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Trading System API
3.0
Library for Simulating and Deploying Trading and Investment Strategies
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This is the complete list of members for tsa::strategy, including all inherited members.
arg(const std::string &arg_name) const | tsa::strategy | |
arg_exists(const std::string &arg_name) | tsa::strategy | |
args(const tsa::json &json_obj) | tsa::strategy | |
args(void) const | tsa::strategy | |
attach(net::socket_base &p) | tsa::strategy | |
attach(platform_proxy &p) | tsa::strategy | |
attach(tsa::data_base &db) | tsa::strategy | |
attach_as(const std::string &db_name, tsa::data_base &db) | tsa::strategy | |
auto_open_reports(bool flag=true) | tsa::strategy | |
auto_open_reports_enabled(void) const | tsa::strategy | |
auto_schedule(const duration &dur) | tsa::strategy | |
backfill(const duration &dur) | tsa::strategy | |
bar_count(void) const | tsa::strategy | |
begin(const date_time &begin_time_point) | tsa::strategy | |
begin(void) const | tsa::strategy | |
cancel_order(identifier_t order_id, identifier_t instrument_id) | tsa::strategy | |
catch_series_bounds_errors(bool flag=true) | tsa::strategy | |
class_name(void) const | tsa::object | |
count(void) const | tsa::strategy | |
create_timer(const std::string &name, const duration &repeat_duration) | tsa::strategy | |
enable_reports(void) | tsa::strategy | |
end(const date_time &time_point) | tsa::strategy | |
end(void) const | tsa::strategy | |
end_type(void) const | tsa::strategy | |
exit(void) | tsa::strategy | |
first(void) const | tsa::strategy | |
get_order_ref(identifier_t order_id) const | tsa::strategy | |
has_same_class_as(const object &other) const | tsa::object | |
instrument_count(void) const | tsa::strategy | |
instrument_ptr(size_t position) const | tsa::strategy | |
instruments(void) const | tsa::strategy | |
interval_count(void) const | tsa::strategy | |
is_attached_to(const std::string &data_base_name) | tsa::strategy | |
is_auto_scheduled(void) const | tsa::strategy | |
is_finalized(void) const | tsa::strategy | virtual |
is_live(void) const | tsa::strategy | |
is_platform_driven(void) const | tsa::strategy | |
metric(const std::string &metric_name, trade_grouping trade_group=tsa::all_trades) const | tsa::strategy | virtual |
metrics2(void) const | tsa::strategy | |
min_series_length(size_t min_size) | tsa::strategy | |
min_series_length(void) const | tsa::strategy | |
name(const std::string &name) | tsa::strategy | |
name(void) const | tsa::strategy | |
net_profit(void) const | tsa::strategy | |
object(void) | tsa::object | inline |
on_command(const tsa::json &) | tsa::strategy | virtual |
on_end(void) | tsa::strategy | virtual |
on_exception(const tsa::exception &e) | tsa::strategy | virtual |
on_live(void) | tsa::strategy | virtual |
on_next(void) | tsa::strategy | virtual |
on_order_cancel_rejected(order_ref &o_ref, const reject_info &r_info) | tsa::strategy | virtual |
on_order_filled(const order_ref &oref, const transaction &t) | tsa::strategy | virtual |
on_order_partially_filled(order_ref &o_ref, const transaction &t) | tsa::strategy | virtual |
on_order_rejected(order_ref &o_ref, const reject_info &r_info) | tsa::strategy | virtual |
on_order_replace_rejected(order_ref &, const reject_info &) | tsa::strategy | virtual |
on_order_status_changed(order_ref &o_ref) | tsa::strategy | virtual |
on_pre_managed_code(void) | tsa::strategy | virtual |
on_prepare(void) | tsa::strategy | virtual |
on_series_bounds_error_terminate(void) | tsa::strategy | |
on_start(void) | tsa::strategy | virtual |
on_timer(const std::string &timer_name) | tsa::strategy | virtual |
on_transaction(const transaction &t) | tsa::strategy | virtual |
order_count(void) const | tsa::strategy | |
order_count_inclusive(void) const | tsa::strategy | |
order_ptr(identifier_t order_id) const | tsa::strategy | |
output_base_path(void) const | tsa::strategy | |
output_base_path(const os::path &base_path, bool replace_existing_strategy_dir=false) const | tsa::strategy | |
output_path(void) const | tsa::strategy | |
period(const date_time &start_time_point, const date_time &end_time_point) | tsa::strategy | |
platform_proxy_ptr(void) const | tsa::strategy | |
remove_timer(const std::string &name) | tsa::strategy | |
report(const os::path &report_dir, bool replace_existing=false) | tsa::strategy | |
risk_free_annual_rate_of_return(double rate) | tsa::strategy | |
risk_free_annual_rate_of_return(void) const | tsa::strategy | |
run(void) | tsa::strategy | |
run(const date_time &start_time_point, const date_time &end_time_point) | tsa::strategy | |
run(const date_time &start_time_point) | tsa::strategy | |
schedule_was_set(void) const | tsa::strategy | |
schedule_with(const in_stream &instream) | tsa::strategy | |
schedule_with(instrument &instr) | tsa::strategy | |
schedule_with(time_point_stream &stream) | tsa::strategy | |
scheduler_name(void) const | tsa::strategy | |
series_analyze_period(size_t num_bars) | tsa::strategy | |
series_analyze_period(void) const | tsa::strategy | |
strategy(void) | tsa::strategy | |
timestamp(void) const | tsa::strategy | |
verbose(std::ostream &stream, int verbose_level=1) | tsa::strategy | |
~object(void) | tsa::object | inlinevirtual |
~strategy(void) | tsa::strategy |