pineforge::engine_script_run_v19::NativePhysicalPosition Struct Reference

The book as one aggregate: signed units, the volume-weighted average entry price and the number of open physical lots. More...

#include <native_host.hpp>

Data Fields
double	signed_units = 0.0
double	average_price = 0.0
std::size_t	lot_count = 0

Detailed Description

The book as one aggregate: signed units, the volume-weighted average entry price and the number of open physical lots.

physical_position() answers it; native_open_lots(mark) is the same book lot by lot. C spelling: strategy_native_position_v1.

Definition at line 296 of file native_host.hpp.

Field Documentation

signed_units

double pineforge::engine_script_run_v19::NativePhysicalPosition::signed_units = 0.0

Definition at line 297 of file native_host.hpp.

Referenced by pineforge::source::PineExecutionAdapter::close(), pineforge::source::PineExecutionAdapter::close_all(), pineforge::source::PineExecutionAdapter::exit(), pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs(), pineforge::source::PineExecutionAdapter::intrabar_sample_checked(), pineforge::source::PineStrategyHost::live_position_size(), pineforge::source::PineExecutionAdapter::on_applied(), pineforge::source::PineExecutionAdapter::on_bar_close(), pineforge::source::PineExecutionAdapter::on_bar_open(), pineforge::source::PineExecutionAdapter::resolve_margin_call_units(), pineforge::source::PineExecutionAdapter::source_margin_units(), pineforge::source::PineExecutionAdapter::suppress_grouped_stop_recalc(), and pineforge::source::PineExecutionAdapter::validate_precommit().

average_price

double pineforge::engine_script_run_v19::NativePhysicalPosition::average_price = 0.0

Definition at line 298 of file native_host.hpp.

Referenced by pineforge::source::PineExecutionAdapter::flush_pending_bracket_legs().

lot_count

std::size_t pineforge::engine_script_run_v19::NativePhysicalPosition::lot_count = 0

Definition at line 299 of file native_host.hpp.

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

• native_host.hpp