pineforge::source::PineStrategyConfig Struct Reference

#include <pine_adapter.hpp>

Data Fields
bool	process_orders_on_close = false
bool	calc_on_order_fills = false
double	initial_capital = 1000000.0
int	default_qty_type = static_cast<int>(QtyType::FIXED)
double	default_qty_value = 1.0
int	pyramiding = 1
double	commission_value = 0.0
int	commission_type = static_cast<int>(CommissionType::PERCENT)
int	slippage = 0
double	margin_long = 100.0
double	margin_short = 100.0
bool	close_entries_rule_any = false
bool	src_series_active = false

Detailed Description

Definition at line 78 of file pine_adapter.hpp.

Field Documentation

process_orders_on_close

bool pineforge::source::PineStrategyConfig::process_orders_on_close = false

Definition at line 79 of file pine_adapter.hpp.

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

calc_on_order_fills

bool pineforge::source::PineStrategyConfig::calc_on_order_fills = false

Definition at line 80 of file pine_adapter.hpp.

Referenced by pineforge::source::PineStrategyHost::prepare_native_begin(), and pineforge::source::PineExecutionAdapter::project().

initial_capital

double pineforge::source::PineStrategyConfig::initial_capital = 1000000.0

Definition at line 81 of file pine_adapter.hpp.

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

default_qty_type

int pineforge::source::PineStrategyConfig::default_qty_type = static_cast<int>(QtyType::FIXED)

Definition at line 82 of file pine_adapter.hpp.

default_qty_value

double pineforge::source::PineStrategyConfig::default_qty_value = 1.0

Definition at line 83 of file pine_adapter.hpp.

Referenced by pineforge::source::admit_strategy_declaration().

pyramiding

int pineforge::source::PineStrategyConfig::pyramiding = 1

Definition at line 84 of file pine_adapter.hpp.

commission_value

double pineforge::source::PineStrategyConfig::commission_value = 0.0

Definition at line 85 of file pine_adapter.hpp.

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

commission_type

int pineforge::source::PineStrategyConfig::commission_type = static_cast<int>(CommissionType::PERCENT)

Definition at line 86 of file pine_adapter.hpp.

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

slippage

int pineforge::source::PineStrategyConfig::slippage = 0

Definition at line 87 of file pine_adapter.hpp.

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

margin_long

double pineforge::source::PineStrategyConfig::margin_long = 100.0

Definition at line 88 of file pine_adapter.hpp.

Referenced by pineforge::source::admit_strategy_declaration(), and pineforge::source::PineExecutionAdapter::project().

margin_short

double pineforge::source::PineStrategyConfig::margin_short = 100.0

Definition at line 89 of file pine_adapter.hpp.

Referenced by pineforge::source::admit_strategy_declaration(), and pineforge::source::PineExecutionAdapter::project().

close_entries_rule_any

bool pineforge::source::PineStrategyConfig::close_entries_rule_any = false

Definition at line 90 of file pine_adapter.hpp.

src_series_active

bool pineforge::source::PineStrategyConfig::src_series_active = false

Definition at line 91 of file pine_adapter.hpp.

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

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

• pine_adapter.hpp