pineforge::source::PineReplayRiskConfig Struct Reference

#include <pine_adapter.hpp>

Data Fields
int	direction = 0
int	max_cons_loss_days = 0
double	max_drawdown = 0.0
bool	max_drawdown_percent = false
double	max_intraday_loss = 0.0
bool	max_intraday_loss_percent = false
double	max_position_size = 0.0
compat::pine::CapAttachment	cap_attachment = compat::pine::CapAttachment::None
compat::pine::CapConfiguration	cap_configuration {}
std::uint8_t	cap_declared = 0

Detailed Description

Definition at line 1572 of file pine_adapter.hpp.

Field Documentation

direction

int pineforge::source::PineReplayRiskConfig::direction = 0

Definition at line 1573 of file pine_adapter.hpp.

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

max_cons_loss_days

int pineforge::source::PineReplayRiskConfig::max_cons_loss_days = 0

Definition at line 1574 of file pine_adapter.hpp.

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

max_drawdown

double pineforge::source::PineReplayRiskConfig::max_drawdown = 0.0

Definition at line 1575 of file pine_adapter.hpp.

Referenced by pineforge::source::assert_admitted_pine_replay_risk_config(), and pineforge::source::PineExecutionAdapter::capture_replay_risk_config().

max_drawdown_percent

bool pineforge::source::PineReplayRiskConfig::max_drawdown_percent = false

Definition at line 1576 of file pine_adapter.hpp.

Referenced by pineforge::source::assert_admitted_pine_replay_risk_config(), and pineforge::source::PineExecutionAdapter::capture_replay_risk_config().

max_intraday_loss

double pineforge::source::PineReplayRiskConfig::max_intraday_loss = 0.0

Definition at line 1577 of file pine_adapter.hpp.

Referenced by pineforge::source::assert_admitted_pine_replay_risk_config(), and pineforge::source::PineExecutionAdapter::capture_replay_risk_config().

max_intraday_loss_percent

bool pineforge::source::PineReplayRiskConfig::max_intraday_loss_percent = false

Definition at line 1578 of file pine_adapter.hpp.

Referenced by pineforge::source::assert_admitted_pine_replay_risk_config(), and pineforge::source::PineExecutionAdapter::capture_replay_risk_config().

max_position_size

double pineforge::source::PineReplayRiskConfig::max_position_size = 0.0

Definition at line 1579 of file pine_adapter.hpp.

Referenced by pineforge::source::assert_admitted_pine_replay_risk_config(), and pineforge::source::PineExecutionAdapter::capture_replay_risk_config().

cap_attachment

compat::pine::CapAttachment pineforge::source::PineReplayRiskConfig::cap_attachment = compat::pine::CapAttachment::None

Definition at line 1580 of file pine_adapter.hpp.

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

cap_configuration

compat::pine::CapConfiguration pineforge::source::PineReplayRiskConfig::cap_configuration {}

Definition at line 1581 of file pine_adapter.hpp.

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

cap_declared

std::uint8_t pineforge::source::PineReplayRiskConfig::cap_declared = 0

Definition at line 1582 of file pine_adapter.hpp.

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

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

• pine_adapter.hpp