SessionFilter Struct Reference

A filter for sessions used by various search methods. More...

#include <SessionFilter.hpp>

Public Member Functions
	SessionFilter (SessionFilterEnum code, std::string name, std::optional< SessionType > type, std::optional< bool > trading) noexcept
	Creates filter with specified type and trading flag conditions.
template<typename Session >
bool	accept (Session session) const noexcept
	Tests whether or not the specified session is an acceptable result.

Static Public Attributes
static const SessionFilter	ANY {SessionFilterEnum::ANY, "ANY", std::nullopt, std::nullopt}
	Accepts any session - useful for pure schedule navigation.
static const SessionFilter	TRADING {SessionFilterEnum::TRADING, "TRADING", std::nullopt, true}
	Accepts trading sessions only - those with (Session::isTrading() == true).
static const SessionFilter	NON_TRADING {SessionFilterEnum::NON_TRADING, "NON_TRADING", std::nullopt, false}
	Accepts non-trading sessions only - those with (Session::isTrading() == false).
static const SessionFilter	NO_TRADING
	Accepts any session with type SessionType::NO_TRADING.
static const SessionFilter	PRE_MARKET
	Accepts any session with type SessionType::PRE_MARKET.
static const SessionFilter	REGULAR {SessionFilterEnum::REGULAR, "REGULAR", SessionType::REGULAR, std::nullopt}
	Accepts any session with type SessionType::REGULAR.
static const SessionFilter	AFTER_MARKET
	Accepts any session with type SessionType::AFTER_MARKET.

Protected Attributes
std::optional< SessionType >	type_
	Required type, std::nullopt if not relevant.
std::optional< bool >	trading_
	Required trading flag, std::nullopt if not relevant.

Friends
struct	Session
struct	Schedule
struct	Day

Detailed Description

A filter for sessions used by various search methods.

This class provides predefined filters for certain Session attributes, although users can create their own filters to suit their needs.

Please note that sessions can be either trading or non-trading, and this distinction can be either based on rules (e.g. weekends) or dictated by special occasions (e.g. holidays). Different filters treat this distinction differently - some accept only trading sessions, some only non-trading, and some ignore type of session altogether.

Constructor & Destructor Documentation

SessionFilter()

SessionFilter::SessionFilter ( SessionFilterEnum code, std::string name, std::optional< SessionType > type, std::optional< bool > trading )

noexcept

Creates filter with specified type and trading flag conditions.

Both parameters specify what value corresponding attributes should have. If some parameter is std::nullopt then corresponding attribute is ignored (any value is accepted).

Parameters

code	The enum code
name	The enum name
type	required type, std::nullopt if not relevant
trading	required trading flag, std::nullopt if not relevant

Member Function Documentation

accept()

template<typename Session >

bool SessionFilter::accept ( Session session ) const

inlinenoexcept

Tests whether or not the specified session is an acceptable result.

Parameters

session

the session to be tested

Returns

true if specified session is accepted