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Trading System API
3.0
Library for Simulating and Deploying Trading and Investment Strategies
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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. More...
#include <TSADBSeriesImport.h>
Public Attributes | |
bool | auto_clear_overlap = false |
true to automatically clear overlap. | |
size_t | buffer_size = 10000 |
Size of the buffer. | |
std::string | columns |
The field definitions (mandatory). Must be submitted as a data_def string (e.g. "open:d,high:d,low:d,close:d"). See class data_def for details. Note: Timestamp fields are implicit to every record. Do not add a timestamp field unless you need another timestamp that is unrelated to the record timestamp itself, which is created automatically. | |
bool | create_table = true |
true to create a database table if it does not exist. | |
std::string | date_format |
The date format (e.g. yyyymmdd, yyyy-mm-dd, dd/mm/yyyy, etc.). See class date for details. | |
char | datetime_separator = ' ' |
If the timestamp consists of both a date and time, the separator character is assumed to be a space ' ' character (e.g. 1999-12-31 23:59:59.99999). If this is not the case, please set the date-time separator character here. | |
bool | delete_existing_table = false |
Flag to delete an existing table with given name if it exists at time of import. false by default. | |
char | field_separator = 0 |
The field separator character (mandatory). Set the character that separates the fields in each record. If reading a .csv file, this will be a ',' character. | |
os::path | file_path |
Full pathname of the file. | |
bool | fix_duplicate_timestamps = false |
Often intraday data will not have a high enough timestamp resolution to guarantee unique records. If the data file contains records with duplicate timestamps, then this flag can be set to true to force the system to automatically fix a duplicate timestamp (By adding a microsecond). The flag is false by default. | |
date_time | skip_above = date_time::max |
The skip above. | |
date_time | skip_below = date_time::min |
The skip below. | |
bool | skip_first_line = false |
Skip the first line, in case the first line does not contain data. | |
std::string | target_table |
The table name (mandatory). | |
bool | timestamp_one_field = true |
Timestamp information (date and time) is assumed to be in a single record field, at the beginning of each record. If date and time are in two separate fields, mark this flag as false. | |
Additional Inherited Members | |
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object (void) | |
Constructor. | |
virtual | ~object (void) |
Destructor. | |
const char * | class_name (void) const |
Returns the class name as returned by the 'Real Time Type Information' (RTTI) mechanism. More... | |
bool | has_same_class_as (const object &other) const |
Returns true if self has the same type as other object. More... | |
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.