | What reconciliation needs besides the intent and the portfolio; the runner fills it in |
| Calgotradelib::runner::ReconcileReport | What one sweep of the broker's order list settled, and what is still withheld |
| Calgotradelib::runner::RecordingExecutor< BrokerTag > | An executor that sends nothing and records what it was given (the dry run's default) |
| Calgotradelib::runner::RecoveryReport | What a journal showed was left owed by the process that wrote it |
| Calgotradelib::runner::RefusedCancel< BrokerTag > | A cancellation a hold refused (nothing was sent), and which hold |
| Calgotradelib::runner::RejectedCancel< BrokerTag > | A cancellation that was refused, by the broker or before it was sent |
| Calgotradelib::strategy::Rejection | One instruction that was not placed, and why |
| Calgotradelib::backtest::ReplayClock | A backtest's clock: the current instant and market phase, moved by the replayed events |
| Calgotradelib::backtest::ReplayConfig | A replay's settings, besides the strategy and the bars |
| Calgotradelib::backtest::ReplayLedger | Positions, cash and realized profit, updated by each execution of a replay |
| Calgotradelib::backtest::ReplayResult | Everything a replay produced; summarize turns it into a Report |
| Calgotradelib::backtest::Report | The summary of a replay; read halted_ and caveats_ before the figures |
| Calgotradelib::backtest::ReportCaveats | What a replay's figures assumed and did not account for |
| Calgotradelib::Result< T > | Either a value or a BrokerError |
| Calgotradelib::strategy::RiskGuard | Checks planned orders against RiskLimits, holds trading stopped, and counts orders sent |
| Calgotradelib::strategy::RiskLimits | The limits the operator sets for RiskGuard |
| Calgotradelib::strategy::vanilla::RsiThreshold | Long-only RSI strategy: buys when the index is oversold, sells when it is overbought |
| Calgotradelib::runner::Runner< Strategy, CapsType, BrokerTag, Executor > | Runs one strategy: feeds it events, reconciles what it asks for, checks the risk limits, and sends through an executor |
| Calgotradelib::SellableBasis | What a sellable quantity covers, and how RiskGuard must treat resting sells against it |
| Calgotradelib::strategy::SellableConventionProbe< Broker > | Infers a broker's SellableConvention from successive portfolios |
| Calgotradelib::strategy::SellableEvidence | How many observations supported each answer |
| Calgotradelib::runner::Portfolio< Broker >::SellableReading | A sellable quantity together with what it covers, read from the same row |
| Calgotradelib::strategy::Portfolio< Broker >::SellableReading | A sellable quantity together with what it covers, read from the same row |
| Calgotradelib::backtest::SellTax | A tax on sales, stated by the caller; see NextBarFillModel::with_sell_tax |
| Calgotradelib::analytics::SeriesBuffer | The most recent observations of a few fields, for a strategy fed one bar at a time |
| Calgotradelib::analytics::SeriesFrame | One instrument's bars as numeric columns: one row per bar, one column per BarField |
| Calgotradelib::runner::SeriesKey | Identifies one cached bar series: an instrument at one bar interval |
| Calgotradelib::live::SessionExecutor< Session > | The executor that sends a runner's orders and cancellations through a broker session |
| Calgotradelib::live::SessionSource< Session, Journal, MarketData > | The source a runner::PollingLoop polls: reads a broker session and feeds bars, quotes, holdings, orders, buying power, price bands and the calendar to a runner |
| Calgotradelib::strategy::SessionWindow | The intraday session of a market, as the operator states it |
| Clive_program::Settings | What a run is told, gathered so main states it once and a test can state it differently |
| Calgotradelib::runner::SignalStop | Routes SIGINT and SIGTERM to a StopSource as a quiesce, and ignores SIGHUP where it exists (POSIX); only when install is called |
| Calgotradelib::strategy::SizeSpec | How much an OrderIntent trades: a quantity, a notional amount, or a target weight |
| Calgotradelib::backtest::SlippageModel | Slippage: how far a fill price moves against the order (a buy pays more, a sell gets less) |
| Calgotradelib::strategy::vanilla::SmaCrossover | MovingAverageCrossover with simple averages |
| Calgotradelib::StatedDate | A date a broker stated, did not state, or stated in a form that could not be read |
| Calgotradelib::runner::ChargedCosts::StatedTotal | One currency's running figure and how many statements contributed to it |
| Calgotradelib::runner::SteadyClock | The real clock a live loop uses: wall-clock time to stamp events, monotonic time to wait and to measure how long something took |
| Calgotradelib::runner::StopSource | A stop request the loop polls; safe to set from a signal handler |
| Calgotradelib::strategy::StrategyConformance< S, Ctx > | The checks behind ATL_ASSERT_STRATEGY; instantiating it reports what is wrong with S |
| Calgotradelib::runner::TargetPosition | The position a strategy wants to hold in one instrument |
| Calgotradelib::strategy::TargetPosition | The position a strategy wants to hold in one instrument |
| Calgotradelib::TickBand | One band of a price grid: the tick size from a price upward, until the next band |
| Calgotradelib::strategy::vanilla::TimedLiquidation | Flattens every position when the market enters a phase it should not hold through |
| Calgotradelib::analytics::TimeIndex | The instants a frame's rows correspond to, strictly ascending |
| Calgotradelib::TopOfBook | The best bid and offer, with the size at each. An absent field was not stated, never zero |
| Calgotradelib::tossinvest::TossAccount | A Toss account, as account discovery (async_accounts) returns it |
| Calgotradelib::tossinvest::TossAmendment | An amendment of a Toss order: a new price, and for a Korean order a new quantity |
| Calgotradelib::tossinvest::TossAuth | Obtains and caches a Toss access token with blocking requests; thread-safe |
| Calgotradelib::tossinvest::TossBlockingClient | Blocking facade that drives TossClient on a private event loop |
| Calgotradelib::tossinvest::TossOrderQuery | A Toss order-listing query |
| Calgotradelib::TradePrint | One executed trade, as the broker reported it |
| Calgotradelib::strategy::TradeTolerance | How small a difference from a target is not worth an order |
| Calgotradelib::TradingCalendar | The trading days a broker reported for one market, ascending by date |
| Calgotradelib::TradingDay | One calendar date and whether the market opens on it |
| Cstd::true_type | |
| Calgotradelib::VenueKey | Which venue a commission rate applies to: any venue, a normalized Venue, or a raw code |
| Calgotradelib::strategy::vanilla::VolatilityTargetSizing | Holds a long position sized so its value volatility per bar matches a risk budget |
| Calgotradelib::network::WebSocketSessionOptions | Options for a WebSocket session (WsSession, WssSession) |
| Calgotradelib::strategy::WeightTarget | The result of weight_target: a target position or a refusal, exactly one of them |
| Calgotradelib::runner::WithheldOrder | One order the runner held back without sending, and why |
| Calgotradelib::runner::WithheldPlan< BrokerTag > | One reconciliation plan the runner held back, and what it would have done |
| Calgotradelib::WorkingOrder< Broker > | An order still open to modification or cancellation |
| Calgotradelib::WorkingOrders< Broker > | The orders open to modification or cancellation at one point in time |
| Calgotradelib::strategy::vanilla::ZScoreReversion | Long-only mean reversion on the z-score of the close |
1.18.0