A capability set in which the broker implements nothing optional. More...

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

Collaboration diagram for algotradelib::strategy::NoCaps:

Static Public Member Functions
static constexpr bool	supports_interval (BarInterval)
	Tests whether the broker serves bars of an interval (the unnamed argument).

Static Public Attributes
static constexpr bool	has_account_discovery = false
	Whether the broker lists the selectable accounts.
static constexpr bool	has_client_order_id = false
	Whether the broker accepts an idempotency key (OrderRequest::client_order_id_).
static constexpr bool	has_trigger_price = false
	Whether the adapter sends trigger prices (stop-limit orders).
static constexpr bool	data_only = false
	Whether the client is a market-data source that takes no orders (built on DataOnlyTraits).
static constexpr bool	has_working_orders = false
	Whether the broker lists the orders still open to amendment. A listing shows only what the broker's API lists (at Toss, not orders of types placed outside it).
static constexpr bool	working_orders_state_terminal = false
	Whether the working-order listing can show a terminal status (filled, cancelled, ...).
static constexpr bool	has_amendable_quantity = false
	Whether the broker reports the quantity still amendable on an open order.
static constexpr bool	has_order_by_id = false
	Whether the broker can look up one order by its id.
static constexpr bool	has_partial_cancel = false
	Whether the broker can cancel part of an order.
static constexpr bool	history_requires_range = false
	Whether an order-history inquiry needs a date range (OrderHistoryQuery::from_).
static constexpr bool	has_history_cursor = false
	Whether an order-history answer can carry a cursor to the next page.
static constexpr bool	has_history_limit = false
	Whether an order-history inquiry accepts a row limit (OrderHistoryQuery::limit_).
static constexpr bool	has_history_symbol_filter = false
	Whether an order-history inquiry can filter by symbol.
static constexpr bool	has_depth = false
	Whether the broker publishes the order book (depth).
static constexpr bool	has_price_limits = false
	Whether the broker publishes the day's price limits.
static constexpr bool	has_trade_prints = false
	Whether the broker publishes recent trades.
static constexpr bool	has_batch_prices = false
	Whether the broker quotes several instruments in one request.
static constexpr bool	has_reference_data = false
	Whether the broker publishes instrument reference data.
static constexpr bool	has_batch_reference_data = false
	Whether one reference-data request can cover several instruments.
static constexpr bool	has_calendar = false
	Whether the broker publishes the trading calendar.
static constexpr bool	has_calendar_range = false
	Whether one calendar request covers a span of dates.
static constexpr bool	has_calendar_sessions = false
	Whether the broker publishes intraday session hours (only Toss); the library does not expose them yet.
static constexpr bool	has_buying_power = false
	Whether the broker reports buying power.
static constexpr bool	has_buying_power_quantity = false
	Whether the broker can also say how many shares are affordable.
static constexpr bool	has_commission_schedule = false
	Whether the broker publishes the account's commission rates.
static constexpr SellableSource	sellable_source = SellableSource::NONE
	No sellable-quantity figure is available.
static constexpr SellableBasis	sellable_inquiry_basis {}
	Unestablished, since there is no inquiry.

Detailed Description

A capability set in which the broker implements nothing optional.

Inherit it in a test's capability set and override only what differs.

Definition at line 360 of file concept.hpp.

Member Function Documentation

◆ supports_interval()

constexpr bool algotradelib::strategy::NoCaps::supports_interval ( BarInterval )

inlinestaticconstexpr

Tests whether the broker serves bars of an interval (the unnamed argument).

Returns: false for every interval.

Definition at line 419 of file concept.hpp.

Member Data Documentation

◆ data_only

bool algotradelib::strategy::NoCaps::data_only = false

staticconstexpr

Whether the client is a market-data source that takes no orders (built on DataOnlyTraits).

Binding such a client as the trading session of live::SessionExecutor or live::SessionSource does not compile. Calling place or holdings on its session directly fails at run time.

Definition at line 368 of file concept.hpp.

◆ has_account_discovery

bool algotradelib::strategy::NoCaps::has_account_discovery = false

staticconstexpr

Whether the broker lists the selectable accounts.

Definition at line 362 of file concept.hpp.

◆ has_amendable_quantity

bool algotradelib::strategy::NoCaps::has_amendable_quantity = false

staticconstexpr

Whether the broker reports the quantity still amendable on an open order.

Definition at line 374 of file concept.hpp.

◆ has_batch_prices

bool algotradelib::strategy::NoCaps::has_batch_prices = false

staticconstexpr

Whether the broker quotes several instruments in one request.

Definition at line 394 of file concept.hpp.

◆ has_batch_reference_data

bool algotradelib::strategy::NoCaps::has_batch_reference_data = false

staticconstexpr

Whether one reference-data request can cover several instruments.

Toss takes up to 200 symbols; KIS one. The port asks for one; use session.client() for more.

Definition at line 398 of file concept.hpp.

◆ has_buying_power

bool algotradelib::strategy::NoCaps::has_buying_power = false

staticconstexpr

Whether the broker reports buying power.

Definition at line 406 of file concept.hpp.

◆ has_buying_power_quantity

bool algotradelib::strategy::NoCaps::has_buying_power_quantity = false

staticconstexpr

Whether the broker can also say how many shares are affordable.

true for Kiwoom (per margin tier), false for Toss and KIS. The port returns only the amount; reach the quantity through session.client().

Definition at line 408 of file concept.hpp.

◆ has_calendar

bool algotradelib::strategy::NoCaps::has_calendar = false

staticconstexpr

Whether the broker publishes the trading calendar.

Definition at line 400 of file concept.hpp.

◆ has_calendar_range

bool algotradelib::strategy::NoCaps::has_calendar_range = false

staticconstexpr

Whether one calendar request covers a span of dates.

KIS answers from a base date onward; Toss answers the requested day and the trading day either side.

Definition at line 402 of file concept.hpp.

◆ has_calendar_sessions

bool algotradelib::strategy::NoCaps::has_calendar_sessions = false

staticconstexpr

Whether the broker publishes intraday session hours (only Toss); the library does not expose them yet.

Definition at line 404 of file concept.hpp.

◆ has_client_order_id

bool algotradelib::strategy::NoCaps::has_client_order_id = false

staticconstexpr

Whether the broker accepts an idempotency key (OrderRequest::client_order_id_).

Definition at line 364 of file concept.hpp.

◆ has_commission_schedule

bool algotradelib::strategy::NoCaps::has_commission_schedule = false

staticconstexpr

Whether the broker publishes the account's commission rates.

Definition at line 410 of file concept.hpp.

◆ has_depth

bool algotradelib::strategy::NoCaps::has_depth = false

staticconstexpr

Whether the broker publishes the order book (depth).

Definition at line 388 of file concept.hpp.

◆ has_history_cursor

bool algotradelib::strategy::NoCaps::has_history_cursor = false

staticconstexpr

Whether an order-history answer can carry a cursor to the next page.

When false, the adapter returns the whole history in one answer.

Definition at line 382 of file concept.hpp.

◆ has_history_limit

bool algotradelib::strategy::NoCaps::has_history_limit = false

staticconstexpr

Whether an order-history inquiry accepts a row limit (OrderHistoryQuery::limit_).

false for KIS, which refuses a query with a limit (INVALID_ARGUMENT, before any I/O).

Definition at line 384 of file concept.hpp.

◆ has_history_symbol_filter

bool algotradelib::strategy::NoCaps::has_history_symbol_filter = false

staticconstexpr

Whether an order-history inquiry can filter by symbol.

Definition at line 386 of file concept.hpp.

◆ has_order_by_id

bool algotradelib::strategy::NoCaps::has_order_by_id = false

staticconstexpr

Whether the broker can look up one order by its id.

Definition at line 376 of file concept.hpp.

◆ has_partial_cancel

bool algotradelib::strategy::NoCaps::has_partial_cancel = false

staticconstexpr

Whether the broker can cancel part of an order.

Definition at line 378 of file concept.hpp.

◆ has_price_limits

bool algotradelib::strategy::NoCaps::has_price_limits = false

staticconstexpr

Whether the broker publishes the day's price limits.

Definition at line 390 of file concept.hpp.

◆ has_reference_data

bool algotradelib::strategy::NoCaps::has_reference_data = false

staticconstexpr

Whether the broker publishes instrument reference data.

Definition at line 396 of file concept.hpp.

◆ has_trade_prints

bool algotradelib::strategy::NoCaps::has_trade_prints = false

staticconstexpr

Whether the broker publishes recent trades.

Definition at line 392 of file concept.hpp.

◆ has_trigger_price

bool algotradelib::strategy::NoCaps::has_trigger_price = false

staticconstexpr

Whether the adapter sends trigger prices (stop-limit orders).

When false, BrokerSession refuses a placement or modification carrying a trigger (unsupported_trigger_price) before the adapter runs; cancellations are unaffected. true for KIS and Kiwoom, false for Toss.

Definition at line 366 of file concept.hpp.

◆ has_working_orders

bool algotradelib::strategy::NoCaps::has_working_orders = false

staticconstexpr

Whether the broker lists the orders still open to amendment. A listing shows only what the broker's API lists (at Toss, not orders of types placed outside it).

Definition at line 370 of file concept.hpp.

◆ history_requires_range

bool algotradelib::strategy::NoCaps::history_requires_range = false

staticconstexpr

Whether an order-history inquiry needs a date range (OrderHistoryQuery::from_).

Definition at line 380 of file concept.hpp.

◆ sellable_inquiry_basis

SellableBasis algotradelib::strategy::NoCaps::sellable_inquiry_basis {}

staticconstexpr

Unestablished, since there is no inquiry.

Definition at line 414 of file concept.hpp.

◆ sellable_source

SellableSource algotradelib::strategy::NoCaps::sellable_source = SellableSource::NONE

staticconstexpr

No sellable-quantity figure is available.

Definition at line 412 of file concept.hpp.

◆ working_orders_state_terminal

bool algotradelib::strategy::NoCaps::working_orders_state_terminal = false

staticconstexpr

Whether the working-order listing can show a terminal status (filled, cancelled, ...).

false for KIS, Toss and Kiwoom: their listings show only open orders. Then an order that leaves the listing has no terminal on_order_update; read its outcome from holdings or an order inquiry instead of waiting for one. false here when has_working_orders is false.

Definition at line 372 of file concept.hpp.

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

algotradelib/src/strategy/concept.hpp

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Function Documentation

◆ supports_interval()

Member Data Documentation

◆ data_only

◆ has_account_discovery

◆ has_amendable_quantity

◆ has_batch_prices

◆ has_batch_reference_data

◆ has_buying_power

◆ has_buying_power_quantity

◆ has_calendar

◆ has_calendar_range

◆ has_calendar_sessions

◆ has_client_order_id

◆ has_commission_schedule

◆ has_depth

◆ has_history_cursor

◆ has_history_limit

◆ has_history_symbol_filter

◆ has_order_by_id

◆ has_partial_cancel

◆ has_price_limits

◆ has_reference_data

◆ has_trade_prints

◆ has_trigger_price

◆ has_working_orders

◆ history_requires_range

◆ sellable_inquiry_basis

◆ sellable_source

◆ working_orders_state_terminal