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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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| Nalgotradelib | The library: broker-neutral types (core), and the modules below |
| Nanalytics | Returns, rolling statistics, indicators and performance metrics over numeric series |
| Nbacktest | Replays a strategy over stored bars: fill and cost models, the replay ledger, and the report |
| Nconformance | The compile-time check behind ATL_ASSERT_BROKER(Client) |
| Ndata_only | Placeholder types and the refusal used by DataOnlyTraits |
| Nkis | The Korea Investment & Securities (KIS) Open API client |
| Nkiwoom | The Kiwoom Securities REST API client |
| Nlive | Connects a runner to a broker session for live trading |
| Nmath | The numeric vocabulary: Scalar, missing(), and the matrix and vector types |
| Nnetwork | HTTP and WebSocket transport, OAuth tokens, and request pacing |
| Nrunner | Runs a strategy: the runner, the polling loop, the order journal, and stopping |
| Nstrategy | What a strategy sees and emits: events, intents, the portfolio, reconciliation and risk limits |
| Ndispatch | Calls a strategy's handlers, skipping the ones it does not declare |
| Nvanilla | The strategies this library ships (buy and hold, crossovers, mean reversion, sizing, liquidation) |
| Ntossinvest | The Toss Securities Open API client |