CandlePeriod Struct Reference

Period attribute of CandleSymbol defines an aggregation period of the candles. More...

#include <CandlePeriod.hpp>

Inheritance diagram for CandlePeriod:

Public Member Functions
std::int64_t	getPeriodIntervalMillis () const noexcept
	Returns an aggregation period in milliseconds as closely as possible.
std::string	changeAttributeForSymbol (const StringLike &symbol) const override
	Returns candle event symbol string with this aggregation period set.
double	getValue () const noexcept
	Returns aggregation period value.
const CandleType &	getType () const &noexcept
	Returns aggregation period type.
const std::string &	toString () const &
	Returns string representation of this aggregation period.

Static Public Member Functions
static CandlePeriod	parse (const StringLike &s)
	Parses string representation of an aggregation period into an object.
static CandlePeriod	valueOf (double value, const CandleType &type) noexcept
	Returns candle period with the given value and type.
static CandlePeriod	getAttributeForSymbol (const StringLike &symbol) noexcept
	Returns candle period of the given candle symbol string.
static std::string	normalizeAttributeForSymbol (const StringLike &symbol)
	Returns candle symbol string with the normalized representation of the candle period attribute.

Static Public Attributes
static const CandlePeriod	TICK {1, CandleType::TICK}
	Tick aggregation where each candle represents an individual tick.
static const CandlePeriod	DAY {1, CandleType::DAY}
	Day aggregation where each candle represents a day.
static const CandlePeriod	DEFAULT = TICK
	The default period is CandlePeriod::TICK.
static const std::string	ATTRIBUTE_KEY {}
	The attribute key that is used to store the value of CandlePeriod in a symbol string using methods of MarketEventSymbols class.

Detailed Description

Period attribute of CandleSymbol defines an aggregation period of the candles.

Aggregation period is defined as a pair of a value and type.

Implementation details

This attribute is encoded in a symbol string with MarketEventSymbols.getAttributeStringByKey, changeAttributeStringByKey, and removeAttributeStringByKey methods. The key to use with these methods is available via CandlePeriod::ATTRIBUTE_KEY constant. The value that this key shall be set to is equal to the corresponding CandlePeriod::toString()

Member Function Documentation

changeAttributeForSymbol()

std::string CandlePeriod::changeAttributeForSymbol ( const StringLike & symbol ) const

overridevirtual

Returns candle event symbol string with this aggregation period set.

Parameters

symbol

original candle event symbol.

Returns

candle event symbol string with this aggregation period set.

Implements CandleSymbolAttribute.

getAttributeForSymbol()

CandlePeriod CandlePeriod::getAttributeForSymbol ( const StringLike & symbol )

staticnoexcept

Returns candle period of the given candle symbol string.

The result is CandlePeriod::DEFAULT if the symbol does not have a candle period attribute.

Parameters

symbol

candle symbol string.

Returns

candle period of the given candle symbol string

References DEFAULT, and parse().

getPeriodIntervalMillis()

std::int64_t CandlePeriod::getPeriodIntervalMillis ( ) const

noexcept

Returns an aggregation period in milliseconds as closely as possible.

Certain aggregation types like SECOND and DAY span a specific number of milliseconds. CandleType::MONTH, CandleType::OPTEXP and CandleType::YEAR are approximate. Candle period of CandleType::TICK, CandleType::VOLUME, CandleType::PRICE, CandleType::PRICE_MOMENTUM and CandleType::PRICE_RENKO is not defined and this method returns 0. The result of this method is equal to static_cast<std::int64_t>(this->getType().getPeriodIntervalMillis() * this->getValue())

See also

CandleType::getPeriodIntervalMillis()

Returns

aggregation period in milliseconds.

getType()

const CandleType & CandlePeriod::getType ( ) const &

noexcept

Returns aggregation period type.

Returns

aggregation period type.

getValue()

double CandlePeriod::getValue ( ) const

noexcept

Returns aggregation period value.

For example, the value of 5 with the candle type of MINUTE represents 5 minute aggregation period.

Returns

aggregation period value.

normalizeAttributeForSymbol()

std::string CandlePeriod::normalizeAttributeForSymbol ( const StringLike & symbol )

static

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

Parameters

symbol

candle symbol string.

Returns

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

References DEFAULT, and parse().

parse()

CandlePeriod CandlePeriod::parse ( const StringLike & s )

static

Parses string representation of an aggregation period into an object.

Any string returned by CandlePeriod::toString() can be parsed. This method is flexible in the way candle types can be specified. See CandleType::parse() for details.

Parameters

s	The string representation of an aggregation period.

Returns

The aggregation period.

References DAY, CandleType::DAY, TICK, CandleType::TICK, and valueOf().

Referenced by getAttributeForSymbol(), and normalizeAttributeForSymbol().

toString()

const std::string & CandlePeriod::toString

(

)

const &

Returns string representation of this aggregation period.

The string representation is composed of value and type string. For example, 5-minute aggregation is represented as "5m". The value of 1 is omitted in the string representation, so CandlePeriod::DAY (one day) is represented as "d". This string representation can be converted back into an object with the CandlePeriod::parse() method.

Returns

string representation of this aggregation period.

valueOf()

CandlePeriod CandlePeriod::valueOf ( double value, const CandleType & type )

staticnoexcept

Returns candle period with the given value and type.

Parameters

value	candle period value.
type	candle period type.

Returns

candle period with the given value and type.

References DAY, CandleType::DAY, TICK, and CandleType::TICK.

Referenced by parse().

Member Data Documentation

ATTRIBUTE_KEY

const std::string CandlePeriod::ATTRIBUTE_KEY {}

static

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

The value of this constant is an empty string because this is the main attribute that every CandleSymbol must have. The value that this key shall be set to is equal to the corresponding CandlePeriod::toString()