Class Hierarchy

This inheritance list is sorted roughly, but not completely, alphabetically:

[detail level 123]

Cfmt::Buffer< Char >
Cdata_def	A data_def object describes the structure of a table
Cfile_parser	Utility class for reading CVS (comma separated values) record files
Cfmt::ArgList
Cfmt::BasicCStringRef< Char >
Cfmt::BasicStringRef< Char >
►Cfmt::BasicWriter< Char >
Cfmt::BasicArrayWriter< Char >
Cfmt::BasicMemoryWriter< Char, Allocator >
Cfmt::Buffer< T >
Cfmt::FormatError
Cfmt::FormatInt
Cfmt::SystemError
Crand_ohlcv	Class for generating pseudo random price series (o,h,l,c,v)
►Ctsa::appendable	Represents an object to which a record object can be appended
Ctsa::fast::table	Represents a database table in fast::database
Ctsa::mem_table	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
Ctsa::chart::pane	Class representing a 'pane' on a chart
Ctsa::color_id	X
►Ctsa::component	Base class for components such as series_base adaptors
Ctsa::chart	Class representing a timeseries chart
►Ctsa::in_stream_adaptor	Parent class for 'in-stream adaptors'. in_stream object rely on adaptors for access to underlying data source. In order to support access to new data sources, new in_stream_adaptor derived classes must be implemented
Ctsa::manual_ohlcv	Allows users to manually submit record data for the next bar. This is useful for testing new functionality
Ctsa::mem_table	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
Ctsa::random_walk_stream
Ctsa::out_stream	Class out_stream is used to write strategy output to various targets such as files, charts and series_base tables
►Ctsa::out_stream_adaptor	Abstract base class for delegates of class out_stream
Ctsa::fast::table	Represents a database table in fast::database
Ctsa::mem_table	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
►Ctsa::date	A date of the Gregorian calendar
Ctsa::date_time	Class representing a gregorian-date and time-of-day combination. The time component has microsecond resolution
Ctsa::duration	Represents a duration - the difference between two date_time values
►Ctsa::exception	Class tsa::exception used by most classes of the Trading System API library. The class inherits from std::exception (standard C++ library). Class tsa::exception extends std::exception by including the file and line number of the code that originated the exception in the exception message
Ctsa::series_bounds_error	Exception class thrown by series when insufficient data
Ctsa::fast::table::iterator	Table iterator. Supports forward iteration only
Ctsa::functor::aroon
Ctsa::functor::average	Functor for calculating the average of all values in a series over a given period
Ctsa::functor::average_exp	Functor for calculating the exponential average of all values in a series over a given period
Ctsa::functor::chaikin_volatility
Ctsa::functor::ChaosAcc	Chaos Accelerator Oscillator. Functor for calculating ChaosAcc over a given period
Ctsa::functor::ChaosAO	Chaos Awesome Oscillator. Functor for calculating ChaosAcc over a given period
Ctsa::functor::ChopIndex	Deiss Choppiness Index (ChopIndex). Functor for calculating ChopIndex over a given period
Ctsa::functor::CMO	Chande Momentum Oscillator (CMO). Functor for calculating CMO over a given period
Ctsa::functor::commodity_channel_index	CCI by Lambert. Functor for calculating Commodity Channel Index over a given period
Ctsa::functor::coppock
Ctsa::functor::correlation	Functor for calculating the correlation between two series over a given period
Ctsa::functor::DEMA	Double Exponential Moving Average (DEMA). Functor for calculating DEMA over a given period
Ctsa::functor::DeMarker	DeMark's DeMarker. Functor for calculating DeMarker over a given period
Ctsa::functor::DispIndex	Disparity Index (DispIndex). Functor for calculating DispIndex over a given period
Ctsa::functor::DPO	Detrended Price Oscillator (DPO). Functor for calculating DPO over a given period
Ctsa::functor::DStoch	Double Stochastic (DStoch). Functor for calculating DStoch over a given period
Ctsa::functor::DynMI	Dynamic Momentum Index (DynMI). Functor for calculating DynMI over a given period
Ctsa::functor::EffRatio	Kaufman's Efficiency Ratio (EffRatio). Functor for calculating EffRatio over a given period
Ctsa::functor::Elliot	Elliot Oscillator (Elliot). Functor for calculating Elliot over a given period
Ctsa::functor::Fisher	Ehlers' Fisher Transform (Fisher). Functor for calculating Fisher over a given period
Ctsa::functor::HullMA	Hull Moving Average (HullMA). Functor for calculating HullMA over a given period
Ctsa::functor::Inertia	Inertia Oscillator (Inertia). Functor for calculating Inertia over a given period
Ctsa::functor::KalmanMA	Kalman Filter. Functor for calculating Kalman Filter over a given period
Ctsa::functor::KAMA	Kaufman's Adaptive Moving Average (KAMA). Functor for calculating KAMA over a given period
Ctsa::functor::KeltnerBands	Keltner Bands (KeltnerBands). Functor for calculating KeltnerBands over a given period
Ctsa::functor::KeltnerChannel	Keltner Channel (KeltnerChannel). Functor for calculating KeltnerChannel over a given period
Ctsa::functor::LinReg	Linear Regression (LinReg). Functor for calculating LinReg over a given period
Ctsa::functor::LinRegSlope	Linear Regression Slope (LinRegSlope). Functor for calculating LinRegSlope over a given period
Ctsa::functor::LRSI	Ehlers' Laguerre RSI (LRSI). Functor for calculating LRSI over a given period
Ctsa::functor::max	Functor for calculating the maximum value in a series over a given period
Ctsa::functor::MDMA	McGinley Dynamic MA (MDMA). Functor for calculating MDMA over a given period
Ctsa::functor::min	Functor for calculating the minimum value in a series over a given period
Ctsa::functor::Momentum	Momentum. Functor for calculating Momentum over a given period
Ctsa::functor::negative_volume_index	Nevative Volume Index by Fosback
Ctsa::functor::on_balance_volume
Ctsa::functor::PFE	Polarized Fractal Efficiency (PFE). Functor for calculating PFE over a given period
Ctsa::functor::PPO	Percentage Price Oscillator (PPO). Functor for calculating PPO over a given period
Ctsa::functor::QStick	Chande's QStick. Functor for calculating QStick over a given period
Ctsa::functor::R2	R Squared (R2). Functor for calculating R2 over a given period
Ctsa::functor::RAVI	Chande's Range Action Verification Index (RAVI). Functor for calculating RAVI over a given period
Ctsa::functor::REI	DeMark's Range Expansion Index (REI). Functor for calculating REI over a given period
Ctsa::functor::relative_volatility	Relative Volatility by Dorsey
Ctsa::functor::RMI	Relative Momentum Index (RMI). Functor for calculating RMI over a given period
Ctsa::functor::RMTA	Recursive Moving Trend Average (RMTA). Functor for calculating RMTA over a given period
Ctsa::functor::ROC	Rate Of Change (ROC). Functor for calculating ROC over a given period
Ctsa::functor::ROCP	Rate Of Change Percent (ROCP). Functor for calculating ROCP over a given period
Ctsa::functor::ROCR	Rate Of Change Ratio (ROCR). Functor for calculating ROCR over a given period
Ctsa::functor::RVI	Ehlers' Relative Vigor Index (RVI). Functor for calculating RVI over a given period
Ctsa::functor::RVX	Relative Volatility Index (RVX). Functor for calculating RVX over a given period
Ctsa::functor::SMI	Stochastic Momentum Index (SMI). Functor for calculating SMI over a given period
Ctsa::functor::STC	Schaff Trend Cycle (STC). Functor for calculating STC over a given period
Ctsa::functor::stdev	Functor for calculating the population standard deviation of all values in a series over a given period
Ctsa::functor::stochastic	Functor for calculating Stochastic indicator over a given period
Ctsa::functor::StochRSI	Stochastic RSI (StochRSI). Functor for calculating StochRSI over a given period
Ctsa::functor::sum	Functor for calculating the sum of all values in a series over a given period
Ctsa::functor::sum_neg	Functor for calculating the sum of all negative values in a series over a given period
Ctsa::functor::sum_pos	Functor for calculating the sum of all positive values in a series over a given period
Ctsa::functor::sum_squares	Functor for calculating the sum of all values in a series over a given period
Ctsa::functor::T3MA	Tillson's T3 Average (T3MA). Functor for calculating T3MA over a given period
Ctsa::functor::TCF	Trend Continuation Factor (TCF). Functor for calculating TCF over a given period
Ctsa::functor::TEMA	Triple Exponential MA (TEMA). Functor for calculating TEMA over a given period
Ctsa::functor::TOSC	Trend Oscillator (TOSC). Functor for calculating TOSC over a given period
Ctsa::functor::TrailStop	Trailing Stop (TrailStop). Functor for calculating TrailStop over a given period
Ctsa::functor::TrendScore	Chande's TrendScore. Functor for calculating TrendScore over a given period
Ctsa::functor::TTF	Trend Trigger factor (TTF). Functor for calculating TTF over a given period
Ctsa::functor::TTI	Trend Intensity Index (TTI). Functor for calculating TTI over a given period
Ctsa::functor::variance	Functor for calculating the population standard deviation of all values in a series over a given period
Ctsa::functor::VIDYA	Chande's VIDYA Moving Average. Functor for calculating VIDYA over a given period
Ctsa::functor::volatility	Functor for calculating Volatitity over a given period
Ctsa::functor::vortex_indicator	Vortex Indicator by Botes / Siepman
Ctsa::functor::VQI	Volatility Quality Index (VQI). Functor for calculating VQI over a given period
Ctsa::functor::WilderMA	Wilder's Moving Average (WilderMA). Functor for calculating WilderMA over a given period
Ctsa::functor::WMA	Weighted Moving Average (WMA). Functor for calculating WMA over a given period
Ctsa::functor::XMA	Exponential Moving Average (XMA), different calc from EMA. Functor for calculating XMA over a given period
Ctsa::h_line	A line
Ctsa::horizontal_line	Class that represents a horizontal line to be drawn on a chart
Ctsa::json	A class representing JSON objects
Ctsa::library	Contains the library's copyright notice as well as version information
Ctsa::metric	Structure defining all the metric names. For example, you can pass metric::trade_count as metric_name argument to the strategy::metric(
Ctsa::metrics::daily_record
Ctsa::metrics_container	Base class for classes that can produce metrics
►Ctsa::metrics_source	Base class for classes that can produce metrics
Ctsa::instrument	Class instrument represents a tradeable security such as a stock, option, futures contract, currency, etc. Class instrument combines data-access with functionality for placing orders and managing positions
Ctsa::strategy	Class strategy represents a trading or investment strategy
►Ctsa::object	Parent class for many library classes
Ctsa::series_cref< double >
Ctsa::any_series_cref	Any series cref
Ctsa::auto_cast_bool_series_cref	An automatic cast bool series cref
Ctsa::bool_series_cref	The series cref
Ctsa::chart	Class representing a timeseries chart
Ctsa::color	Represents a color for use in graphics operations
Ctsa::column_defs	Defines the columnar structure of a table. Each column has a name, data type and field size. Instances of this class may also be used to describe the field structure in records
Ctsa::container	A container
►Ctsa::data_base	Base class for all other database classes such as:
Ctsa::fast::database	Class for managing native timeseries database files. Extremely high speed data access
Ctsa::postgres::database	Class representing a Postgresql database. Allows ts-api to read and write series to and from a Postgresql database server
Ctsa::sqlite::database	SQLite database object. Object of this class allow ts-api to read and write time series tables in an SQLite database file
Ctsa::date_series_cref	A date series cref
Ctsa::datetime_series_cref	A datetime series cref
Ctsa::exchange_parser	Represents a symbol/exchange combination
Ctsa::external_table_reader	Abstract base class for objects that read tables sequentially by loading chunks of data, such as from a relational database
Ctsa::fast::table	Represents a database table in fast::database
Ctsa::file_import_rules__obsolete	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
Ctsa::functor::auto_plot	Parent class
Ctsa::in_stream	Record stream class. Represents a standardised interface to all data sources. Instances rely on delegates to provide access to specific data sources. Delegates must derive from class in_stream_adaptor
Ctsa::instrument	Class instrument represents a tradeable security such as a stock, option, futures contract, currency, etc. Class instrument combines data-access with functionality for placing orders and managing positions
Ctsa::manual_ohlcv	Allows users to manually submit record data for the next bar. This is useful for testing new functionality
Ctsa::mem_table	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
Ctsa::metrics	Strategy performance metrics
Ctsa::net::socket_base
Ctsa::numeric_series_cref	A numeric series cref
Ctsa::order	Class order is the library's internal order representation. Users are not intended to interact with this class directly and its member functions are not documented. Use class order_ref to interact with orders
Ctsa::order_ref	Represents a reference to an internally managed order object. Working with class order directly is not required as class order_ref exposes all necessary functionality for working with trading orders. Class order itself is undocumented
Ctsa::os::path	Utility class to manipulate file system paths. This class is intended to fulfil the requirements of the Trading System API library. For more comprehensive functionality it is recommended to use a library such as 'boost::filesystem'
Ctsa::out_stream	Class out_stream is used to write strategy output to various targets such as files, charts and series_base tables
Ctsa::random_walk_stream
Ctsa::series_cref< T >	The series cref
Ctsa::series_tuple< T >	The series tuple
Ctsa::strategy	Class strategy represents a trading or investment strategy
Ctsa::string_series_cref	A string series cref
Ctsa::string_splitter	Support class for splitting 'record' strings into 'fields' using separator characters such as ','
Ctsa::symbol_parser	Parses symbol:expiry combinations
Ctsa::table_copy_params	A class representing the rules to use when copying database tables (usually between databases)
►Ctsa::time_point_stream	Parent class to classes generating a strategy scheduling sequences. (see strategy::schedule_with())
Ctsa::time_point_stream__platform	A platform time point stream
Ctsa::time_point_stream_daily	Class to dynamically generate daily intervals for strategy scheduling purposes. Instances should be declared as a strategy member and passed to strategy::schedule_with() as part of strategy::on_start()
Ctsa::timer	A timer
Ctsa::timescale::converter_base	Base class for objects performing timescale conversions
Ctsa::transaction	Represents a transaction that occurred on an exchange or as part of a simulation when an order is filled or partially filled
Ctsa::order::order_info	Information about an order
►Ctsa::pane_format	A pane format
Ctsa::series< bool >
Ctsa::series< double >
Ctsa::series< T >	Class series is a template class representing a sequence of values
Ctsa::series_tuple< T >	The series tuple
Ctsa::pane_imp::TrendLine	***** TRENDLINE *****
Ctsa::pane_proxy	Proxy class for class chart::pane. To be used for setting pane properties. An instance of this class is returned by chart::get_pane(size_t)
Ctsa::plot::area_line	Combines and area and line plot
►Ctsa::plot::plot_base	Parent class for all plot types
Ctsa::plot::area	Plots a series as an 'area plot' on a chart pane
Ctsa::plot::bar	Plots a 'bars' on a chart pane where bars are drawn from the zero line. Bars essentially oscillate around the zero line with values are both positive and negative
Ctsa::plot::hlc	Plots an high/low/close series on a chart pane
Ctsa::plot::line	Plots a 'line plot' on a chart pane
Ctsa::plot::marker	Simply plots a 'marker' which is a shape
Ctsa::plot::multi_marker	Plots multiple 'markers' which are 'shapes'
Ctsa::plot::ohlc	Plots an 'open,high,low,close' series on a chart pane
Ctsa::plot::orders	Paints all orders generated by the given instrument object on a chart pane
Ctsa::plot::rarea	Plots an 'area' on a chart pane. Plots are drawn from the lowest y-value to the current y-value. Use class plot::area instead if you want the area plot to oscillate around the zero line
Ctsa::plot::rbar	Plots a 'bar plot' on a chart pane. Bars are drawn from the lowest y-value to the current y-value. Please use class plot::bar instead for bars drawn from the zero line. Drawing from the zero line is more common when plotting financial data
Ctsa::plot::transactions	Draws all transactions related to the given instrument object on a chart pane
Ctsa::plot::position	Plots bars on a chart pane representing the current open position for a given instrument
Ctsa::plot_info	Information about the plot
Ctsa::postgres::pg_type	Types
Ctsa::r_tuple	Return tuple of LinearRegression function
Ctsa::record	Class representing a database record
Ctsa::reject_info	Structure containing informations about rejects
Ctsa::swing_finder	Swing finder
Ctsa::swing_finder::point
Ctsa::table	Supports 'write', 'update', 'delete', and 'read' operations on series_base tables
Ctsa::trade_info	Information on closed out trades
Ctsa::trade_leg	A trade leg
Ctsa::trend_line	Class that represents a trendline to be drawn on a chart
►Ctsa::variant	Variant objects can represent values of different types
Ctsa::auto_cast_variant