Allows users to manually submit record data for the next bar. This is useful for testing new functionality. More...

#include <TSACompInput.h>

Inheritance diagram for tsa::manual_ohlcv:

Public Member Functions
	manual_ohlcv (void)
	Constructor.

virtual	~manual_ohlcv (void)
	Destructor.

virtual void	isa__get_price_bar (const date_time &date_time, instrument_price_bar &priceBar) override
	Abstract member to be implemented by derived classes. In derived classes, this member should populate priceBar with data corresponding to the current strategy date_time. If no corresponding price data exists for the given strategy date_time, then the most recently available price data may be returned, or else an exception must be thrown. More...

virtual date_time	isa__get_record_timestamp (void) override
	This member must be overridden, and must return the current record's timestamp which may or may not correspond to the strategy's current timestamp. More...

virtual bool	isa__get_time_of_next_bar (date_time &nextDateTime, const date_time &currentDateTime) override
	Abstract member which should return the timestamp of the strategy's next price bar (nextDateTime) when given the strategy's currentDateTime. The member should return true if successful. More...

virtual bool	isa__implements_scheduling (void) const override
	Query if this object isa implements scheduling. More...

virtual std::string	isa__stream_name (void) const override
	Abstract member. In derived classes should return the data source name (e.g series_base table name). More...

void	set_next_bar (const date_time &ts, double o, double h, double l, double c, double v)
	Call this member from strategy::on_bar_close() to define the next bar's timestamp, price and volume data. More...

Public Member Functions inherited from tsa::in_stream_adaptor
	in_stream_adaptor (void)
	Constructor.

	~in_stream_adaptor (void)
	Destructor.

size_t	close_field_position (void) const
	Returns the index of the 'close' field. More...

virtual void	cmp__evaluate_bar (const date_time &) override

virtual void	cmp__finalize (void) override

void	current_value (const variant &value)
	Sets the current value. More...

bool	get_is_strategy_scheduler (void) const
	Returns true. More...

size_t	high_field_position (void) const
	Returns the index of the 'high' field. More...

bool	is_connected (void) const
	Returns true if the object state is 'connected'. More...

size_t	low_field_position (void) const
	Returns the index of the 'low' field. More...

size_t	open_field_position (void) const
	Returns the index of the 'open' field. More...

void	set_connected (bool is_connected_flag=true)
	Sets the object state to is_connected_flag. More...

void	stream_name (const std::string &stream_name)
	Sets the data source_name. More...

const std::string &	stream_name (void) const
	Returns the data source name. More...

virtual void	isa__set_forward_shift (size_t)

Public Member Functions inherited from tsa::component
virtual void	cmp__post_evaluate_bar (const date_time &)

bool	is_registered_with_strategy (void) const

void	register_with_strategy (strategy *)

Public Member Functions inherited from tsa::object
	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...

Detailed Description

Allows users to manually submit record data for the next bar. This is useful for testing new functionality.

Member Function Documentation

void tsa::manual_ohlcv::isa__get_price_bar	(	const date_time &	date_time,
		instrument_price_bar &	priceBar
	)

overridevirtual

Abstract member to be implemented by derived classes. In derived classes, this member should populate priceBar with data corresponding to the current strategy date_time. If no corresponding price data exists for the given strategy date_time, then the most recently available price data may be returned, or else an exception must be thrown.

Parameters

	date_time	The date time.
[in,out]	priceBar	The price bar.

Implements tsa::in_stream_adaptor.

date_time tsa::manual_ohlcv::isa__get_record_timestamp ( void )

overridevirtual

This member must be overridden, and must return the current record's timestamp which may or may not correspond to the strategy's current timestamp.

Returns: A date_time.

Implements tsa::in_stream_adaptor.

bool tsa::manual_ohlcv::isa__get_time_of_next_bar	(	date_time &	nextDateTime,
		const date_time &	currentDateTime
	)

overridevirtual

Abstract member which should return the timestamp of the strategy's next price bar (nextDateTime) when given the strategy's currentDateTime. The member should return true if successful.

This member is important when 'externally scheduling' a strategy. If the derived component is set as TIME_MASTER, then the strategy will retrieve the 'scheduling sequence' via this member.

It is important to properly handle the condition that arises when the strategy date_time reaches the timestamp of last record in the source table, at which point this member must return false.

Scheduling a strategy internal beyond this point won't be possible.

Parameters

[in,out]	nextDateTime	The next date time.
	currentDateTime	The current date time.

Returns: true if it succeeds, false if it fails.

Implements tsa::in_stream_adaptor.

bool tsa::manual_ohlcv::isa__implements_scheduling ( void ) const

overridevirtual

Query if this object isa implements scheduling.

Returns: true if it succeeds, false if it fails.

Implements tsa::in_stream_adaptor.

std::string tsa::manual_ohlcv::isa__stream_name ( void ) const

overridevirtual

Abstract member. In derived classes should return the data source name (e.g series_base table name).

Returns: A std::string.

Implements tsa::in_stream_adaptor.

void tsa::manual_ohlcv::set_next_bar	(	const date_time &	ts,
		double	o,
		double	h,
		double	l,
		double	c,
		double	v
	)

Call this member from strategy::on_bar_close() to define the next bar's timestamp, price and volume data.

Parameters

ts	Next bar's timestamp. Must be higher than current timestamp
o	Next bar's open price.
h	Next bar's high price.
l	Next bar's low price.
c	Next bar's close price.
v	Next bar's volume.

Public Member Functions

Detailed Description

Member Function Documentation