algotradelib::backtest::AppliedRate Struct Reference

The commission rate that charged an execution, as the backtest report lists it. More...

#include <algotradelib/src/backtest/cost.hpp>

Collaboration diagram for algotradelib::backtest::AppliedRate:

Public Attributes
Country	country_ {Country::KR}
	The market the rate was selected for.
VenueKey	venue_
	The venue the rate was keyed to.
Decimal64	rate_
	The broker's commission, as a fraction of traded value.
std::optional< Decimal64 >	institution_rate_
	The institution fee rate; empty if the source gave one combined rate.
Decimal64	minimum_ {Decimal64::parse("0")}
	The per-execution minimum on the broker's commission; zero if none.
std::optional< Date >	from_
	The first date of the rate's window; empty if open-ended.
std::optional< Date >	until_
	The last date of the rate's window; empty if open-ended.
CommissionOrigin	origin_ {CommissionOrigin::CALLER_STATED}
	Whether a broker published the rate or a caller stated it.
std::size_t	executions_ {0}
	How many executions the rate charged, counted in the report's table.

Friends
bool	operator== (const AppliedRate &lhs, const AppliedRate &rhs)
	Compares every field except executions_.

Detailed Description

The commission rate that charged an execution, as the backtest report lists it.

Definition at line 124 of file cost.hpp.

Friends And Related Symbol Documentation

operator==

bool operator== ( const AppliedRate & lhs, const AppliedRate & rhs )

friend

Compares every field except executions_.

Parameters

lhs	The first rate.
rhs	The second rate.

Returns

true if they describe the same rate.

Definition at line 154 of file cost.hpp.

Member Data Documentation

country_

Country algotradelib::backtest::AppliedRate::country_ {Country::KR}

The market the rate was selected for.

Definition at line 126 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

executions_

std::size_t algotradelib::backtest::AppliedRate::executions_ {0}

How many executions the rate charged, counted in the report's table.

Zero on the copy attached to a single execution. Not compared by operator==.

Definition at line 146 of file cost.hpp.

from_

std::optional<Date> algotradelib::backtest::AppliedRate::from_

The first date of the rate's window; empty if open-ended.

Definition at line 136 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

institution_rate_

std::optional<Decimal64> algotradelib::backtest::AppliedRate::institution_rate_

The institution fee rate; empty if the source gave one combined rate.

Definition at line 132 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

minimum_

Decimal64 algotradelib::backtest::AppliedRate::minimum_ {Decimal64::parse("0")}

The per-execution minimum on the broker's commission; zero if none.

Definition at line 134 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

origin_

CommissionOrigin algotradelib::backtest::AppliedRate::origin_ {CommissionOrigin::CALLER_STATED}

Whether a broker published the rate or a caller stated it.

Definition at line 140 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

rate_

Decimal64 algotradelib::backtest::AppliedRate::rate_

The broker's commission, as a fraction of traded value.

Definition at line 130 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

until_

std::optional<Date> algotradelib::backtest::AppliedRate::until_

The last date of the rate's window; empty if open-ended.

Definition at line 138 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

venue_

VenueKey algotradelib::backtest::AppliedRate::venue_

The venue the rate was keyed to.

Definition at line 128 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge(), and operator==.

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

• algotradelib/src/backtest/cost.hpp