pineforge::engine_script_run_v19::TradeLedger Class Reference

#include <trade_ledger.hpp>

Data Structures
class	const_iterator

Public Types
using	size_type = std::size_t
using	value_type = Trade
using	Visitor = std::function<bool(size_type, const Trade&)>
using	iterator = const_iterator

Public Member Functions
	TradeLedger ()
	~TradeLedger ()
	TradeLedger (const TradeLedger &)
TradeLedger &	operator= (const TradeLedger &)
	TradeLedger (TradeLedger &&)
TradeLedger &	operator= (TradeLedger &&)
void	set_scratch_directory (const std::string &)
const std::string &	scratch_directory () const
void	set_cache_rows (size_type rows)
size_type	cache_rows () const
size_type	cache_resident_bytes () const
size_type	cache_size () const
void	clear ()
void	reserve (size_type)
size_type	size () const
size_type	base () const
size_type	resident_size () const
size_type	resident_base () const
bool	empty () const
Trade	read (size_type global) const
Trade	operator[] (size_type global) const
Trade	at (size_type global) const
Trade	back () const
Trade	numeric_at (size_type global) const
std::string	entry_id_at (size_type global) const
double	pnl_at (size_type global) const
double	pnl_pct_at (size_type global) const
double	commission_at (size_type global) const
std::int32_t	entry_bar_index_at (size_type global) const
std::int32_t	exit_bar_index_at (size_type global) const
std::uint64_t	entry_incarnation_at (size_type global) const
double	entry_price_at (size_type global) const
double	exit_price_at (size_type global) const
std::int64_t	entry_time_at (size_type global) const
std::int64_t	exit_time_at (size_type global) const
double	qty_at (size_type global) const
double	max_runup_at (size_type global) const
double	max_drawdown_at (size_type global) const
bool	is_long_at (size_type global) const
std::string	entry_comment_at (size_type global) const
std::string	exit_comment_at (size_type global) const
std::string	exit_id_at (size_type global) const
void	replace (size_type global, const Trade &)
void	modify (size_type global, const std::function< void(Trade &)> &)
void	push_back (const Trade &trade)
	Append at the logical global end (3.4:613-616).
void	push_back (Trade &&trade)
void	resize (size_type global_end)
const_iterator	begin () const
const_iterator	end () const
void	visit (size_type first, size_type end, const Visitor &) const
bool	previous (size_type &cursor, Trade &value) const
const Trade &	materialize (size_type global) const
void	seal (size_type global_end)

Static Public Member Functions
static size_type	resident_cache_bytes (size_type rows)

Static Public Attributes
static constexpr size_type	kRecordBytes = 168
static constexpr size_type	kResidentRows = 64
static constexpr size_type	kCacheStringBytes = 128
static constexpr size_type	kLedgerEntryBytes
static constexpr size_type	kDefaultCacheRows = 65536
static constexpr size_type	kMaxCacheRows = 1048576
static constexpr size_type	kSinkCacheRows = 128

Detailed Description

Definition at line 30 of file trade_ledger.hpp.

Member Typedef Documentation

size_type

using pineforge::engine_script_run_v19::TradeLedger::size_type = std::size_t

Definition at line 32 of file trade_ledger.hpp.

value_type

using pineforge::engine_script_run_v19::TradeLedger::value_type = Trade

Definition at line 33 of file trade_ledger.hpp.

Visitor

using pineforge::engine_script_run_v19::TradeLedger::Visitor = std::function<bool(size_type, const Trade&)>

Definition at line 53 of file trade_ledger.hpp.

iterator

using pineforge::engine_script_run_v19::TradeLedger::iterator = const_iterator

Definition at line 77 of file trade_ledger.hpp.

Constructor & Destructor Documentation

TradeLedger() [1/3]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

)

Referenced by operator=(), operator=(), TradeLedger(), and TradeLedger().

~TradeLedger()

pineforge::engine_script_run_v19::TradeLedger::~TradeLedger

(

)

TradeLedger() [2/3]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

const TradeLedger &

)

References TradeLedger().

TradeLedger() [3/3]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

TradeLedger &&

)

References TradeLedger().

Member Function Documentation

operator=() [1/2]

TradeLedger & pineforge::engine_script_run_v19::TradeLedger::operator=

(

const TradeLedger &

)

References TradeLedger().

operator=() [2/2]

TradeLedger & pineforge::engine_script_run_v19::TradeLedger::operator=

(

TradeLedger &&

)

References TradeLedger().

set_scratch_directory()

void pineforge::engine_script_run_v19::TradeLedger::set_scratch_directory

(

const std::string &

)

scratch_directory()

const std::string & pineforge::engine_script_run_v19::TradeLedger::scratch_directory

(

)

const

set_cache_rows()

void pineforge::engine_script_run_v19::TradeLedger::set_cache_rows

(

size_type

rows

)

cache_rows()

size_type pineforge::engine_script_run_v19::TradeLedger::cache_rows

(

)

const

resident_cache_bytes()

static size_type pineforge::engine_script_run_v19::TradeLedger::resident_cache_bytes ( size_type rows )

static

cache_resident_bytes()

size_type pineforge::engine_script_run_v19::TradeLedger::cache_resident_bytes

(

)

const

cache_size()

size_type pineforge::engine_script_run_v19::TradeLedger::cache_size

(

)

const

clear()

void pineforge::engine_script_run_v19::TradeLedger::clear

(

)

reserve()

void pineforge::engine_script_run_v19::TradeLedger::reserve

(

size_type

)

size()

size_type pineforge::engine_script_run_v19::TradeLedger::size

(

)

const

Referenced by pineforge::source::detail::PositionTailBinding::preserve(), and pineforge::same_bar_exit_group_possible().

base()

size_type pineforge::engine_script_run_v19::TradeLedger::base

(

)

const

Referenced by pineforge::source::detail::PositionTailBinding::preserve().

resident_size()

size_type pineforge::engine_script_run_v19::TradeLedger::resident_size

(

)

const

resident_base()

size_type pineforge::engine_script_run_v19::TradeLedger::resident_base

(

)

const

empty()

bool pineforge::engine_script_run_v19::TradeLedger::empty

(

)

const

read()

Trade pineforge::engine_script_run_v19::TradeLedger::read

(

size_type

global

)

const

operator[]()

Trade pineforge::engine_script_run_v19::TradeLedger::operator[]

(

size_type

global

)

const

at()

Trade pineforge::engine_script_run_v19::TradeLedger::at

(

size_type

global

)

const

back()

Trade pineforge::engine_script_run_v19::TradeLedger::back

(

)

const

numeric_at()

Trade pineforge::engine_script_run_v19::TradeLedger::numeric_at

(

size_type

global

)

const

Referenced by pineforge::same_bar_exit_group_possible().

entry_id_at()

std::string pineforge::engine_script_run_v19::TradeLedger::entry_id_at

(

size_type

global

)

const

Referenced by pineforge::same_bar_exit_group_possible().

pnl_at()

double pineforge::engine_script_run_v19::TradeLedger::pnl_at

(

size_type

global

)

const

pnl_pct_at()

double pineforge::engine_script_run_v19::TradeLedger::pnl_pct_at

(

size_type

global

)

const

commission_at()

double pineforge::engine_script_run_v19::TradeLedger::commission_at

(

size_type

global

)

const

entry_bar_index_at()

std::int32_t pineforge::engine_script_run_v19::TradeLedger::entry_bar_index_at

(

size_type

global

)

const

exit_bar_index_at()

std::int32_t pineforge::engine_script_run_v19::TradeLedger::exit_bar_index_at

(

size_type

global

)

const

entry_incarnation_at()

std::uint64_t pineforge::engine_script_run_v19::TradeLedger::entry_incarnation_at

(

size_type

global

)

const

entry_price_at()

double pineforge::engine_script_run_v19::TradeLedger::entry_price_at

(

size_type

global

)

const

exit_price_at()

double pineforge::engine_script_run_v19::TradeLedger::exit_price_at

(

size_type

global

)

const

entry_time_at()

std::int64_t pineforge::engine_script_run_v19::TradeLedger::entry_time_at

(

size_type

global

)

const

exit_time_at()

std::int64_t pineforge::engine_script_run_v19::TradeLedger::exit_time_at

(

size_type

global

)

const

qty_at()

double pineforge::engine_script_run_v19::TradeLedger::qty_at

(

size_type

global

)

const

max_runup_at()

double pineforge::engine_script_run_v19::TradeLedger::max_runup_at

(

size_type

global

)

const

max_drawdown_at()

double pineforge::engine_script_run_v19::TradeLedger::max_drawdown_at

(

size_type

global

)

const

is_long_at()

bool pineforge::engine_script_run_v19::TradeLedger::is_long_at

(

size_type

global

)

const

entry_comment_at()

std::string pineforge::engine_script_run_v19::TradeLedger::entry_comment_at

(

size_type

global

)

const

exit_comment_at()

std::string pineforge::engine_script_run_v19::TradeLedger::exit_comment_at

(

size_type

global

)

const

exit_id_at()

std::string pineforge::engine_script_run_v19::TradeLedger::exit_id_at

(

size_type

global

)

const

replace()

void pineforge::engine_script_run_v19::TradeLedger::replace	(	size_type	global,
		const Trade &	)

modify()

void pineforge::engine_script_run_v19::TradeLedger::modify	(	size_type	global,
		const std::function< void(Trade &)> &	)

push_back() [1/2]

void pineforge::engine_script_run_v19::TradeLedger::push_back

(

const Trade &

trade

)

Append at the logical global end (3.4:613-616).

push_back() [2/2]

void pineforge::engine_script_run_v19::TradeLedger::push_back

(

Trade &&

trade

)

resize()

void pineforge::engine_script_run_v19::TradeLedger::resize

(

size_type

global_end

)

begin()

const_iterator pineforge::engine_script_run_v19::TradeLedger::begin

(

)

const

end()

const_iterator pineforge::engine_script_run_v19::TradeLedger::end

(

)

const

Referenced by visit().

visit()

void pineforge::engine_script_run_v19::TradeLedger::visit	(	size_type	first,
		size_type	end,
		const Visitor &	) const

References end().

previous()

bool pineforge::engine_script_run_v19::TradeLedger::previous	(	size_type &	cursor,
		Trade &	value ) const

materialize()

const Trade & pineforge::engine_script_run_v19::TradeLedger::materialize

(

size_type

global

)

const

seal()

void pineforge::engine_script_run_v19::TradeLedger::seal

(

size_type

global_end

)

Field Documentation

kRecordBytes

size_type pineforge::engine_script_run_v19::TradeLedger::kRecordBytes = 168

staticconstexpr

Definition at line 37 of file trade_ledger.hpp.

kResidentRows

size_type pineforge::engine_script_run_v19::TradeLedger::kResidentRows = 64

staticconstexpr

Definition at line 38 of file trade_ledger.hpp.

kCacheStringBytes

size_type pineforge::engine_script_run_v19::TradeLedger::kCacheStringBytes = 128

staticconstexpr

Definition at line 45 of file trade_ledger.hpp.

kLedgerEntryBytes

size_type pineforge::engine_script_run_v19::TradeLedger::kLedgerEntryBytes

staticconstexpr

Initial value:

=
        kRecordBytes + 2 * sizeof(size_type) + kCacheStringBytes

Definition at line 46 of file trade_ledger.hpp.

kDefaultCacheRows

size_type pineforge::engine_script_run_v19::TradeLedger::kDefaultCacheRows = 65536

staticconstexpr

Definition at line 48 of file trade_ledger.hpp.

kMaxCacheRows

size_type pineforge::engine_script_run_v19::TradeLedger::kMaxCacheRows = 1048576

staticconstexpr

Definition at line 49 of file trade_ledger.hpp.

kSinkCacheRows

size_type pineforge::engine_script_run_v19::TradeLedger::kSinkCacheRows = 128

staticconstexpr

Definition at line 52 of file trade_ledger.hpp.

---

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

• trade_ledger.hpp