engine.hpp File Reference

#include <atomic>
#include <vector>
#include <string>
#include <cstddef>
#include <cstdint>
#include <cmath>
#include <ctime>
#include <limits>
#include <memory>
#include <set>
#include <algorithm>
#include <unordered_map>
#include <unordered_set>
#include <stdexcept>
#include <optional>
#include <functional>
#include <pineforge/execution_consumer.hpp>
#include "na.hpp"
#include "bar.hpp"
#include "broker_events.hpp"
#include "quantity_intent.hpp"
#include "execution.hpp"
#include "execution_close_scope.hpp"
#include "execution_close_selection.hpp"
#include "execution_projection.hpp"
#include "execution_reverse_to.hpp"
#include "position_close_obligation.hpp"
#include "order_cancellation.hpp"
#include "leg_activation.hpp"
#include "exit_leg_lifecycle.hpp"
#include "order_birth.hpp"
#include "series.hpp"
#include "timeframe.hpp"
#include "magnifier.hpp"
#include "session_time.hpp"
#include <pineforge/pineforge.h>

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Data Structures
struct	pineforge::StreamOrderAction
struct	pineforge::ClosedLotExcursionFacts
struct	pineforge::ClosedLotExcursion
struct	pineforge::PyramidEntry
struct	pineforge::Trade
struct	pineforge::TradeC
struct	pineforge::SecurityDiagC
struct	pineforge::TraceEntryC
struct	pineforge::ReportC
struct	pineforge::SymInfo
class	pineforge::engine_script_run_v18::BrokerStateHashSink
class	pineforge::engine_script_run_v18::BrokerStateHashProvider
class	pineforge::engine_script_run_v18::BacktestEngine
struct	pineforge::engine_script_run_v18::BacktestEngine::NativeConsumerBindTag
struct	pineforge::engine_script_run_v18::BacktestEngine::BarTime
struct	pineforge::engine_script_run_v18::BacktestEngine::SecurityEvalState
struct	pineforge::engine_script_run_v18::BacktestEngine::NativeSecurityFeed
struct	pineforge::engine_script_run_v18::BacktestEngine::AbortFlag
struct	pineforge::engine_script_run_v18::BacktestEngine::AbortRequested
struct	pineforge::engine_script_run_v18::BacktestEngine::ExecutionConsumerSlot

Namespaces
namespace	pineforge
namespace	pineforge::internal
namespace	pineforge::engine_script_run_v18

Macros
#define	PINEFORGE_NO_STRATEGY_DECLS
#define	PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1   1
#define	PINEFORGE_HAS_NATIVE_LIVE_V1   1

Typedefs
using	pineforge::LotExcursionHook = std::function<ClosedLotExcursion(const ClosedLotExcursionFacts&)>
using	pineforge::ExitLegLifecycle = exit_legs::Lifecycle
using	pineforge::InputsMap = std::unordered_map<std::string, std::string>

Enumerations
enum class	pineforge::PositionSide {   pineforge::FLAT ,   pineforge::LONG ,   pineforge::SHORT }
enum class	pineforge::QtyType {   pineforge::FIXED = 0 ,   pineforge::PERCENT_OF_EQUITY = 1 ,   pineforge::CASH = 2 }
enum class	pineforge::CommissionType {   pineforge::PERCENT = 0 ,   pineforge::CASH_PER_ORDER = 1 ,   pineforge::CASH_PER_CONTRACT = 2 }

Macro Definition Documentation

PINEFORGE_NO_STRATEGY_DECLS

#define PINEFORGE_NO_STRATEGY_DECLS

Definition at line 43 of file engine.hpp.

PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1

#define PINEFORGE_HAS_SCRIPT_RUN_PREPARE_V1   1

Definition at line 50 of file engine.hpp.

PINEFORGE_HAS_NATIVE_LIVE_V1

#define PINEFORGE_HAS_NATIVE_LIVE_V1   1

Definition at line 51 of file engine.hpp.