algotradelib::backtest::FillDecision Struct Reference

What NextBarFillModel::decide concluded about one order and one bar. More...

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

Public Attributes
std::optional< Execution >	execution_
	The execution, if the order traded against this bar.
bool	still_working_ {false}
	Whether the order stays queued for a later bar (it did not trade but may still).
std::optional< BrokerError >	costing_error_
	Why a fill could not be costed (no commission rate, or a tax that does not fit).
bool	released_ {false}
	Whether this bar released a dormant stop-limit order (whether or not it also filled).
bool	intrabar_release_fill_ {false}
	Whether the fill depended on a stop released inside the bar, where the bar cannot show the order of prices; counted by the report.
bool	bounded_ {false}
	Whether a limit-type fill price was moved to stay within the bar's range and the limit; counted by the report.

Detailed Description

What NextBarFillModel::decide concluded about one order and one bar.

Definition at line 28 of file fill.hpp.

Member Data Documentation

bounded_

bool algotradelib::backtest::FillDecision::bounded_ {false}

Whether a limit-type fill price was moved to stay within the bar's range and the limit; counted by the report.

Definition at line 50 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

costing_error_

std::optional<BrokerError> algotradelib::backtest::FillDecision::costing_error_

Why a fill could not be costed (no commission rate, or a tax that does not fit).

Set instead of an execution; the backtest halts rather than dropping the trade.

Definition at line 38 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

execution_

std::optional<Execution> algotradelib::backtest::FillDecision::execution_

The execution, if the order traded against this bar.

Definition at line 30 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

intrabar_release_fill_

bool algotradelib::backtest::FillDecision::intrabar_release_fill_ {false}

Whether the fill depended on a stop released inside the bar, where the bar cannot show the order of prices; counted by the report.

Definition at line 45 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

released_

bool algotradelib::backtest::FillDecision::released_ {false}

Whether this bar released a dormant stop-limit order (whether or not it also filled).

Definition at line 40 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

still_working_

bool algotradelib::backtest::FillDecision::still_working_ {false}

Whether the order stays queued for a later bar (it did not trade but may still).

Definition at line 32 of file fill.hpp.

Referenced by algotradelib::backtest::NextBarFillModel::decide().

---

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

• algotradelib/src/backtest/fill.hpp