algotradelib::strategy::GuardDecision Struct Reference

What RiskGuard::evaluate concluded about one order. More...

#include <algotradelib/src/strategy/risk.hpp>

Public Attributes
std::optional< GuardRejection >	rejection_
	Why the order was refused, or std::nullopt if it was permitted.
bool	admitted_outside_phase_ {false}
	Whether the order was permitted only because it closes toward flat in a phase the limits do not permit. Always false for a refusal.

Detailed Description

What RiskGuard::evaluate concluded about one order.

admitted_outside_phase_ is true only for a permitted order that got past RiskLimits::permitted_phases_ by closing toward flat. It does not mean the order was sent: the broker can still reject it.

Definition at line 686 of file risk.hpp.

Member Data Documentation

admitted_outside_phase_

bool algotradelib::strategy::GuardDecision::admitted_outside_phase_ {false}

Whether the order was permitted only because it closes toward flat in a phase the limits do not permit. Always false for a refusal.

Definition at line 693 of file risk.hpp.

rejection_

std::optional<GuardRejection> algotradelib::strategy::GuardDecision::rejection_

Why the order was refused, or std::nullopt if it was permitted.

Definition at line 688 of file risk.hpp.

Referenced by algotradelib::strategy::RiskGuard::check().

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

• algotradelib/src/strategy/risk.hpp