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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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Identifies one cached bar series: an instrument at one bar interval. More...
#include <algotradelib/src/runner/context.hpp>
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. | |
Identifies one cached bar series: an instrument at one bar interval.
Definition at line 48 of file context.hpp.
Orders keys by instrument, then interval, so they can key a map.
| lhs | The first key. |
| rhs | The second key. |
Definition at line 60 of file context.hpp.
| InstrumentId algotradelib::runner::SeriesKey::instrument_ |
| 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<.