Session Struct Reference

Session represents a continuous period of time during which apply same rules regarding trading activity. More...

#include <Session.hpp>

Public Types
using	Ptr = std::shared_ptr<Session>
	The alias to a type of shared pointer to the Session object.
using	Unique = std::unique_ptr<Session>
	The alias to a type of unique pointer to the Session object.

Public Member Functions
std::shared_ptr< Day >	getDay () const
	Returns day to which this session belongs.
const SessionType &	getType () const &
	Returns type of this session.
bool	isTrading () const
bool	isEmpty () const
std::int64_t	getStartTime () const
std::int64_t	getEndTime () const
bool	containsTime (std::int64_t time) const
Session::Ptr	getPrevSession (const SessionFilter &filter) const
	Returns previous session accepted by specified filter.
Session::Ptr	getNextSession (const SessionFilter &filter) const
	Returns following session accepted by specified filter.
Session::Ptr	findPrevSession (const SessionFilter &filter) const
	Returns previous session accepted by specified filter.
Session::Ptr	findNextSession (const SessionFilter &filter) const
	Returns following session accepted by specified filter.
bool	operator== (const Session &other) const
	Returns true if this object is equal to other object.
bool	operator== (const Session::Ptr &other) const
	Returns true if this object is equal to other object.
std::size_t	getHashCode () const
std::string	toString () const
	Returns a string representation of the current object.

Friends
struct	Schedule
struct	Day

Detailed Description

Session represents a continuous period of time during which apply same rules regarding trading activity.

For example, regular trading session is a period of time consisting of one day of business activities in a financial market, from the opening bell to the closing bell, when regular trading occurs.

Sessions can be either trading or non-trading, with different sets of rules and reasons to exist. Sessions do not overlap with each other - rather they form consecutive chain of adjacent periods of time that cover entire time scale. The point on a border line is considered to belong to following session that starts there. Each session completely fits inside a certain day. Day may contain sessions with zero duration - e.g. indices that post value once a day. Such sessions can be of any appropriate type, trading or non-trading.

Member Function Documentation

containsTime()

bool Session::containsTime

(

std::int64_t

time

)

const

Returns

true if specified time belongs to this session.

findNextSession()

Session::Ptr Session::findNextSession

(

const SessionFilter &

filter

)

const

Returns following session accepted by specified filter.

This method may cross the day boundary and return appropriate session from following days - up to a year in the future. If no such session was found within one year this method will return Session::Ptr{nullptr} (std::shared_ptr<Session>{nullptr}).

To find following trading session of any type use this code:

session = session->findNextSession(SessionFilter::TRADING);

To find following regular trading session use this code:

session = session->findNextSession(SessionFilter::REGULAR);

Parameters

filter

The filter to test sessions

Returns

nearest following session that is accepted by the filter or Session::Ptr{nullptr} (std::shared_ptr<Session>{nullptr})

findPrevSession()

Session::Ptr Session::findPrevSession

(

const SessionFilter &

filter

)

const

Returns previous session accepted by specified filter.

This method may cross the day boundary and return appropriate session from previous days - up to a year back in time. If no such session was found within one year this method will return Session::Ptr{nullptr} (std::shared_ptr<Session>{nullptr}).

To find previous trading session of any type use this code:

session = session->findPrevSession(SessionFilter::TRADING);

To find previous regular trading session use this code:

session = session->findPrevSession(SessionFilter::REGULAR);

Parameters

filter

The filter to test sessions

Returns

nearest previous session that is accepted by the filter or Session::Ptr{nullptr} (std::shared_ptr<Session>{nullptr})

getDay()

std::shared_ptr< Day > Session::getDay

(

)

const

Returns day to which this session belongs.

Returns

The day to which this session belongs.

getEndTime()

std::int64_t Session::getEndTime

(

)

const

Returns

end time of this session (exclusive). For normal sessions the end time is greater than the start time, for empty sessions they are equal.

getHashCode()

std::size_t Session::getHashCode

(

)

const

Returns

A hash code value for this object.

getNextSession()

Session::Ptr Session::getNextSession

(

const SessionFilter &

filter

)

const

Returns following session accepted by specified filter.

This method may cross the day boundary and return appropriate session from following days - up to a year in the future. If no such session was found within one year this method will throw JavaException "NoSuchElementException".

To find following trading session of any type use this code:

session = session->getNextSession(SessionFilter::TRADING);

To find following regular trading session use this code:

session = session->getNextSession(SessionFilter::REGULAR);

Parameters

filter

The filter to test sessions

Returns

The nearest following session that is accepted by the filter.

Exceptions

JavaException

"NoSuchElementException" if no such session was found within one year.

getPrevSession()

Session::Ptr Session::getPrevSession

(

const SessionFilter &

filter

)

const

Returns previous session accepted by specified filter.

This method may cross the day boundary and return appropriate session from previous days - up to a year back in time. If no such session was found within one year this method will throw JavaException "NoSuchElementException".

To find previous trading session of any type use this code:

session = session->getPrevSession(SessionFilter::TRADING);

To find previous regular trading session use this code:

session = session->getPrevSession(SessionFilter::REGULAR);

Parameters

filter

The filter to test sessions

Returns

The nearest previous session that is accepted by the filter.

Exceptions

JavaException

"NoSuchElementException" if no such session was found within one year.

getStartTime()

std::int64_t Session::getStartTime

(

)

const

Returns

start time of this session (inclusive). For normal sessions the start time is less than the end time, for empty sessions they are equal.

getType()

const SessionType & Session::getType

(

)

const &

Returns type of this session.

Returns

The type of this session.

References SessionType::AFTER_MARKET, SessionType::NO_TRADING, SessionType::PRE_MARKET, and SessionType::REGULAR.

isEmpty()

bool Session::isEmpty

(

)

const

Returns

true if this session has zero duration. Empty sessions can be used for indices that post value once a day or for convenience. Such sessions can be of any appropriate type, trading or non-trading.

isTrading()

bool Session::isTrading

(

)

const

Returns

true if trading activity is allowed within this session. This method is equivalent to expression getType().isTrading().

Some sessions may have zero duration - e.g. indices that post value once a day. Such sessions can be of any appropriate type, trading or non-trading.

operator==() [1/2]

bool Session::operator==

(

const Session &

other

)

const

Returns true if this object is equal to other object.

Parameters

other

Another object

Returns

true if this object is equal to other object

operator==() [2/2]

bool Session::operator== ( const Session::Ptr & other ) const

inline

Returns true if this object is equal to other object.

Parameters

other

Another object

Returns

true if this object is equal to other object

toString()

std::string Session::toString

(

)

const

Returns a string representation of the current object.

Returns

a string representation