pineforge::engine_script_run_v19::TradeLedger Class Reference

#include <trade_ledger.hpp>

Data Structures
struct	CacheStats
class	const_iterator

Public Types
enum class	CacheBypassReason : std::uint32_t {   none ,   allocation_failed }
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 (size_type cache_rows)
	TradeLedger (CacheCapacity capacity)
	~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)
void	set_cache_capacity (CacheCapacity capacity)
size_type	cache_rows () const
size_type	cache_resident_bytes () const
bool	cache_allocation_failed () const noexcept
CacheStats	read_cache_stats () const noexcept
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
bool	entry_id_equals (size_type global, std::string_view rhs) const
bool	exit_id_equals (size_type global, std::string_view rhs) const
bool	entry_comment_equals (size_type global, std::string_view rhs) const
bool	exit_comment_equals (size_type global, std::string_view rhs) 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)
bool	entry_id_matches (int index, std::string_view rhs) const
bool	exit_id_matches (int index, std::string_view rhs) const
bool	entry_comment_matches (int index, std::string_view rhs) const
bool	exit_comment_matches (int index, std::string_view rhs) const

Static Public Member Functions
static constexpr size_type	cache_capacity_bytes (size_type rows) noexcept
static size_type	cache_rows_for_capacity (CacheCapacity capacity) noexcept
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	kCachePageSlots = 256
static constexpr size_type	kDefaultCacheRows = 65536
static constexpr size_type	kMaxCacheRows = 1048576
static constexpr size_type	kSinkCacheRows = kDefaultCacheRows

Detailed Description

Definition at line 34 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 36 of file trade_ledger.hpp.

value_type

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

Definition at line 37 of file trade_ledger.hpp.

Visitor

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

Definition at line 66 of file trade_ledger.hpp.

iterator

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

Definition at line 90 of file trade_ledger.hpp.

Member Enumeration Documentation

CacheBypassReason

enum class pineforge::engine_script_run_v19::TradeLedger::CacheBypassReason : std::uint32_t

strong

Enumerator
none
allocation_failed

Definition at line 133 of file trade_ledger.hpp.

Constructor & Destructor Documentation

TradeLedger() [1/5]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

)

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

TradeLedger() [2/5]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger ( size_type cache_rows )

explicit

References cache_rows().

TradeLedger() [3/5]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger ( CacheCapacity capacity )

explicit

~TradeLedger()

pineforge::engine_script_run_v19::TradeLedger::~TradeLedger

(

)

TradeLedger() [4/5]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

const TradeLedger &

)

References TradeLedger().

TradeLedger() [5/5]

pineforge::engine_script_run_v19::TradeLedger::TradeLedger

(

TradeLedger &&

)

References TradeLedger().

Member Function Documentation

cache_capacity_bytes()

static constexpr size_type pineforge::engine_script_run_v19::TradeLedger::cache_capacity_bytes ( size_type rows )

inlinestaticconstexprnoexcept

Definition at line 56 of file trade_ledger.hpp.

References kCachePageSlots, and kLedgerEntryBytes.

cache_rows_for_capacity()

static size_type pineforge::engine_script_run_v19::TradeLedger::cache_rows_for_capacity ( CacheCapacity capacity )

staticnoexcept

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

)

set_cache_capacity()

void pineforge::engine_script_run_v19::TradeLedger::set_cache_capacity

(

CacheCapacity

capacity

)

cache_rows()

size_type pineforge::engine_script_run_v19::TradeLedger::cache_rows

(

)

const

Referenced by TradeLedger().

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_allocation_failed()

bool pineforge::engine_script_run_v19::TradeLedger::cache_allocation_failed ( ) const

noexcept

read_cache_stats()

CacheStats pineforge::engine_script_run_v19::TradeLedger::read_cache_stats ( ) const

noexcept

References read_cache_stats().

Referenced by read_cache_stats().

cache_size()

size_type pineforge::engine_script_run_v19::TradeLedger::cache_size

(

)

const

References cache_size().

Referenced by cache_size().

clear()

void pineforge::engine_script_run_v19::TradeLedger::clear

(

)

References clear().

Referenced by clear().

reserve()

void pineforge::engine_script_run_v19::TradeLedger::reserve

(

size_type

)

References reserve().

Referenced by reserve().

size()

size_type pineforge::engine_script_run_v19::TradeLedger::size

(

)

const

References size().

Referenced by pineforge::same_bar_exit_group_possible(), and size().

base()

size_type pineforge::engine_script_run_v19::TradeLedger::base

(

)

const

References base().

Referenced by base().

resident_size()

size_type pineforge::engine_script_run_v19::TradeLedger::resident_size

(

)

const

References resident_size().

Referenced by resident_size().

resident_base()

size_type pineforge::engine_script_run_v19::TradeLedger::resident_base

(

)

const

References resident_base().

Referenced by resident_base().

empty()

bool pineforge::engine_script_run_v19::TradeLedger::empty

(

)

const

References empty().

Referenced by empty().

read()

Trade pineforge::engine_script_run_v19::TradeLedger::read

(

size_type

global

)

const

References read().

Referenced by read().

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

References at().

Referenced by at().

back()

Trade pineforge::engine_script_run_v19::TradeLedger::back

(

)

const

References back().

Referenced by back().

numeric_at()

Trade pineforge::engine_script_run_v19::TradeLedger::numeric_at

(

size_type

global

)

const

References numeric_at().

Referenced by numeric_at(), and pineforge::same_bar_exit_group_possible().

entry_id_at()

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

(

size_type

global

)

const

References entry_id_at().

Referenced by entry_id_at(), and pineforge::same_bar_exit_group_possible().

pnl_at()

double pineforge::engine_script_run_v19::TradeLedger::pnl_at

(

size_type

global

)

const

References pnl_at().

Referenced by pnl_at().

pnl_pct_at()

double pineforge::engine_script_run_v19::TradeLedger::pnl_pct_at

(

size_type

global

)

const

References pnl_pct_at().

Referenced by pnl_pct_at().

commission_at()

double pineforge::engine_script_run_v19::TradeLedger::commission_at

(

size_type

global

)

const

References commission_at().

Referenced by commission_at().

entry_bar_index_at()

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

(

size_type

global

)

const

References entry_bar_index_at().

Referenced by entry_bar_index_at().

exit_bar_index_at()

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

(

size_type

global

)

const

References exit_bar_index_at().

Referenced by exit_bar_index_at().

entry_incarnation_at()

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

(

size_type

global

)

const

References entry_incarnation_at().

Referenced by entry_incarnation_at().

entry_price_at()

double pineforge::engine_script_run_v19::TradeLedger::entry_price_at

(

size_type

global

)

const

References entry_price_at().

Referenced by entry_price_at().

exit_price_at()

double pineforge::engine_script_run_v19::TradeLedger::exit_price_at

(

size_type

global

)

const

References exit_price_at().

Referenced by exit_price_at().

entry_time_at()

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

(

size_type

global

)

const

References entry_time_at().

Referenced by entry_time_at().

exit_time_at()

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

(

size_type

global

)

const

References exit_time_at().

Referenced by exit_time_at().

qty_at()

double pineforge::engine_script_run_v19::TradeLedger::qty_at

(

size_type

global

)

const

References qty_at().

Referenced by qty_at().

max_runup_at()

double pineforge::engine_script_run_v19::TradeLedger::max_runup_at

(

size_type

global

)

const

References max_runup_at().

Referenced by max_runup_at().

max_drawdown_at()

double pineforge::engine_script_run_v19::TradeLedger::max_drawdown_at

(

size_type

global

)

const

References max_drawdown_at().

Referenced by max_drawdown_at().

is_long_at()

bool pineforge::engine_script_run_v19::TradeLedger::is_long_at

(

size_type

global

)

const

References is_long_at().

Referenced by is_long_at().

entry_comment_at()

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

(

size_type

global

)

const

References entry_comment_at().

Referenced by entry_comment_at().

exit_comment_at()

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

(

size_type

global

)

const

References exit_comment_at().

Referenced by exit_comment_at().

exit_id_at()

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

(

size_type

global

)

const

References exit_id_at().

Referenced by exit_id_at().

entry_id_equals()

bool pineforge::engine_script_run_v19::TradeLedger::entry_id_equals	(	size_type	global,
		std::string_view	rhs ) const

References entry_id_equals().

Referenced by entry_id_equals().

exit_id_equals()

bool pineforge::engine_script_run_v19::TradeLedger::exit_id_equals	(	size_type	global,
		std::string_view	rhs ) const

References exit_id_equals().

Referenced by exit_id_equals().

entry_comment_equals()

bool pineforge::engine_script_run_v19::TradeLedger::entry_comment_equals	(	size_type	global,
		std::string_view	rhs ) const

References entry_comment_equals().

Referenced by entry_comment_equals().

exit_comment_equals()

bool pineforge::engine_script_run_v19::TradeLedger::exit_comment_equals	(	size_type	global,
		std::string_view	rhs ) const

References exit_comment_equals().

Referenced by exit_comment_equals().

replace()

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

References replace().

Referenced by replace().

modify()

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

References modify().

Referenced by modify().

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).

References push_back().

Referenced by push_back(), and push_back().

push_back() [2/2]

void pineforge::engine_script_run_v19::TradeLedger::push_back

(

Trade &&

trade

)

References push_back().

resize()

void pineforge::engine_script_run_v19::TradeLedger::resize

(

size_type

global_end

)

References resize().

Referenced by resize().

begin()

const_iterator pineforge::engine_script_run_v19::TradeLedger::begin

(

)

const

References begin().

Referenced by begin().

end()

const_iterator pineforge::engine_script_run_v19::TradeLedger::end

(

)

const

References end().

Referenced by end(), and visit().

visit()

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

References end(), and visit().

Referenced by visit().

previous()

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

References previous().

Referenced by previous().

materialize()

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

(

size_type

global

)

const

References materialize().

Referenced by materialize().

seal()

void pineforge::engine_script_run_v19::TradeLedger::seal

(

size_type

global_end

)

References seal().

Referenced by seal().

entry_id_matches()

bool pineforge::engine_script_run_v19::TradeLedger::entry_id_matches	(	int	index,
		std::string_view	rhs ) const

References entry_id_matches().

Referenced by entry_id_matches().

exit_id_matches()

bool pineforge::engine_script_run_v19::TradeLedger::exit_id_matches	(	int	index,
		std::string_view	rhs ) const

References exit_id_matches().

Referenced by exit_id_matches().

entry_comment_matches()

bool pineforge::engine_script_run_v19::TradeLedger::entry_comment_matches	(	int	index,
		std::string_view	rhs ) const

References entry_comment_matches().

Referenced by entry_comment_matches().

exit_comment_matches()

bool pineforge::engine_script_run_v19::TradeLedger::exit_comment_matches	(	int	index,
		std::string_view	rhs ) const

References exit_comment_matches().

Referenced by exit_comment_matches().

Field Documentation

kRecordBytes

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

staticconstexpr

Definition at line 41 of file trade_ledger.hpp.

kResidentRows

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

staticconstexpr

Definition at line 42 of file trade_ledger.hpp.

kCacheStringBytes

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

staticconstexpr

Definition at line 50 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 51 of file trade_ledger.hpp.

Referenced by cache_capacity_bytes().

kCachePageSlots

size_type pineforge::engine_script_run_v19::TradeLedger::kCachePageSlots = 256

staticconstexpr

Definition at line 53 of file trade_ledger.hpp.

Referenced by cache_capacity_bytes().

kDefaultCacheRows

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

staticconstexpr

Definition at line 54 of file trade_ledger.hpp.

kMaxCacheRows

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

staticconstexpr

Definition at line 55 of file trade_ledger.hpp.

kSinkCacheRows

size_type pineforge::engine_script_run_v19::TradeLedger::kSinkCacheRows = kDefaultCacheRows

staticconstexpr

Definition at line 65 of file trade_ledger.hpp.

---

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

• trade_ledger.hpp