algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib::runner::SeriesKey Struct Reference

Identifies one cached bar series: an instrument at one bar interval. More...

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

Collaboration diagram for algotradelib::runner::SeriesKey:

Public Attributes

InstrumentId instrument_
 The instrument.
BarInterval interval_ {BarInterval::ONE_DAY}
 The bar interval; one instrument at two intervals is two series.

Friends

bool operator< (const SeriesKey &lhs, const SeriesKey &rhs)
 Orders keys by instrument, then interval, so they can key a map.

Detailed Description

Identifies one cached bar series: an instrument at one bar interval.

Definition at line 48 of file context.hpp.

◆ operator<

bool operator< ( const SeriesKey & lhs,
const SeriesKey & rhs )
friend

Orders keys by instrument, then interval, so they can key a map.

Parameters
lhsThe first key.
rhsThe second key.
Returns
true if lhs sorts first.

Definition at line 60 of file context.hpp.

Member Data Documentation

◆ instrument_

InstrumentId algotradelib::runner::SeriesKey::instrument_

The instrument.

Definition at line 50 of file context.hpp.

Referenced by operator<.

◆ interval_

BarInterval algotradelib::runner::SeriesKey::interval_ {BarInterval::ONE_DAY}

The bar interval; one instrument at two intervals is two series.

Definition at line 52 of file context.hpp.

Referenced by operator<.


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