pineforge::compat::pine::IntradayCap Class Reference

#include <intraday_cap.hpp>

Public Member Functions
	IntradayCap (CapAttachment attachment=CapAttachment::None)
void	attach ()
IntradayCap &	operator= (int limit)
CapAttachment	attachment () const
const CapConfiguration &	configuration () const
const IntradayOrderBudget &	budget () const
const std::optional< CloseCause > &	due_cause () const
uint64_t	next_action () const
bool	active () const
bool	needs_clock () const
bool	legacy_limit_is_zero () const
void	metadata (const std::string &key, double value)
Placement	placement (const CapClock &clock)
void	decline (uint64_t incarnation)
AttemptOrigin	origin (const CapClock &clock, const Calculation &c, uint64_t incarnation, uint64_t latest_fill) const
Admission	pre_dispatch (const CapClock &clock, const Calculation &context, const MatchedAttempt &attempt, uint64_t latest_fill)
void	outcome (FillOutcome outcome, AttemptOrigin origin)
DirectCloseRouting	direct_close_routing (const Calculation &c, bool full) const
void	committed_close (const CapClock &clock, const Calculation &c, Side before, uint64_t fill, const std::vector< ContinuationCandidate > &candidates)
CloseDecision	post_dispatch (const Admission &admission, const Calculation &c, const MatchedAttempt &attempt, Side side, int64_t cycle, Prices prices)
void	after_immediate_close_attempt ()
void	ordinary_open (int bar)
void	source_batch_end ()
void	reset_run ()

Static Public Member Functions
static bool	uses_chart_clock (const std::string &session)
static OrderRiskDay	risk_day (const CapClock &clock)

Static Public Attributes
static constexpr uint64_t	schema_version = 1

Detailed Description

Definition at line 83 of file intraday_cap.hpp.

Constructor & Destructor Documentation

IntradayCap()

pineforge::compat::pine::IntradayCap::IntradayCap ( CapAttachment attachment = CapAttachment::None )

inlineexplicit

Definition at line 86 of file intraday_cap.hpp.

References attachment(), and pineforge::compat::pine::None.

Referenced by operator=().

Member Function Documentation

attach()

void pineforge::compat::pine::IntradayCap::attach ( )

inline

Definition at line 89 of file intraday_cap.hpp.

References pineforge::compat::pine::LegacySource.

Referenced by operator=().

operator=()

IntradayCap & pineforge::compat::pine::IntradayCap::operator= ( int limit )

inline

Definition at line 94 of file intraday_cap.hpp.

References attach(), and IntradayCap().

attachment()

CapAttachment pineforge::compat::pine::IntradayCap::attachment ( ) const

inline

Definition at line 99 of file intraday_cap.hpp.

Referenced by IntradayCap().

configuration()

const CapConfiguration & pineforge::compat::pine::IntradayCap::configuration ( ) const

inline

Definition at line 100 of file intraday_cap.hpp.

budget()

const IntradayOrderBudget & pineforge::compat::pine::IntradayCap::budget ( ) const

inline

Definition at line 101 of file intraday_cap.hpp.

due_cause()

const std::optional< CloseCause > & pineforge::compat::pine::IntradayCap::due_cause ( ) const

inline

Definition at line 102 of file intraday_cap.hpp.

next_action()

uint64_t pineforge::compat::pine::IntradayCap::next_action ( ) const

inline

Definition at line 103 of file intraday_cap.hpp.

active()

bool pineforge::compat::pine::IntradayCap::active ( ) const

inline

Definition at line 104 of file intraday_cap.hpp.

References pineforge::compat::pine::None.

Referenced by direct_close_routing(), needs_clock(), placement(), and pre_dispatch().

needs_clock()

bool pineforge::compat::pine::IntradayCap::needs_clock ( ) const

inline

Definition at line 107 of file intraday_cap.hpp.

References active().

legacy_limit_is_zero()

bool pineforge::compat::pine::IntradayCap::legacy_limit_is_zero ( ) const

inline

Definition at line 112 of file intraday_cap.hpp.

References pineforge::compat::pine::None.

metadata()

void pineforge::compat::pine::IntradayCap::metadata ( const std::string & key, double value )

inline

Definition at line 115 of file intraday_cap.hpp.

uses_chart_clock()

static bool pineforge::compat::pine::IntradayCap::uses_chart_clock ( const std::string & session )

inlinestatic

Definition at line 128 of file intraday_cap.hpp.

References pineforge::hhmm_to_minutes().

Referenced by risk_day().

risk_day()

static OrderRiskDay pineforge::compat::pine::IntradayCap::risk_day ( const CapClock & clock )

inlinestatic

Definition at line 133 of file intraday_cap.hpp.

References pineforge::compat::pine::CapClock::chart_day, pineforge::compat::pine::CapClock::chart_month, pineforge::compat::pine::CapClock::session, pineforge::internal::session_trading_day_index(), pineforge::compat::pine::CapClock::timestamp, pineforge::compat::pine::CapClock::timezone, and uses_chart_clock().

Referenced by committed_close(), origin(), placement(), and pre_dispatch().

placement()

Placement pineforge::compat::pine::IntradayCap::placement ( const CapClock & clock )

inline

Definition at line 141 of file intraday_cap.hpp.

References active(), pineforge::compat::pine::Allow, pineforge::compat::pine::Deny, and risk_day().

decline()

void pineforge::compat::pine::IntradayCap::decline ( uint64_t incarnation )

inline

Definition at line 146 of file intraday_cap.hpp.

Referenced by pre_dispatch().

origin()

AttemptOrigin pineforge::compat::pine::IntradayCap::origin ( const CapClock & clock, const Calculation & c, uint64_t incarnation, uint64_t latest_fill ) const

inline

Definition at line 147 of file intraday_cap.hpp.

References pineforge::compat::pine::Calculation::bar, pineforge::compat::pine::CloseQuotaBeneficiary, pineforge::compat::pine::Independent, and risk_day().

Referenced by outcome().

pre_dispatch()

Admission pineforge::compat::pine::IntradayCap::pre_dispatch ( const CapClock & clock, const Calculation & context, const MatchedAttempt & attempt, uint64_t latest_fill )

inline

Definition at line 153 of file intraday_cap.hpp.

References active(), pineforge::compat::pine::Allow, pineforge::compat::pine::Calculation::bar, pineforge::compat::pine::Blocked, pineforge::compat::pine::Decline, decline(), pineforge::compat::pine::Flat, pineforge::compat::pine::MatchedAttempt::incarnation, pineforge::compat::pine::MatchedAttempt::is_long, pineforge::compat::pine::MatchedAttempt::kind, pineforge::compat::pine::MatchedAttempt::live_entries, pineforge::compat::pine::MatchedAttempt::live_side, pineforge::compat::pine::Long, pineforge::compat::pine::Market, pineforge::compat::pine::MatchedAttempt::pyramiding, pineforge::compat::pine::ReachedLimit, and risk_day().

outcome()

void pineforge::compat::pine::IntradayCap::outcome ( FillOutcome outcome, AttemptOrigin origin )

inline

Definition at line 174 of file intraday_cap.hpp.

References pineforge::compat::pine::Committed, pineforge::compat::pine::Independent, origin(), and outcome().

Referenced by outcome().

direct_close_routing()

DirectCloseRouting pineforge::compat::pine::IntradayCap::direct_close_routing ( const Calculation & c, bool full ) const

inline

Definition at line 178 of file intraday_cap.hpp.

References active(), pineforge::compat::pine::Calculation::coof_scheduler, pineforge::compat::pine::Calculation::fifo, pineforge::compat::pine::Ignore, and pineforge::compat::pine::Observe.

committed_close()

void pineforge::compat::pine::IntradayCap::committed_close ( const CapClock & clock, const Calculation & c, Side before, uint64_t fill, const std::vector< ContinuationCandidate > & candidates )

inline

Definition at line 183 of file intraday_cap.hpp.

References pineforge::compat::pine::Calculation::bar, pineforge::compat::pine::ContinuationCandidate::created_seq, pineforge::compat::pine::ContinuationCandidate::incarnation, pineforge::compat::pine::Long, pineforge::compat::pine::Market, and risk_day().

post_dispatch()

CloseDecision pineforge::compat::pine::IntradayCap::post_dispatch ( const Admission & admission, const Calculation & c, const MatchedAttempt & attempt, Side side, int64_t cycle, Prices prices )

inline

Definition at line 195 of file intraday_cap.hpp.

References pineforge::compat::pine::Calculation::bar, pineforge::compat::pine::MatchedAttempt::created_bar, pineforge::compat::pine::Entry, pineforge::compat::pine::Prices::fill, pineforge::compat::pine::Flat, pineforge::compat::pine::Prices::high, pineforge::compat::pine::MatchedAttempt::incarnation, pineforge::compat::pine::MatchedAttempt::kind, pineforge::compat::pine::Long, pineforge::compat::pine::Prices::low, pineforge::compat::pine::Market, pineforge::compat::pine::Prices::open, pineforge::price, and pineforge::compat::pine::Short.

after_immediate_close_attempt()

void pineforge::compat::pine::IntradayCap::after_immediate_close_attempt ( )

inline

Definition at line 220 of file intraday_cap.hpp.

ordinary_open()

void pineforge::compat::pine::IntradayCap::ordinary_open ( int bar )

inline

Definition at line 221 of file intraday_cap.hpp.

source_batch_end()

void pineforge::compat::pine::IntradayCap::source_batch_end ( )

inline

Definition at line 225 of file intraday_cap.hpp.

reset_run()

void pineforge::compat::pine::IntradayCap::reset_run ( )

inline

Definition at line 226 of file intraday_cap.hpp.

Field Documentation

schema_version

uint64_t pineforge::compat::pine::IntradayCap::schema_version = 1

staticconstexpr

Definition at line 85 of file intraday_cap.hpp.

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The documentation for this class was generated from the following file:

• intraday_cap.hpp