algotradelib::backtest::CommissionCharge Struct Reference

What one execution was charged: the broker's commission and the institution fee. More...

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

Collaboration diagram for algotradelib::backtest::CommissionCharge:

Public Attributes
Decimal64	broker_ {Decimal64::parse("0")}
	The broker's commission, after its minimum.
std::optional< Decimal64 >	institution_
	The institution fee (유관기관제비용), if the rate is split.
AppliedRate	applied_
	The rate that charged it.

Detailed Description

What one execution was charged: the broker's commission and the institution fee.

Each component is truncated to whole currency units separately. An empty institution_ means the rate was not split, so broker_ includes everything.

Definition at line 167 of file cost.hpp.

Member Data Documentation

applied_

AppliedRate algotradelib::backtest::CommissionCharge::applied_

The rate that charged it.

Definition at line 173 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge().

broker_

Decimal64 algotradelib::backtest::CommissionCharge::broker_ {Decimal64::parse("0")}

The broker's commission, after its minimum.

Definition at line 169 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge().

institution_

std::optional<Decimal64> algotradelib::backtest::CommissionCharge::institution_

The institution fee (유관기관제비용), if the rate is split.

Definition at line 171 of file cost.hpp.

Referenced by algotradelib::backtest::CommissionPolicy::charge().

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

• algotradelib/src/backtest/cost.hpp