CandlePriceLevel Struct Reference

Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to price interval. More...

#include <CandlePriceLevel.hpp>

Inheritance diagram for CandlePriceLevel:

Public Member Functions
double	getValue () const noexcept
	Returns price level value.
std::string	toString () const noexcept
	Returns string representation of this price level.
std::string	changeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol) const override
	Returns candle event symbol string with this candle price level set.

Static Public Member Functions
static CandlePriceLevel	parse (const dxfcpp::StringLikeWrapper &s)
	Parses string representation of candle price level into object.
static CandlePriceLevel	valueOf (double value)
	Returns candle price level with the given value.
static CandlePriceLevel	getAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol)
	Returns candle price level of the given candle symbol string.
static std::string	normalizeAttributeForSymbol (const dxfcpp::StringLikeWrapper &symbol)
	Returns candle symbol string with the normalized representation of the candle price level attribute.

Static Public Attributes
static const CandlePriceLevel	DEFAULT {math::NaN}
	Default price level corresponds to NaN (std::numeric_limits<double>::quiet_NaN())
static const std::string	ATTRIBUTE_KEY {"pl"}
	The attribute key that is used to store the value of CandlePriceLevel in a symbol string using methods of MarketEventSymbols class.

Detailed Description

Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to price interval.

The negative or infinite values of price interval are treated as exceptional.

• Price interval may be equal to zero. It means every unique price creates a particular candle to aggregate all events with this price for the chosen CandlePeriod.
• Non-zero price level creates sequence of intervals starting from 0: ...,[-pl;0),[0;pl),[pl;2*pl),...,[n*pl,n*pl+pl). Events aggregated by chosen CandlePeriod and price intervals.

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 CandlePriceLevel::ATTRIBUTE_KEY constant. The value that this key shall be set to is equal to the corresponding CandlePriceLevel::toString()

Member Function Documentation

changeAttributeForSymbol()

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

inlineoverridevirtual

Returns candle event symbol string with this candle price level set.

Parameters

symbol

original candle event symbol.

Returns

candle event symbol string with this candle price level set.

Implements CandleSymbolAttribute.

getAttributeForSymbol()

static CandlePriceLevel CandlePriceLevel::getAttributeForSymbol ( const dxfcpp::StringLikeWrapper & symbol )

inlinestatic

Returns candle price level of the given candle symbol string.

The result is CandlePriceLevel::DEFAULT if the symbol does not have candle price level attribute.

Parameters

symbol

candle symbol string.

Returns

candle price level of the given candle symbol string.

getValue()

double CandlePriceLevel::getValue ( ) const

inlinenoexcept

Returns price level value.

For example, the value of 1 represents [0;1), [1;2) and so on intervals to build candles.

Returns

price level value.

normalizeAttributeForSymbol()

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

inlinestatic

Returns candle symbol string with the normalized representation of the candle price level attribute.

Parameters

symbol

candle symbol string.

Returns

candle symbol string with the normalized representation of the the candle price level attribute.

parse()

static CandlePriceLevel CandlePriceLevel::parse ( const dxfcpp::StringLikeWrapper & s )

inlinestatic

Parses string representation of candle price level into object.

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

Parameters

s	string representation of candle price level.

Returns

candle price level.

References valueOf().

toString()

std::string CandlePriceLevel::toString ( ) const

inlinenoexcept

Returns string representation of this price level.

The string representation is composed of value. This string representation can be converted back into object with CandlePriceLevel::parse() method.

Returns

string representation of this price level.

valueOf()

static CandlePriceLevel CandlePriceLevel::valueOf ( double value )

inlinestatic

Returns candle price level with the given value.

Parameters

value

candle price level value.

Returns

candle price level with the given value and type.

Referenced by parse().

Member Data Documentation

ATTRIBUTE_KEY

const std::string CandlePriceLevel::ATTRIBUTE_KEY {"pl"}

static

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

The value of this constant is "pl". The value that this key shall be set to is equal to the corresponding CandlePriceLevel::toString()