algotradelib::strategy::vanilla::TimedLiquidation::Params Struct Reference

The strategy's settings. More...

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

Public Attributes
std::vector< MarketPhase >	hold_through_ {MarketPhase::OPEN, MarketPhase::PRE_OPEN}
	The phases in which positions may be held; entering any other phase flattens.
std::string	tag_ {"timed-liquidation"}
	The tag on the targets.

Detailed Description

The strategy's settings.

Definition at line 30 of file timed_liquidation.hpp.

Member Data Documentation

hold_through_

std::vector<MarketPhase> algotradelib::strategy::vanilla::TimedLiquidation::Params::hold_through_ {MarketPhase::OPEN, MarketPhase::PRE_OPEN}

The phases in which positions may be held; entering any other phase flattens.

Definition at line 32 of file timed_liquidation.hpp.

tag_

std::string algotradelib::strategy::vanilla::TimedLiquidation::Params::tag_ {"timed-liquidation"}

The tag on the targets.

Definition at line 34 of file timed_liquidation.hpp.

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

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