CandleSession Struct Reference

Session attribute of CandleSymbol defines trading that is used to build the candles. More...

#include <CandleSession.hpp>

Inheritance diagram for CandleSession:

Public Member Functions
const SessionFilter &	getSessionFilter () const noexcept
	Returns session filter that corresponds to this session attribute.
std::string	changeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol) const override
	Returns candle event symbol string with this session attribute set.
const std::string &	toString () const &noexcept
	Returns string representation of this candle session attribute.

Static Public Member Functions
static std::reference_wrapper< const CandleSession >	parse (const dxfcpp::StringLikeWrapper &s)
	Parses string representation of candle session attribute into object.
static std::reference_wrapper< const CandleSession >	getAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol)
	Returns candle session attribute of the given candle symbol string.
static std::string	normalizeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol) noexcept
	Returns candle symbol string with the normalized representation of the candle session attribute.

Static Public Attributes
static const CandleSession	ANY {SessionFilter::ANY, "false"}
	All trading sessions are used to build candles.
static const CandleSession	REGULAR {SessionFilter::REGULAR, "true"}
	Only regular trading session data is used to build candles.
static const CandleSession	DEFAULT = ANY
	Default trading session is CandleSession::ANY.
static const std::string	ATTRIBUTE_KEY = "tho"
	The attribute key that is used to store the value of CandleSession in a symbol string using methods of MarketEventSymbols class.

Detailed Description

Session attribute of CandleSymbol defines trading that is used to build the candles.

Implementation details

This attribute is encoded in a symbol string with MarketEventSymbols.getAttributeStringByKey, changeAttributeStringByKey, and removeAttributeStringByKey methods.

CandleSession::ANY session is a default. The key to use with these methods is available via CandleSession::ATTRIBUTE_KEY constant. The value that this key shall be set to is equal to the corresponding CandleSession::toString()

Member Function Documentation

changeAttributeForSymbol()

std::string CandleSession::changeAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol ) const

inlineoverridevirtual

Returns candle event symbol string with this session attribute set.

Parameters

symbol

original candle event symbol.

Returns

candle event symbol string with this session attribute set.

Implements CandleSymbolAttribute.

getAttributeForSymbol()

static std::reference_wrapper< const CandleSession > CandleSession::getAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol )

inlinestatic

Returns candle session attribute of the given candle symbol string.

The result is CandleSession::DEFAULT if the symbol does not have candle session attribute.

Parameters

symbol

The candle symbol string.

Returns

candle session attribute of the given candle symbol string.

getSessionFilter()

const SessionFilter & CandleSession::getSessionFilter ( ) const

inlinenoexcept

Returns session filter that corresponds to this session attribute.

Returns

session filter that corresponds to this session attribute.

normalizeAttributeForSymbol()

static std::string CandleSession::normalizeAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol )

inlinestaticnoexcept

Returns candle symbol string with the normalized representation of the candle session attribute.

Parameters

symbol

candle symbol string.

Returns

candle symbol string with the normalized representation of the the candle session attribute.

parse()

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

inlinestatic

Parses string representation of candle session attribute into object.

Any string that was returned by CandleSession::toString() can be parsed and case is ignored for parsing.

Parameters

s	The string representation of candle session attribute.

Returns

The candle session attribute (reference).

Exceptions

std::invalid_argument

toString()

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

inlinenoexcept

Returns string representation of this candle session attribute.

The string representation of candle session attribute is a lower case string that corresponds to its name. For example, CandleSession::ANY is represented as "any".

Returns

string representation of this candle session attribute.

Member Data Documentation

ATTRIBUTE_KEY

const std::string CandleSession::ATTRIBUTE_KEY = "tho"

static

The attribute key that is used to store the value of CandleSession in a symbol string using methods of MarketEventSymbols class.

The value of this constant is "tho", which is an abbreviation for "trading hours only". The value that this key shall be set to is equal to the corresponding CandleSession::toString()