CandleType Struct Reference

Type of the candle aggregation period constitutes CandlePeriod type together its actual value. More...

#include <CandleType.hpp>

Public Member Functions
std::int64_t	getPeriodIntervalMillis () const noexcept
	Returns candle type period in milliseconds as closely as possible.
const std::string &	getName () const &noexcept
	Returns a name of this candle type.
const std::string &	toString () const &noexcept
	Returns string representation of this candle type.

Static Public Member Functions
static std::reference_wrapper< const CandleType >	parse (const dxfcpp::StringLikeWrapper &s)
	Parses string representation of candle type into object.

Static Public Attributes
static const CandleType	TICK {"TICK", "t", 0LL}
	Certain number of ticks.
static const CandleType	SECOND {"SECOND", "s", 1000LL}
	Certain number of seconds.
static const CandleType	MINUTE {"MINUTE", "m", 60LL * 1000LL}
	Certain number of minutes.
static const CandleType	HOUR {"HOUR", "h", 60LL * 60LL * 1000L}
	Certain number of hours.
static const CandleType	DAY {"DAY", "d", 24LL * 60LL * 60LL * 1000L}
	Certain number of days.
static const CandleType	WEEK {"WEEK", "w", 7LL * 24LL * 60LL * 60LL * 1000LL}
	Certain number of weeks.
static const CandleType	MONTH
	Certain number of months.
static const CandleType	OPTEXP
	Certain number of option expirations.
static const CandleType	YEAR
	Certain number of years.
static const CandleType	VOLUME
	Certain volume of trades.
static const CandleType	PRICE
	Certain price change, calculated according to the following rules:
static const CandleType	PRICE_MOMENTUM
	Certain price change, calculated according to the following rules:
static const CandleType	PRICE_RENKO
	Certain price change, calculated according to the following rules:

Detailed Description

Type of the candle aggregation period constitutes CandlePeriod type together its actual value.

Member Function Documentation

getName()

const std::string & CandleType::getName ( ) const &

inlinenoexcept

Returns a name of this candle type.

Returns

A name of this candle type

getPeriodIntervalMillis()

std::int64_t CandleType::getPeriodIntervalMillis ( ) const

inlinenoexcept

Returns candle type period in milliseconds as closely as possible.

Certain types like CandleType::SECOND and CandleType::DAY span a specific number of milliseconds. CandleType::MONTH, CandleType::OPTEXP and CandleType::YEAR are approximate. Candle type period of CandleType::TICK, CandleType::VOLUME, CandleType::PRICE, CandleType::PRICE_MOMENTUM and CandleType::PRICE_RENKO is not defined and this method returns 0.

Returns

aggregation period in milliseconds.

parse()

static std::reference_wrapper< const CandleType > CandleType::parse ( const dxfcpp::StringLikeWrapper & s )

inlinestatic

Parses string representation of candle type into object.

Any string that that is a prefix of candle type CandleType::getName() can be parsed (including the one that was returned by CandleType::toString()) and case is ignored for parsing.

Parameters

s	The string representation of candle type.

Returns

A candle type.

toString()

const std::string & CandleType::toString ( ) const &

inlinenoexcept

Returns string representation of this candle type.

The string representation of candle type is the shortest unique prefix of the lower case string that corresponds to its name. For example, CandleType::TICK is represented as "t", while CandleType::MONTH is represented as "mo" to distinguish it from CandleType::MINUTE that is represented as "m".

Returns

string representation of this candle price type.

Exceptions

std::invalid_argument

if the string representation is invalid.

Referenced by CandlePeriod::parse().

Member Data Documentation

PRICE

const CandleType CandleType::PRICE

static

Certain price change, calculated according to the following rules:

1. high(n) - low(n) = price range
2. close(n) = high(n) or close(n) = low(n)
3. open(n+1) = close(n)

where n is the number of the bar.

PRICE_MOMENTUM

const CandleType CandleType::PRICE_MOMENTUM

static

Certain price change, calculated according to the following rules:

1. high(n) - low(n) = price range
2. close(n) = high(n) or close(n) = low(n)
3. open(n+1) = close(n) + tick size, if close(n) = high(n)
4. open(n+1) = close(n) - tick size, if close(n) = low(n)

where n is the number of the bar.

PRICE_RENKO

const CandleType CandleType::PRICE_RENKO

static

Certain price change, calculated according to the following rules:

1. high(n+1) - high(n) = price range or low(n) - low(n+1) = price range
2. close(n) = high(n) or close(n) = low(n)
3. open(n+1) = high(n), if high(n+1) - high(n) = price range
4. open(n+1) = low(n), if low(n) - low(n+1) = price range

where n is the number of the bar.