algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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algotradelib::strategy::SellableEvidence Struct Reference

How many observations supported each answer. More...

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

Public Member Functions

SellableConvention verdict () const noexcept
 Returns the convention the counts support.
std::size_t total () const noexcept
 Returns the number of observations.

Public Attributes

std::size_t net_ {0}
 Observations where the figure fell by the quantity that began resting.
std::size_t gross_ {0}
 Observations where the figure did not move when a sell began resting.

Detailed Description

How many observations supported each answer.

One observation is evidence, not proof (a settlement in the same window moves the same number); look at the counts before acting on a verdict.

Definition at line 57 of file sellable_convention.hpp.

Member Function Documentation

◆ total()

std::size_t algotradelib::strategy::SellableEvidence::total ( ) const
inlinenoexcept

Returns the number of observations.

Returns
net_ + gross_.

Definition at line 85 of file sellable_convention.hpp.

◆ verdict()

SellableConvention algotradelib::strategy::SellableEvidence::verdict ( ) const
inlinenoexcept

Returns the convention the counts support.

Returns
INCONSISTENT if both counts are nonzero, UNDETERMINED if both are zero, otherwise the one with observations.

Definition at line 68 of file sellable_convention.hpp.

Referenced by algotradelib::strategy::SellableConventionProbe< Broker >::verdict().

Member Data Documentation

◆ gross_

std::size_t algotradelib::strategy::SellableEvidence::gross_ {0}

Observations where the figure did not move when a sell began resting.

Definition at line 61 of file sellable_convention.hpp.

Referenced by algotradelib::strategy::SellableConventionProbe< Broker >::overall(), total(), and verdict().

◆ net_

std::size_t algotradelib::strategy::SellableEvidence::net_ {0}

Observations where the figure fell by the quantity that began resting.

Definition at line 59 of file sellable_convention.hpp.

Referenced by algotradelib::strategy::SellableConventionProbe< Broker >::overall(), total(), and verdict().


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