pineforge::Trade Struct Reference

#include <engine.hpp>

Data Fields
int64_t	entry_time
int64_t	exit_time
double	entry_price
double	exit_price
double	qty
double	pnl
double	pnl_pct
bool	is_long
int	entry_bar_index = -1
int	exit_bar_index = -1
std::string	entry_id
std::string	entry_comment
std::string	exit_comment
std::string	exit_id
bool	exit_from_bracket = false
double	max_runup = 0.0
double	max_drawdown = 0.0
double	commission = 0.0
uint64_t	entry_incarnation = 0
bool	open_at_end = false
execution::CloseCause	close_cause = execution::CloseCause::Unspecified

Detailed Description

Definition at line 187 of file engine.hpp.

Field Documentation

entry_time

int64_t pineforge::Trade::entry_time

Definition at line 188 of file engine.hpp.

Referenced by main(), pineforge::source::PineStrategyHost::on_native_applied(), and pineforge::same_bar_exit_group_possible().

exit_time

int64_t pineforge::Trade::exit_time

Definition at line 189 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append(), main(), pineforge::source::PineStrategyHost::on_native_applied(), and pineforge::same_bar_exit_group_possible().

entry_price

double pineforge::Trade::entry_price

Definition at line 190 of file engine.hpp.

exit_price

double pineforge::Trade::exit_price

Definition at line 191 of file engine.hpp.

qty

double pineforge::Trade::qty

Definition at line 192 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append(), and main().

pnl

double pineforge::Trade::pnl

Definition at line 193 of file engine.hpp.

pnl_pct

double pineforge::Trade::pnl_pct

Definition at line 194 of file engine.hpp.

is_long

bool pineforge::Trade::is_long

Definition at line 195 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append().

entry_bar_index

int pineforge::Trade::entry_bar_index = -1

Definition at line 196 of file engine.hpp.

exit_bar_index

int pineforge::Trade::exit_bar_index = -1

Definition at line 197 of file engine.hpp.

entry_id

std::string pineforge::Trade::entry_id

Definition at line 198 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append().

entry_comment

std::string pineforge::Trade::entry_comment

Definition at line 199 of file engine.hpp.

exit_comment

std::string pineforge::Trade::exit_comment

Definition at line 200 of file engine.hpp.

Referenced by pineforge::source::PineStrategyHost::on_native_applied().

exit_id

std::string pineforge::Trade::exit_id

Definition at line 201 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append(), and pineforge::source::PineStrategyHost::on_native_applied().

exit_from_bracket

bool pineforge::Trade::exit_from_bracket = false

Definition at line 213 of file engine.hpp.

Referenced by pineforge::same_bar_exit_group_possible().

max_runup

double pineforge::Trade::max_runup = 0.0

Definition at line 214 of file engine.hpp.

max_drawdown

double pineforge::Trade::max_drawdown = 0.0

Definition at line 215 of file engine.hpp.

commission

double pineforge::Trade::commission = 0.0

Definition at line 216 of file engine.hpp.

Referenced by main().

entry_incarnation

uint64_t pineforge::Trade::entry_incarnation = 0

Definition at line 219 of file engine.hpp.

Referenced by pineforge::source::detail::PositionTailSpill::append().

open_at_end

bool pineforge::Trade::open_at_end = false

Definition at line 224 of file engine.hpp.

close_cause

execution::CloseCause pineforge::Trade::close_cause = execution::CloseCause::Unspecified

Definition at line 232 of file engine.hpp.

Referenced by pineforge::source::PineStrategyHost::on_native_applied().

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

• engine.hpp