algotradelib::runner::WithheldPlan< BrokerTag > Struct Template Reference

One reconciliation plan the runner held back, and what it would have done. More...

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

Collaboration diagram for algotradelib::runner::WithheldPlan< BrokerTag >:

Public Attributes
WithheldPlanReason	reason_ {WithheldPlanReason::PORTFOLIO_ABSENT}
	Why the plan was held back.
InstrumentId	instrument_
	The instrument.
std::string	tag_
	The tag of the strategy's instruction.
std::vector< OrderRef< BrokerTag > >	not_canceled_
	The orders the plan would have cancelled.
std::size_t	not_placed_ {0}
	How many orders the plan would have placed.
std::string	detail_
	A description of why, naming the hold if there was one.

Detailed Description

template<typename BrokerTag>
struct algotradelib::runner::WithheldPlan< BrokerTag >

One reconciliation plan the runner held back, and what it would have done.

Template Parameters

BrokerTag

The broker tag of the order references.

Definition at line 356 of file execution.hpp.

Member Data Documentation

detail_

template<typename BrokerTag>

std::string algotradelib::runner::WithheldPlan< BrokerTag >::detail_

A description of why, naming the hold if there was one.

Definition at line 368 of file execution.hpp.

instrument_

template<typename BrokerTag>

InstrumentId algotradelib::runner::WithheldPlan< BrokerTag >::instrument_

The instrument.

Definition at line 360 of file execution.hpp.

not_canceled_

template<typename BrokerTag>

std::vector<OrderRef<BrokerTag> > algotradelib::runner::WithheldPlan< BrokerTag >::not_canceled_

The orders the plan would have cancelled.

Definition at line 364 of file execution.hpp.

not_placed_

template<typename BrokerTag>

std::size_t algotradelib::runner::WithheldPlan< BrokerTag >::not_placed_ {0}

How many orders the plan would have placed.

Definition at line 366 of file execution.hpp.

reason_

template<typename BrokerTag>

WithheldPlanReason algotradelib::runner::WithheldPlan< BrokerTag >::reason_ {WithheldPlanReason::PORTFOLIO_ABSENT}

Why the plan was held back.

Definition at line 358 of file execution.hpp.

tag_

template<typename BrokerTag>

std::string algotradelib::runner::WithheldPlan< BrokerTag >::tag_

The tag of the strategy's instruction.

Definition at line 362 of file execution.hpp.

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

• algotradelib/src/runner/execution.hpp