live_program::Settings Struct Reference

What a run is told, gathered so main states it once and a test can state it differently. More...

#include <live_program.hpp>

Collaboration diagram for live_program::Settings:

Public Attributes
std::vector< atl::InstrumentId >	universe_
	The instruments the source polls.
strategy::RiskLimits	limits_
	The limits the guard enforces.
runner::PollSchedule	schedule_
	How often each kind is polled. trade needs working_orders_ set, shorter than maximum_portfolio_age_: a runner that sends orders keeps them until the listing or holdings account for them, and the loop holds (with a note) while no listing will come.
atl::BarInterval	bar_interval_ {atl::BarInterval::ONE_DAY}
	Which bars the source asks for, and how many: the history read at start is this many.
int	bar_count_ {100}
	How many bars each bar poll asks for.
std::chrono::nanoseconds	maximum_portfolio_age_ {std::chrono::minutes(2)}
	How old a holdings snapshot – and the order listing – may be before the loop stops sizing against it.
std::chrono::nanoseconds	maximum_price_limits_age_ {std::chrono::minutes(20)}
	How old a price band may be before the loop stops clamping to it.
std::string	journal_path_
	Where the order journal lives.
std::string	journal_scope_
	Which account the journal belongs to; a journal naming another refuses to open.
std::string	control_file_
	The file an operator writes quiesce, withdraw or flatten into to stop the run.
std::size_t	max_iterations_ {0}
	Iterations before returning; 0 runs until a stop.
std::chrono::nanoseconds	closing_wait_ {std::chrono::seconds(30)}
	How long a withdraw or flatten may wait for the order list and holdings to account for this runner's own orders before its closing pass; zero is one immediate pass. See runner::PollingLoop::set_closing_wait.
std::chrono::nanoseconds	owed_order_limit_ {std::chrono::minutes(10)}
	How long an order may stay owed with nobody able to account for it (its outcome unknown and no sweep having found it, or held for an operator) before the run stops placing; zero never stops for one. See runner::PollingLoop::set_owed_order_limit.
atl::Venue	default_route_ {atl::Venue::UNSPECIFIED}
	The venue an order is sent to, since a strategy's orders name none; UNSPECIFIED takes the broker's own default. Kiwoom has none, so a Kiwoom run must state one. See live::SessionExecutor::default_route.

Detailed Description

What a run is told, gathered so main states it once and a test can state it differently.

Definition at line 57 of file live_program.hpp.

Member Data Documentation

bar_count_

int live_program::Settings::bar_count_ {100}

How many bars each bar poll asks for.

Definition at line 71 of file live_program.hpp.

bar_interval_

atl::BarInterval live_program::Settings::bar_interval_ {atl::BarInterval::ONE_DAY}

Which bars the source asks for, and how many: the history read at start is this many.

Definition at line 69 of file live_program.hpp.

closing_wait_

std::chrono::nanoseconds live_program::Settings::closing_wait_ {std::chrono::seconds(30)}

How long a withdraw or flatten may wait for the order list and holdings to account for this runner's own orders before its closing pass; zero is one immediate pass. See runner::PollingLoop::set_closing_wait.

Definition at line 89 of file live_program.hpp.

Referenced by live_program::configure(), and live_program::print_how_to_stop().

control_file_

std::string live_program::Settings::control_file_

The file an operator writes quiesce, withdraw or flatten into to stop the run.

Definition at line 81 of file live_program.hpp.

Referenced by live_program::configure(), and live_program::print_how_to_stop().

default_route_

atl::Venue live_program::Settings::default_route_ {atl::Venue::UNSPECIFIED}

The venue an order is sent to, since a strategy's orders name none; UNSPECIFIED takes the broker's own default. Kiwoom has none, so a Kiwoom run must state one. See live::SessionExecutor::default_route.

Definition at line 101 of file live_program.hpp.

journal_path_

std::string live_program::Settings::journal_path_

Where the order journal lives.

Definition at line 77 of file live_program.hpp.

journal_scope_

std::string live_program::Settings::journal_scope_

Which account the journal belongs to; a journal naming another refuses to open.

Definition at line 79 of file live_program.hpp.

limits_

strategy::RiskLimits live_program::Settings::limits_

The limits the guard enforces.

Definition at line 61 of file live_program.hpp.

max_iterations_

std::size_t live_program::Settings::max_iterations_ {0}

Iterations before returning; 0 runs until a stop.

Definition at line 83 of file live_program.hpp.

maximum_portfolio_age_

std::chrono::nanoseconds live_program::Settings::maximum_portfolio_age_ {std::chrono::minutes(2)}

How old a holdings snapshot – and the order listing – may be before the loop stops sizing against it.

Definition at line 73 of file live_program.hpp.

Referenced by live_program::configure().

maximum_price_limits_age_

std::chrono::nanoseconds live_program::Settings::maximum_price_limits_age_ {std::chrono::minutes(20)}

How old a price band may be before the loop stops clamping to it.

Definition at line 75 of file live_program.hpp.

Referenced by live_program::configure().

owed_order_limit_

std::chrono::nanoseconds live_program::Settings::owed_order_limit_ {std::chrono::minutes(10)}

How long an order may stay owed with nobody able to account for it (its outcome unknown and no sweep having found it, or held for an operator) before the run stops placing; zero never stops for one. See runner::PollingLoop::set_owed_order_limit.

Definition at line 95 of file live_program.hpp.

Referenced by live_program::configure().

schedule_

runner::PollSchedule live_program::Settings::schedule_

How often each kind is polled. trade needs working_orders_ set, shorter than maximum_portfolio_age_: a runner that sends orders keeps them until the listing or holdings account for them, and the loop holds (with a note) while no listing will come.

Definition at line 67 of file live_program.hpp.

universe_

std::vector<atl::InstrumentId> live_program::Settings::universe_

The instruments the source polls.

Definition at line 59 of file live_program.hpp.

Referenced by live_program::load_reference_data().

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

• examples/live_program.hpp