tsa::instrument Member List

This is the complete list of members for tsa::instrument, including all inherited members.

allow_null_values(bool flag)	tsa::instrument
allow_null_values(void) const	tsa::instrument
as_random_walk(duration bar_duration=duration::days(1))	tsa::instrument
ask	tsa::instrument
asksize	tsa::instrument
begin()	tsa::instrument
bid	tsa::instrument
bidsize	tsa::instrument
big_point(void) const	tsa::instrument
broker(void) const	tsa::instrument
broker(const std::string &broker_name)	tsa::instrument
buy(quantity_t quantity)	tsa::instrument
buy_limit(quantity_t quantity, double limit_price)	tsa::instrument
buy_limit_order(quantity_t quantity, double limit_price)	tsa::instrument
buy_order(quantity_t quantity)	tsa::instrument
buy_stop(quantity_t quantity, double stop_price)	tsa::instrument
buy_stop_limit(quantity_t quantity, double stop_price, double price_limit)	tsa::instrument
buy_stop_limit_order(quantity_t quantity, double stop_price, double price_limit)	tsa::instrument
buy_stop_order(quantity_t quantity, double stop_price)	tsa::instrument
cancel_all_orders(void)	tsa::instrument
cancel_order(identifier_t id)	tsa::instrument
class_name(void) const	tsa::object
close	tsa::instrument
closed_trades(void) const	tsa::instrument
commission(double comm)	tsa::instrument
commission(void) const	tsa::instrument
connect(const std::string &stream_name, const std::string &database_name="default")	tsa::instrument
connect(in_stream_adaptor &adaptor)	tsa::instrument
cost_allocation(cost_alloc_type t)	tsa::instrument
costs_allocated_per_unit(void) const	tsa::instrument
currency(const std::string &ccy)	tsa::instrument
currency(void) const	tsa::instrument
current_drawdown(void) const	tsa::instrument
current_trade_legs(void) const	tsa::instrument
default_time_in_force(order::time_in_force default_tif)	tsa::instrument
define(const std::string &symbol, const std::string &exchange, const std::string &platform)	tsa::instrument
end()	tsa::instrument
exchange(const std::string &exch)	tsa::instrument
exchange(void) const	tsa::instrument
expiry(const std::string &expiry)	tsa::instrument
expiry(void) const	tsa::instrument
expiry_yyyymm(void) const	tsa::instrument
feed(void) const	tsa::instrument
field_count(void) const	tsa::instrument
field_exists(const std::string &field_name) const	tsa::instrument
field_index(const std::string &field_name) const	tsa::instrument
field_type(const std::string &field_name) const	tsa::instrument
get_active_orders(std::vector< order_ref > &v, order::type _ot, order::action) const	tsa::instrument
get_bar_transactions(void) const	tsa::instrument
get_metric(perf_metric_type metric_type, trade_grouping grouping=all_trades) const	tsa::instrument	virtual
get_metrics(void) const	tsa::instrument
get_order(identifier_t id) const	tsa::instrument
get_order_ptr(identifier_t id) const	tsa::instrument
get_orders(std::vector< order_ref > &v, bool active_only=true) const	tsa::instrument
has_active_orders(void) const	tsa::instrument
has_same_class_as(const object &other) const	tsa::object
high	tsa::instrument
id(void) const	tsa::instrument
instrument(void)	tsa::instrument
instrument::type(void) const	tsa::instrument
interval(void) const	tsa::instrument
is_flat(void) const	tsa::instrument
is_live(void) const	tsa::instrument
is_long(void) const	tsa::instrument
is_platform_driven(void) const	tsa::instrument
is_short(void) const	tsa::instrument
last	tsa::instrument
limit_fill_proviso(double proviso)	tsa::instrument
limit_fill_proviso(void) const	tsa::instrument
low	tsa::instrument
metric(const std::string &metric_name, trade_grouping grouping=all_trades) const	tsa::instrument	virtual
name(const std::string &name)	tsa::instrument
name(void) const	tsa::instrument
negative_prices_ok(bool neg_prices_ok)	tsa::instrument
negative_prices_ok(void) const	tsa::instrument
net_profit(void) const	tsa::instrument
object(void)	tsa::object	inline
open	tsa::instrument
openint	tsa::instrument
operator()(size_t field_pos) const	tsa::instrument
operator()(const std::string &field_name) const	tsa::instrument
order_count(void) const	tsa::instrument
order_count_inclusive() const	tsa::instrument
order_exists(identifier_t id) const	tsa::instrument
platform(void) const	tsa::instrument
platform(const std::string &platform_name)	tsa::instrument
position(void) const	tsa::instrument
position_size(void) const	tsa::instrument
position_state() const	tsa::instrument
price	tsa::instrument
record_timestamp(void) const	tsa::instrument
sell(quantity_t quantity)	tsa::instrument
sell_limit(quantity_t quantity, double limit_price)	tsa::instrument
sell_limit_order(quantity_t quantity, double limit_price)	tsa::instrument
sell_order(quantity_t quantity)	tsa::instrument
sell_stop(quantity_t quantity, double stop_price)	tsa::instrument
sell_stop_limit(quantity_t quantity, double stop_price, double price_limit)	tsa::instrument
sell_stop_limit_order(quantity_t quantity, double stop_price, double limit_price)	tsa::instrument
sell_stop_order(quantity_t quantity, double stop_price)	tsa::instrument
set_next_bar(const date_time &, double o, double h, double l, double c, double v)	tsa::instrument
slippage(double slip)	tsa::instrument
slippage(void) const	tsa::instrument
stream_name(void) const	tsa::instrument
symbol(const std::string &symb)	tsa::instrument
symbol(void) const	tsa::instrument
tick(double min_tick, double tick_value, bool auto_round=true)	tsa::instrument
tick_size(void) const	tsa::instrument
tick_value(void) const	tsa::instrument
ticks(int64_t multiplier) const	tsa::instrument
trade_bar_count(void) const	tsa::instrument
trade_first_leg_entry_price(void) const	tsa::instrument
trade_first_leg_entry_timestamp(void) const	tsa::instrument
trade_leg_count(void) const	tsa::instrument
trade_max_position(void) const	tsa::instrument
trade_most_favorable_price(void) const	tsa::instrument
trade_PL(void) const	tsa::instrument
transact_count(void)	tsa::instrument
transact_count(order::type order_type)	tsa::instrument
unit_count(void)	tsa::instrument
value	tsa::instrument
volume	tsa::instrument
~instrument(void)	tsa::instrument
~object(void)	tsa::object	inlinevirtual