Documentation

The documentation for the Trading System API library consists of the following documents:

User Guide ( This manual ) . The user guide includes a platform specific Build Guide.

Reference Manual - A detailed documentation of library functions and classes.

Assumptions

This manual assumes that the reader is familiar with the C++ language.

Conventions

This text includes numerous code samples, primarily from the tutorial project, for which repetitive information, such as the inclusion of header files and namespace directives, has been omitted. This means that:

•Many code samples implicitly assume the use of namespace tsa.

•The code for handling exceptions (try/catch) may also be omitted. Please refer to the corresponding tutorial projects for full source code listings.

•When the text refers to functions and class members, only the function names, and optionally their scope, are shown, but not the function parameters. This is to enhance readability of this text. As an example, the text may simply read strategy::run() when in fact it refers to tsa::strategy::run(const tsa::date_time&, const tsa::date_time&). Please refer to the source code listings and the Reference Manual for full function declarations.

A Note on Exception Handling

The library is heavily based on exceptions as a means of propagating error conditions. Many functions and class members can throw exceptions and developers must be prepared to handle these at all time.

Formatting

This guide follows the following formatting conventions:

Class and member names, when first introduced and sometimes later, are displayed in 'this style'.

Class and member names, if already introduced, are displayed in 'this style'.

Certain names that have special meaning in the current context are displayed in italic.

Source code listing may show functions in bold if they are referenced in the adjacent text.