| ▼Nfmt | |
| CArgList | |
| CBasicArrayWriter | |
| CBasicCStringRef | |
| CBasicMemoryWriter | |
| CBasicStringRef | |
| CBasicWriter | |
| CBuffer | |
| CFormatError | |
| CFormatInt | |
| CSystemError | |
| ▼Ntsa | Namespace for the 'Trading System API' library |
| ►Nfast | Namespace for native timeseries database |
| Cdatabase | Class for managing native timeseries database files. Extremely high speed data access |
| ►Ctable | Represents a database table in fast::database |
| Citerator | Table iterator. Supports forward iteration only |
| ►Nfunctor | Namespace for functors (stateful function objects). As these objects retain state between bars they have higher performance than regular functions |
| Caroon | |
| Cauto_plot | Parent class |
| Caverage | Functor for calculating the average of all values in a series over a given period |
| Caverage_exp | Functor for calculating the exponential average of all values in a series over a given period |
| Cchaikin_volatility | |
| CChaosAcc | Chaos Accelerator Oscillator. Functor for calculating ChaosAcc over a given period |
| CChaosAO | Chaos Awesome Oscillator. Functor for calculating ChaosAcc over a given period |
| CChopIndex | Deiss Choppiness Index (ChopIndex). Functor for calculating ChopIndex over a given period |
| CCMO | Chande Momentum Oscillator (CMO). Functor for calculating CMO over a given period |
| Ccommodity_channel_index | CCI by Lambert. Functor for calculating Commodity Channel Index over a given period |
| Ccoppock | |
| Ccorrelation | Functor for calculating the correlation between two series over a given period |
| CDEMA | Double Exponential Moving Average (DEMA). Functor for calculating DEMA over a given period |
| CDeMarker | DeMark's DeMarker. Functor for calculating DeMarker over a given period |
| CDispIndex | Disparity Index (DispIndex). Functor for calculating DispIndex over a given period |
| CDPO | Detrended Price Oscillator (DPO). Functor for calculating DPO over a given period |
| CDStoch | Double Stochastic (DStoch). Functor for calculating DStoch over a given period |
| CDynMI | Dynamic Momentum Index (DynMI). Functor for calculating DynMI over a given period |
| CEffRatio | Kaufman's Efficiency Ratio (EffRatio). Functor for calculating EffRatio over a given period |
| CElliot | Elliot Oscillator (Elliot). Functor for calculating Elliot over a given period |
| CFisher | Ehlers' Fisher Transform (Fisher). Functor for calculating Fisher over a given period |
| CHullMA | Hull Moving Average (HullMA). Functor for calculating HullMA over a given period |
| CInertia | Inertia Oscillator (Inertia). Functor for calculating Inertia over a given period |
| CKalmanMA | Kalman Filter. Functor for calculating Kalman Filter over a given period |
| CKAMA | Kaufman's Adaptive Moving Average (KAMA). Functor for calculating KAMA over a given period |
| CKeltnerBands | Keltner Bands (KeltnerBands). Functor for calculating KeltnerBands over a given period |
| CKeltnerChannel | Keltner Channel (KeltnerChannel). Functor for calculating KeltnerChannel over a given period |
| CLinReg | Linear Regression (LinReg). Functor for calculating LinReg over a given period |
| CLinRegSlope | Linear Regression Slope (LinRegSlope). Functor for calculating LinRegSlope over a given period |
| CLRSI | Ehlers' Laguerre RSI (LRSI). Functor for calculating LRSI over a given period |
| Cmax | Functor for calculating the maximum value in a series over a given period |
| CMDMA | McGinley Dynamic MA (MDMA). Functor for calculating MDMA over a given period |
| Cmin | Functor for calculating the minimum value in a series over a given period |
| CMomentum | Momentum. Functor for calculating Momentum over a given period |
| Cnegative_volume_index | Nevative Volume Index by Fosback |
| Con_balance_volume | |
| CPFE | Polarized Fractal Efficiency (PFE). Functor for calculating PFE over a given period |
| CPPO | Percentage Price Oscillator (PPO). Functor for calculating PPO over a given period |
| CQStick | Chande's QStick. Functor for calculating QStick over a given period |
| CR2 | R Squared (R2). Functor for calculating R2 over a given period |
| CRAVI | Chande's Range Action Verification Index (RAVI). Functor for calculating RAVI over a given period |
| CREI | DeMark's Range Expansion Index (REI). Functor for calculating REI over a given period |
| Crelative_volatility | Relative Volatility by Dorsey |
| CRMI | Relative Momentum Index (RMI). Functor for calculating RMI over a given period |
| CRMTA | Recursive Moving Trend Average (RMTA). Functor for calculating RMTA over a given period |
| CROC | Rate Of Change (ROC). Functor for calculating ROC over a given period |
| CROCP | Rate Of Change Percent (ROCP). Functor for calculating ROCP over a given period |
| CROCR | Rate Of Change Ratio (ROCR). Functor for calculating ROCR over a given period |
| CRVI | Ehlers' Relative Vigor Index (RVI). Functor for calculating RVI over a given period |
| CRVX | Relative Volatility Index (RVX). Functor for calculating RVX over a given period |
| CSMI | Stochastic Momentum Index (SMI). Functor for calculating SMI over a given period |
| CSTC | Schaff Trend Cycle (STC). Functor for calculating STC over a given period |
| Cstdev | Functor for calculating the population standard deviation of all values in a series over a given period |
| Cstochastic | Functor for calculating Stochastic indicator over a given period |
| CStochRSI | Stochastic RSI (StochRSI). Functor for calculating StochRSI over a given period |
| Csum | Functor for calculating the sum of all values in a series over a given period |
| Csum_neg | Functor for calculating the sum of all negative values in a series over a given period |
| Csum_pos | Functor for calculating the sum of all positive values in a series over a given period |
| Csum_squares | Functor for calculating the sum of all values in a series over a given period |
| CT3MA | Tillson's T3 Average (T3MA). Functor for calculating T3MA over a given period |
| CTCF | Trend Continuation Factor (TCF). Functor for calculating TCF over a given period |
| CTEMA | Triple Exponential MA (TEMA). Functor for calculating TEMA over a given period |
| CTOSC | Trend Oscillator (TOSC). Functor for calculating TOSC over a given period |
| CTrailStop | Trailing Stop (TrailStop). Functor for calculating TrailStop over a given period |
| CTrendScore | Chande's TrendScore. Functor for calculating TrendScore over a given period |
| CTTF | Trend Trigger factor (TTF). Functor for calculating TTF over a given period |
| CTTI | Trend Intensity Index (TTI). Functor for calculating TTI over a given period |
| Cvariance | Functor for calculating the population standard deviation of all values in a series over a given period |
| CVIDYA | Chande's VIDYA Moving Average. Functor for calculating VIDYA over a given period |
| Cvolatility | Functor for calculating Volatitity over a given period |
| Cvortex_indicator | Vortex Indicator by Botes / Siepman |
| CVQI | Volatility Quality Index (VQI). Functor for calculating VQI over a given period |
| CWilderMA | Wilder's Moving Average (WilderMA). Functor for calculating WilderMA over a given period |
| CWMA | Weighted Moving Average (WMA). Functor for calculating WMA over a given period |
| CXMA | Exponential Moving Average (XMA), different calc from EMA. Functor for calculating XMA over a given period |
| ►Nnet | |
| Csocket_base | |
| ►Nos | |
| Cpath | Utility class to manipulate file system paths. This class is intended to fulfil the requirements of the Trading System API library. For more comprehensive functionality it is recommended to use a library such as 'boost::filesystem' |
| ►Nplot | Namespace for plot types that are used in conjunction with class chart |
| Carea | Plots a series as an 'area plot' on a chart pane |
| Carea_line | Combines and area and line plot |
| Cbar | Plots a 'bars' on a chart pane where bars are drawn from the zero line. Bars essentially oscillate around the zero line with values are both positive and negative |
| Chlc | Plots an high/low/close series on a chart pane |
| Cline | Plots a 'line plot' on a chart pane |
| Cmarker | Simply plots a 'marker' which is a shape |
| Cmulti_marker | Plots multiple 'markers' which are 'shapes' |
| Cohlc | Plots an 'open,high,low,close' series on a chart pane |
| Corders | Paints all orders generated by the given instrument object on a chart pane |
| Cplot_base | Parent class for all plot types |
| Cposition | Plots bars on a chart pane representing the current open position for a given instrument |
| Crarea | Plots an 'area' on a chart pane. Plots are drawn from the lowest y-value to the current y-value. Use class plot::area instead if you want the area plot to oscillate around the zero line |
| Crbar | Plots a 'bar plot' on a chart pane. Bars are drawn from the lowest y-value to the current y-value. Please use class plot::bar instead for bars drawn from the zero line. Drawing from the zero line is more common when plotting financial data |
| Ctransactions | Draws all transactions related to the given instrument object on a chart pane |
| ►Npostgres | Namespace for Postgresql database functionality |
| Cdatabase | Class representing a Postgresql database. Allows ts-api to read and write series to and from a Postgresql database server |
| Cpg_type | Types |
| ►Nsqlite | Namespace for sqlite database functionality |
| Cdatabase | SQLite database object. Object of this class allow ts-api to read and write time series tables in an SQLite database file |
| ►Ntimescale | |
| Cconverter_base | Base class for objects performing timescale conversions |
| Cany_series_cref | Any series cref |
| Cappendable | Represents an object to which a record object can be appended |
| Cauto_cast_bool_series_cref | An automatic cast bool series cref |
| Cauto_cast_variant | |
| Cbool_series_cref | The series cref |
| ►Cchart | Class representing a timeseries chart |
| Cpane | Class representing a 'pane' on a chart |
| Ccolor | Represents a color for use in graphics operations |
| Ccolor_id | X |
| Ccolumn_defs | Defines the columnar structure of a table. Each column has a name, data type and field size. Instances of this class may also be used to describe the field structure in records |
| Ccomponent | Base class for components such as series_base adaptors |
| Ccontainer | A container |
| Cdata_base | Base class for all other database classes such as: |
| Cdate | A date of the Gregorian calendar |
| Cdate_series_cref | A date series cref |
| Cdate_time | Class representing a gregorian-date and time-of-day combination. The time component has microsecond resolution |
| Cdatetime_series_cref | A datetime series cref |
| Cduration | Represents a duration - the difference between two date_time values |
| Cexception | Class tsa::exception used by most classes of the Trading System API library. The class inherits from std::exception (standard C++ library). Class tsa::exception extends std::exception by including the file and line number of the code that originated the exception in the exception message |
| Cexchange_parser | Represents a symbol/exchange combination |
| Cexternal_table_reader | Abstract base class for objects that read tables sequentially by loading chunks of data, such as from a relational database |
| Cfile_import_rules__obsolete | Describes the rules by which a file is to be imported. This structure is to be used in conjunction with the database::import_file() member |
| Ch_line | A line |
| Chorizontal_line | Class that represents a horizontal line to be drawn on a chart |
| Cin_stream | Record stream class. Represents a standardised interface to all data sources. Instances rely on delegates to provide access to specific data sources. Delegates must derive from class in_stream_adaptor |
| Cin_stream_adaptor | Parent class for 'in-stream adaptors'. in_stream object rely on adaptors for access to underlying data source. In order to support access to new data sources, new in_stream_adaptor derived classes must be implemented |
| Cinstrument | Class instrument represents a tradeable security such as a stock, option, futures contract, currency, etc. Class instrument combines data-access with functionality for placing orders and managing positions |
| Cjson | A class representing JSON objects |
| Clibrary | Contains the library's copyright notice as well as version information |
| Cmanual_ohlcv | Allows users to manually submit record data for the next bar. This is useful for testing new functionality |
| Cmem_table | Class mem_table represents a memory based table. mem_table objects can be used in strategies both for input and output. Note that memory requirements can grow rapidly. By default, the size of mem_table objects is limited to 2 million records. This limit can be reset via the size_limit(size_t) member |
| Cmetric | Structure defining all the metric names. For example, you can pass metric::trade_count as metric_name argument to the strategy::metric( |
| ►Cmetrics | Strategy performance metrics |
| Cdaily_record | |
| Cmetrics_container | Base class for classes that can produce metrics |
| Cmetrics_source | Base class for classes that can produce metrics |
| Cnumeric_series_cref | A numeric series cref |
| Cobject | Parent class for many library classes |
| ►Corder | Class order is the library's internal order representation. Users are not intended to interact with this class directly and its member functions are not documented. Use class order_ref to interact with orders |
| Corder_info | Information about an order |
| Corder_ref | Represents a reference to an internally managed order object. Working with class order directly is not required as class order_ref exposes all necessary functionality for working with trading orders. Class order itself is undocumented |
| Cout_stream | Class out_stream is used to write strategy output to various targets such as files, charts and series_base tables |
| Cout_stream_adaptor | Abstract base class for delegates of class out_stream |
| Cpane_format | A pane format |
| Cpane_proxy | Proxy class for class chart::pane. To be used for setting pane properties. An instance of this class is returned by chart::get_pane(size_t) |
| Cplot_info | Information about the plot |
| Cr_tuple | Return tuple of LinearRegression function |
| Crandom_walk_stream | |
| Crecord | Class representing a database record |
| Creject_info | Structure containing informations about rejects |
| Cseries | Class series is a template class representing a sequence of values |
| Cseries_bounds_error | Exception class thrown by series when insufficient data |
| Cseries_cref | The series cref |
| Cseries_tuple | The series tuple |
| Cstrategy | Class strategy represents a trading or investment strategy |
| Cstring_series_cref | A string series cref |
| Cstring_splitter | Support class for splitting 'record' strings into 'fields' using separator characters such as ',' |
| ►Cswing_finder | Swing finder |
| Cpoint | |
| Csymbol_parser | Parses symbol:expiry combinations |
| Ctable | Supports 'write', 'update', 'delete', and 'read' operations on series_base tables |
| Ctable_copy_params | A class representing the rules to use when copying database tables (usually between databases) |
| Ctime_point_stream | Parent class to classes generating a strategy scheduling sequences. (see strategy::schedule_with()) |
| Ctime_point_stream__platform | A platform time point stream |
| Ctime_point_stream_daily | Class to dynamically generate daily intervals for strategy scheduling purposes. Instances should be declared as a strategy member and passed to strategy::schedule_with() as part of strategy::on_start() |
| Ctimer | A timer |
| Ctrade_info | Information on closed out trades |
| Ctrade_leg | A trade leg |
| Ctransaction | Represents a transaction that occurred on an exchange or as part of a simulation when an order is filled or partially filled |
| Ctrend_line | Class that represents a trendline to be drawn on a chart |
| Cvariant | Variant objects can represent values of different types |
| Cdata_def | A data_def object describes the structure of a table |
| Cfile_parser | Utility class for reading CVS (comma separated values) record files |
| Crand_ohlcv | Class for generating pseudo random price series (o,h,l,c,v) |
1.8.11 
