algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib::CommissionSchedule::RateSelection Struct Reference

The result of rate_for: a rate, or why there is none. More...

#include <algotradelib/src/core/types.hpp>

Public Attributes

std::optional< CommissionRate > rate_
 The rate in force, if one definitely is.
bool bounds_unreadable_ {false}
 Whether an unreadable date window is why no rate was returned.

Detailed Description

The result of rate_for: a rate, or why there is none.

Definition at line 1567 of file types.hpp.

Member Data Documentation

◆ bounds_unreadable_

bool algotradelib::CommissionSchedule::RateSelection::bounds_unreadable_ {false}

Whether an unreadable date window is why no rate was returned.

Never true together with a rate. Check it before falling back to another rate: true means the schedule may cover the date, and nobody can tell.

Definition at line 1576 of file types.hpp.

Referenced by algotradelib::CommissionSchedule::rate_for().

◆ rate_

std::optional<CommissionRate> algotradelib::CommissionSchedule::RateSelection::rate_

The rate in force, if one definitely is.

Definition at line 1569 of file types.hpp.

Referenced by algotradelib::backtest::commission_model_from(), and algotradelib::CommissionSchedule::rate_for().


The documentation for this struct was generated from the following file: