algotradelib::strategy::vanilla::EqualWeightRebalance::Params Struct Reference

The strategy's settings. More...

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

Public Attributes
std::vector< InstrumentId >	universe_
	The instruments to hold; an empty universe does nothing.
std::uint8_t	weight_scale_ {4}
	Decimal places of each weight; 4 is a hundredth of a percent.
MarketPhase	rebalance_at_ {MarketPhase::OPEN}
	The phase whose start triggers a rebalance.
std::string	tag_ {"equal-weight"}
	The tag on the orders.

Detailed Description

The strategy's settings.

Definition at line 126 of file sizing.hpp.

Member Data Documentation

rebalance_at_

MarketPhase algotradelib::strategy::vanilla::EqualWeightRebalance::Params::rebalance_at_ {MarketPhase::OPEN}

The phase whose start triggers a rebalance.

Definition at line 132 of file sizing.hpp.

Referenced by algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase().

tag_

std::string algotradelib::strategy::vanilla::EqualWeightRebalance::Params::tag_ {"equal-weight"}

The tag on the orders.

Definition at line 134 of file sizing.hpp.

Referenced by algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase().

universe_

std::vector<InstrumentId> algotradelib::strategy::vanilla::EqualWeightRebalance::Params::universe_

The instruments to hold; an empty universe does nothing.

Definition at line 128 of file sizing.hpp.

Referenced by algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase().

weight_scale_

std::uint8_t algotradelib::strategy::vanilla::EqualWeightRebalance::Params::weight_scale_ {4}

Decimal places of each weight; 4 is a hundredth of a percent.

Definition at line 130 of file sizing.hpp.

Referenced by algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase().

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

• algotradelib/src/strategy/vanilla/sizing.hpp