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. More...

#include <TSAMemTable.h>

Inheritance diagram for tsa::mem_table:

Public Member Functions
	mem_table (void)
	Constructs an instance with a single field of type float8.

	mem_table (int col_count)
	Constructs an instance with field_count fields, all of type float8. More...

	mem_table (const mem_table &other)
	Copy Constructor. More...

	mem_table (const mem_table &&other)
	Constructor. More...

	mem_table (const column_defs &col_def)
	Constructs a new instance with a structure as defined by col_def. More...

virtual	~mem_table (void)
	Destructor.

virtual void	cmp__evaluate_bar (const date_time &) override

void	columns (const column_defs &data_def)
	Sets the table's schema. The schema defines the type, name, sequence and size (for string fields) of each field. More...

class column_defs	columns (void) const
	Returns the table's column structure.

bool	is_equal (const mem_table &other, double fp_allowance=0.0)
	Returns true if both schema and data of self are identical with other. More...

virtual void	isa__get_price_bar (const date_time &, instrument_price_bar &) 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	name (const std::string &name)
	Sets the name. More...

const std::string &	name (void) const
	Returns the table name. More...

void	operator= (const table &other)
	Assignment operator. More...

virtual void	osa__append (const date_time &, std::vector< variant > &) override
	Implement this member in any derived class and to append a new record and time_stamp. More...

virtual void	osa__prepare_stream (const std::string &sourceName, const tsa::column_defs &dd) override
	Implement this member in any derived class. This member is called before any records are passed. Use it for initialization purposes, such as creating a new table in a series_base. More...

void	size_limit (size_t max)
	Sets the maximum number of records that can be held by self before an exception is thrown. This is to prevent a potential infinite loop from quickly exhausting the computer's memory. More...

size_t	size_limit (void) const
	Returns the maximum number of records that can be held by self. More...

Public Member Functions inherited from tsa::out_stream_adaptor
virtual	~out_stream_adaptor (void)
	Destructor.

virtual void	cmp__finalize (void) override
	Override this member in any derived class. It will be invoked when the strategy is finalized. Use it to deallocate memory or close any streams.

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::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__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::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...

Record Operations
variant *	operator[] (size_t) const

virtual class record	record (void)

void	read (size_t index, class record &)

virtual void	append (const class record &, append_flag_type flag=error_on_duplicate_timestamp)

size_t	size (void) const
	Returns the number of records in self.

bool	empty (void) const
	Returns true if table has records. More...

date_time	first_timestamp (void) const
	Returns the timestamp of the first record. The first timestamp is by default the lowest (oldest). More...

date_time	last_timestamp (void) const
	Returns the timestamp of the last record. The last timestamp is by default the highest (most recent) record time. More...

void	clear (void)
	Deletes all records in self. The table's column structure is retained.

const variant &	at (size_t record_pos, size_t col_pos) const
	Returns the value at recordIndex and fieldIndex. More...

void	update (size_t record_pos, size_t col_pos, const variant &value)
	Sets the value indexed by col_pos and record_pos. The record must already exist!

date_time	timestamp (size_t record_pos) const

void	delete_range (const date_time &start, const date_time &end)
	Deletes all records with timestamps between start and end (inclusive).

void	delete_range (size_t start, size_t end)
	Deletes all records between start index and end index (inclusive).

void	resize__drop_oldest (size_t newSize)
	Deletes enough records, starting with the oldest, to set the number of records to newSize.

void	truncate (const date_time &new_max_timestamp)

void	append (const mem_table &other)
	Appends the records from other to self. For this operation to succeed, both tables must share compatible schemas. Furthermore, there must not be any overlap of record timestamps.

Bulk Data
void	copy (fast::table &db_table)
	Makes self a copy of db_table.

void	read_db_table (fast::database &db, const std::string &tableName)

void	populate_random_records (size_t numRecords, const date_time &start, const duration &ts, bool someAsNIL=true)

Column Operations
void	reset_column_count (size_t num_cols)

void	reset_column_type (size_t column_pos, type_t new_type, size_t length=5)
	Resets the column type. More...

void	rename_column (size_t column_position, const std::string &new_name)
	Renames the column at column_position to new_name. More...

void	reset_column_properties (size_t column_position, const std::string &new_name, type_t new_type, size_t length=5)
	Resets the column properties of column at given column_position. More...

void	add_column (const std::string &name, const variant &type_and_default_value, size_t length=5)
	This member adds a new column to self and can be used even when self already contains data which will not be lost. The type_and_default_value argument will be used as template for all values in new column. The length argument is only relevant if the variant passed as type_and_default_value is of type string. More...

const std::string &	column_name (size_t position) const
	Returns the name of the column at the given position position. More...

type_t	column_type (size_t position) const
	Returns the type of the column at the given position position. More...

size_t	column_position (const std::string &column_name) const
	Returns the position of the column with given column_name. More...

bool	column_exists (const std::string &column_name) const
	Returns true if a column with a given column_name exists. More...

virtual size_t	column_count (void) const
	Returns the number of columns in the table's. More...

size_t	column_field_length (size_t column_position) const
	Returns the size of the column's value field. The return value (in bytes) is only relevant for fields of type_t::string. More...

Detailed Description

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.

Constructor & Destructor Documentation

tsa::mem_table::mem_table ( int col_count )

Constructs an instance with field_count fields, all of type float8.

Parameters

col_count Number of columns.

tsa::mem_table::mem_table ( const mem_table & other )

Copy Constructor.

Parameters

other The other.

tsa::mem_table::mem_table ( const mem_table && other )

Constructor.

Parameters

other The other.

tsa::mem_table::mem_table ( const column_defs & col_def )

Constructs a new instance with a structure as defined by col_def.

Parameters

col_def The column definition.

Member Function Documentation

void tsa::mem_table::add_column	(	const std::string &	name,
		const variant &	type_and_default_value,
		size_t	length = `5`
	)

This member adds a new column to self and can be used even when self already contains data which will not be lost. The type_and_default_value argument will be used as template for all values in new column. The length argument is only relevant if the variant passed as type_and_default_value is of type string.

Parameters

name	The name.
type_and_default_value	The type and default value.
length	The length.

const variant & tsa::mem_table::at	(	size_t	record_pos,
		size_t	col_pos
	)		const

Returns the value at recordIndex and fieldIndex.

Parameters

record_pos	Zero-based index of records.
col_pos	Zero-based index of columns.

Returns: A variant&

size_t tsa::mem_table::column_count ( void ) const

virtual

Returns the number of columns in the table's.

Returns: A size_t.

Implements tsa::appendable.

bool tsa::mem_table::column_exists ( const std::string & column_name ) const

Returns true if a column with a given column_name exists.

Parameters

column_name Name of the column.

Returns: bool.

size_t tsa::mem_table::column_field_length ( size_t column_position ) const

Returns the size of the column's value field. The return value (in bytes) is only relevant for fields of type_t::string.

Parameters

column_position The column position.

Returns: A size_t.

const std::string & tsa::mem_table::column_name ( size_t position ) const

Returns the name of the column at the given position position.

Parameters

position The position.

Returns: A std::string&

size_t tsa::mem_table::column_position ( const std::string & column_name ) const

Returns the position of the column with given column_name.

Parameters

column_name Name of the column.

Returns: A size_t.

type_t tsa::mem_table::column_type ( size_t position ) const

Returns the type of the column at the given position position.

Parameters

position The position.

Returns: A type_t.

void tsa::mem_table::columns ( const column_defs & data_def )

Sets the table's schema. The schema defines the type, name, sequence and size (for string fields) of each field.

Parameters

data_def The data definition.

bool tsa::mem_table::empty ( void ) const

Returns true if table has records.

Returns: true if has data.

date_time tsa::mem_table::first_timestamp ( void ) const

Returns the timestamp of the first record. The first timestamp is by default the lowest (oldest).

Returns: A date_time.

bool tsa::mem_table::is_equal	(	const mem_table &	other,
		double	fp_allowance = `0.0`
	)

Returns true if both schema and data of self are identical with other.

Parameters

other	The other.
fp_allowance	The allowance.

Returns: true if equal, false if not.

void tsa::mem_table::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::mem_table::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::mem_table::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::mem_table::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::mem_table::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.

date_time tsa::mem_table::last_timestamp ( void ) const

Returns the timestamp of the last record. The last timestamp is by default the highest (most recent) record time.

Returns: A date_time.

void tsa::mem_table::name ( const std::string & name )

Sets the name.

Parameters

name The name.

const std::string & tsa::mem_table::name ( void ) const

Returns the table name.

Returns: A std::string&

void tsa::mem_table::operator= ( const table & other )

Assignment operator.

Parameters

other The other.

void tsa::mem_table::osa__append	(	const date_time &	time_stamp,
		std::vector< variant > &	record
	)

overridevirtual

Implement this member in any derived class and to append a new record and time_stamp.

Parameters

	time_stamp	The time stamp.
[in,out]	record	The record.

Implements tsa::out_stream_adaptor.

void tsa::mem_table::osa__prepare_stream	(	const std::string &	stream_name,
		const tsa::column_defs &	field_list
	)

overridevirtual

Implement this member in any derived class. This member is called before any records are passed. Use it for initialization purposes, such as creating a new table in a series_base.

Parameters

stream_name	Name of the stream.
field_list	List of fields.

Implements tsa::out_stream_adaptor.

void tsa::mem_table::rename_column	(	size_t	column_position,
		const std::string &	new_name
	)

Renames the column at column_position to new_name.

Parameters

column_pos	The column position.
new_name	New name of the column.

void tsa::mem_table::reset_column_properties	(	size_t	column_position,
		const std::string &	new_name,
		type_t	new_type,
		size_t	length = `5`
	)

Resets the column properties of column at given column_position.

Parameters

column_index	Zero-based index of the column.
new_name	Name column name.
new_type	New column type.
length	The column field length.

void tsa::mem_table::reset_column_type	(	size_t	column_pos,
		type_t	new_type,
		size_t	length = `5`
	)

Resets the column type.

Parameters

column_pos	Zero-based position of the column.
new_type	The new type.
length	The column field length (for strings).

void tsa::mem_table::size_limit ( size_t max )

Sets the maximum number of records that can be held by self before an exception is thrown. This is to prevent a potential infinite loop from quickly exhausting the computer's memory.

Parameters

max	The maximum.

size_t tsa::mem_table::size_limit ( void ) const

Returns the maximum number of records that can be held by self.

Returns: A size_t.

Public Member Functions

Record Operations

Bulk Data

Column Operations

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation