Holds a fixed quantity of one instrument. More...

#include <algotradelib/src/strategy/vanilla/buy_and_hold.hpp>

Collaboration diagram for algotradelib::strategy::vanilla::BuyAndHold:

Classes
struct	Params
	The strategy's settings. More...

Public Member Functions
template<class Ctx>
void	on_bar (Ctx &ctx, const BarEvent &bar)
	States the target position on each bar of the instrument.

Public Attributes
Params	params_
	The settings.

Static Public Attributes
static constexpr std::size_t	warmup_bars = 1
	One bar of history is enough.

Detailed Description

Holds a fixed quantity of one instrument.

States the same target position on every bar, so it buys once and then sends nothing while the holding matches, including after a restart. Useful as a benchmark.

Definition at line 21 of file buy_and_hold.hpp.

Member Function Documentation

◆ on_bar()

template<class Ctx>

void algotradelib::strategy::vanilla::BuyAndHold::on_bar	(	Ctx &	ctx,
		const BarEvent &	bar )

inline

States the target position on each bar of the instrument.

Template Parameters

Ctx	The runner's context type.

Parameters

ctx	The context.
bar	The new bar.

Definition at line 45 of file buy_and_hold.hpp.

Member Data Documentation

◆ params_

Params algotradelib::strategy::vanilla::BuyAndHold::params_

The settings.

Definition at line 33 of file buy_and_hold.hpp.

Referenced by on_bar().

◆ warmup_bars

std::size_t algotradelib::strategy::vanilla::BuyAndHold::warmup_bars = 1

staticconstexpr

One bar of history is enough.

Definition at line 36 of file buy_and_hold.hpp.

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

algotradelib/src/strategy/vanilla/buy_and_hold.hpp

Classes

Public Member Functions