multi_day_periods.hpp File Reference

#include <pineforge/bar.hpp>
#include <pineforge/native_calendar.hpp>
#include <pineforge/timeframe.hpp>
#include <algorithm>
#include <array>
#include <cstddef>
#include <cstdint>
#include <memory>
#include <string>
#include <utility>
#include <vector>

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Data Structures
struct	pineforge::source::MultiDayFeeds
	What a run holds of the symbol the N-day request reads. More...
struct	pineforge::source::multi_day_detail::HeldDay
struct	pineforge::source::multi_day_detail::Params
class	pineforge::source::multi_day_detail::FeedWalk
struct	pineforge::source::multi_day_detail::Lane
class	pineforge::source::multi_day_detail::HeldDays
class	pineforge::source::multi_day_detail::Stamps
class	pineforge::source::multi_day_detail::Source
class	pineforge::source::multi_day_detail::RescannedHeldDays
class	pineforge::source::multi_day_detail::RescannedStamps
class	pineforge::source::multi_day_detail::RescannedSource

Namespaces
namespace	pineforge
namespace	pineforge::source
namespace	pineforge::source::multi_day_detail

Functions
std::shared_ptr< TimeframeAggregator::PeriodSource >	pineforge::source::multi_day_detail::make_rescanned_source (std::shared_ptr< Params > params)
std::shared_ptr< TimeframeAggregator::PeriodSource >	pineforge::source::make_multi_day_period_source (const MultiDayFeeds &feeds)
	The N-day partition of feeds, or null where TradingView's rule yields none: fewer than two days, a session that does not parse, no held session day, no period opening at or before the first held day, an open that does not come after the one before it, or a date whose local noon does not exist.

Variables
constexpr std::size_t	pineforge::source::kMultiDayWindow = 16
	The most period opens a multi-day period source holds at once: the recent ones it answers short questions from, and the next one ahead.
constexpr std::size_t	pineforge::source::kUnorderedRescanDays = 366
	Bounds the fallback's retained trading-date slots to one calendar year, including a leap year; N-day counting restarts each year.