Defines an abstract interface for trading strategies. More...

#include <Strategy.h>

Public Member Functions
	Strategy (std::string symbol, MarketData &data, OrderManager &orderManager, std::vector< double > prices={})
	Constructs a Strategy object. More...

virtual	~Strategy ()
	Destructs the Strategy object.

virtual void	start ()
	Starts the strategy thread.

virtual void	run ()
	Runs the strategy.

virtual void	stop ()
	Stops the strategy.

bool	isRunning ()
	Returns whether the strategy is running. More...

Protected Member Functions
virtual void	updatePrice ()=0
	Updates the historical price vector.

virtual double	getSignal ()=0
	Gets the trading signal. More...

virtual void	buy ()=0
	Sends a buy order to the OrderManager.

virtual void	sell ()=0
	Sends a sell order to the OrderManager.

Protected Attributes
MarketData &	mData
	MarketData object to get market information.

OrderManager &	mOrderManager
	OrderManager object to create and manage orders.

std::string	mSymbol
	The symbol the strategy is trading.

std::vector< double >	mPrices
	Vector of historical prices.

std::thread	mStrategyThread
	Thread for running the strategy.

bool	mRunning
	Flag indicating if the strategy is running.

Detailed Description

Defines an abstract interface for trading strategies.

Constructor & Destructor Documentation

Constructs a Strategy object.

Parameters

symbol	The symbol the strategy will trade
data	MarketData object to get market information
orderManager	OrderManager object to create and manage orders
prices	Vector of historical prices (default empty)

virtual double ats::Strategy::getSignal ( )

protectedpure virtual

Gets the trading signal.

Returns: True if the strategy signals to buy, false if the strategy signals to sell

bool ats::Strategy::isRunning ( )

Returns whether the strategy is running.

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