Commission and tax the broker stated on the orders a loop happened to poll (Toss states them; KIS does not). More...

#include <algotradelib/src/runner/loop.hpp>

Classes
struct	StatedTotal
	One currency's running figure and how many statements contributed to it. More...

Public Member Functions
std::optional< Decimal64 >	commission_in (const Currency &currency) const
	Returns the commission stated in a currency.
std::optional< Decimal64 >	tax_in (const Currency &currency) const
	Returns the tax stated in a currency.
std::size_t	commission_statements_in (const Currency &currency) const
	Returns how many commission statements a currency has.
std::size_t	tax_statements_in (const Currency &currency) const
	Returns how many tax statements a currency has.
bool	add (std::vector< StatedTotal > &totals, const Money &amount)
	Adds an amount to its currency's figure in a list of totals.
ChargedCosts	since (const ChargedCosts &before) const
	Returns what was observed since an earlier copy, for one run's report.

Static Public Member Functions
static std::optional< Decimal64 >	figure_in (const std::vector< StatedTotal > &totals, const Currency &currency)
	Returns a currency's figure from a list of totals.
static std::size_t	statements_in (const std::vector< StatedTotal > &totals, const Currency &currency)
	Returns a currency's statement count from a list of totals.

Public Attributes
std::vector< StatedTotal >	commission_
	Commission stated, per currency; a currency with no statement has no entry (not zero).
std::vector< StatedTotal >	tax_
	Tax stated, per currency, on the same terms.
std::size_t	orders_stating_cost_ {0}
	How many orders have stated a cost (including zero); counted once per order, never decreased.
std::size_t	orders_stating_none_ {0}
	How many orders were first seen stating no cost (every KIS order); never decreased, so an order that later states one is counted in both.
std::size_t	working_list_disappearances_ {0}
	How many orders left the working-order listing between two polls (filled, cancelled or expired); a diagnostic, not a completeness measure.
std::size_t	conflicting_restatements_ {0}
	How many times an order restated a different cost at the same filled quantity; the first figure is kept.
std::size_t	unrepresentable_sums_ {0}
	How many additions or subtractions did not fit a Decimal64; nonzero means the figures are short (it counts attempts, and a re-polled row counts again).

Detailed Description

Commission and tax the broker stated on the orders a loop happened to poll (Toss states them; KIS does not).

A subtotal of unknown coverage, not a total: an order that fills and leaves the working-order listing between two polls, or is placed and filled between them, is never seen with its final cost.

Definition at line 303 of file loop.hpp.

Member Function Documentation

◆ add()

bool algotradelib::runner::ChargedCosts::add	(	std::vector< StatedTotal > &	totals,
		const Money &	amount )

inline

Adds an amount to its currency's figure in a list of totals.

Parameters

totals	commission_ or tax_.
amount	The amount.

Returns: false (counted in unrepresentable_sums_, figure unchanged) if the sum does not fit; the caller must not then treat the amount as counted.

Definition at line 386 of file loop.hpp.

◆ commission_in()

std::optional< Decimal64 > algotradelib::runner::ChargedCosts::commission_in ( const Currency & currency ) const

inline

Returns the commission stated in a currency.

Parameters

currency The currency.

Returns: The figure, or std::nullopt if none was stated.

Definition at line 348 of file loop.hpp.

◆ commission_statements_in()

std::size_t algotradelib::runner::ChargedCosts::commission_statements_in ( const Currency & currency ) const

inline

Returns how many commission statements a currency has.

Parameters

currency The currency.

Returns: The count.

Definition at line 366 of file loop.hpp.

◆ figure_in()

std::optional< Decimal64 > algotradelib::runner::ChargedCosts::figure_in	(	const std::vector< StatedTotal > &	totals,
		const Currency &	currency )

inlinestatic

Returns a currency's figure from a list of totals.

Parameters

totals	The totals.
currency	The currency.

Returns: The figure, or std::nullopt if none.

Definition at line 409 of file loop.hpp.

Referenced by commission_in(), and tax_in().

◆ since()

ChargedCosts algotradelib::runner::ChargedCosts::since ( const ChargedCosts & before ) const

inline

Returns what was observed since an earlier copy, for one run's report.

A currency appears if its statement count rose (so a stated zero is kept). A money delta can be negative if the broker revised a figure down.

Parameters

before The earlier copy.

Returns: The difference; a subtraction that does not fit is counted in unrepresentable_sums_.

Definition at line 448 of file loop.hpp.

Referenced by algotradelib::runner::PollingLoop< Runner, Source, Clock >::run().

◆ statements_in()

std::size_t algotradelib::runner::ChargedCosts::statements_in	(	const std::vector< StatedTotal > &	totals,
		const Currency &	currency )

inlinestatic

Returns a currency's statement count from a list of totals.

Parameters

totals	The totals.
currency	The currency.

Returns: The count; zero if none.

Definition at line 427 of file loop.hpp.

Referenced by commission_statements_in(), and tax_statements_in().

◆ tax_in()

std::optional< Decimal64 > algotradelib::runner::ChargedCosts::tax_in ( const Currency & currency ) const

inline

Returns the tax stated in a currency.

Parameters

currency The currency.

Returns: The figure, or std::nullopt if none was stated.

Definition at line 357 of file loop.hpp.

◆ tax_statements_in()

std::size_t algotradelib::runner::ChargedCosts::tax_statements_in ( const Currency & currency ) const

inline

Returns how many tax statements a currency has.

Parameters

currency The currency.

Returns: The count.

Definition at line 375 of file loop.hpp.

Member Data Documentation

◆ commission_

std::vector<StatedTotal> algotradelib::runner::ChargedCosts::commission_

Commission stated, per currency; a currency with no statement has no entry (not zero).

Definition at line 317 of file loop.hpp.

Referenced by commission_in(), commission_statements_in(), and since().

◆ conflicting_restatements_

std::size_t algotradelib::runner::ChargedCosts::conflicting_restatements_ {0}

How many times an order restated a different cost at the same filled quantity; the first figure is kept.

Definition at line 336 of file loop.hpp.

Referenced by since().

◆ orders_stating_cost_

std::size_t algotradelib::runner::ChargedCosts::orders_stating_cost_ {0}

How many orders have stated a cost (including zero); counted once per order, never decreased.

Definition at line 321 of file loop.hpp.

Referenced by since().

◆ orders_stating_none_

std::size_t algotradelib::runner::ChargedCosts::orders_stating_none_ {0}

How many orders were first seen stating no cost (every KIS order); never decreased, so an order that later states one is counted in both.

Definition at line 326 of file loop.hpp.

Referenced by since().

◆ tax_

std::vector<StatedTotal> algotradelib::runner::ChargedCosts::tax_

Tax stated, per currency, on the same terms.

Definition at line 319 of file loop.hpp.

Referenced by since(), tax_in(), and tax_statements_in().

◆ unrepresentable_sums_

std::size_t algotradelib::runner::ChargedCosts::unrepresentable_sums_ {0}

How many additions or subtractions did not fit a Decimal64; nonzero means the figures are short (it counts attempts, and a re-polled row counts again).

Definition at line 341 of file loop.hpp.

Referenced by add(), and since().

◆ working_list_disappearances_

std::size_t algotradelib::runner::ChargedCosts::working_list_disappearances_ {0}

How many orders left the working-order listing between two polls (filled, cancelled or expired); a diagnostic, not a completeness measure.

Definition at line 331 of file loop.hpp.

Referenced by since().

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

algotradelib/src/runner/loop.hpp

Classes

Public Member Functions

Static Public Member Functions

Public Attributes

Detailed Description

Member Function Documentation

◆ add()

◆ commission_in()

◆ commission_statements_in()

◆ figure_in()

◆ since()

◆ statements_in()

◆ tax_in()

◆ tax_statements_in()

Member Data Documentation

◆ commission_

◆ conflicting_restatements_

◆ orders_stating_cost_

◆ orders_stating_none_

◆ tax_

◆ unrepresentable_sums_

◆ working_list_disappearances_