MiFID II RTS 24 algorithmic trading compliance report generator. More...

#include <mifid2_reporter.hpp>

Static Public Member Functions
static expected< ComplianceReport >	generate (const std::vector< std::string > &log_files, const ReportOptions &opts={})
	Generate a MiFID II RTS 24 compliance report from decision log files.

static std::string	csv_header ()
	Get the static CSV column header line (Annex I field order).

static std::string	record_to_csv_row (const DecisionRecord &rec, const std::string &firm_id="")
	Serialize a single DecisionRecord as a CSV row.

Detailed Description

MiFID II RTS 24 algorithmic trading compliance report generator.

Reads DecisionLog Parquet files written by DecisionLogWriter and generates MiFID II RTS 24-compliant reports covering algorithmic trading decisions.

Maps DecisionRecord fields to RTS 24 Annex I fields (1–16) for regulatory submission. Supports JSON, NDJSON, and CSV output formats.

See also: ComplianceStandard::MIFID2_RTS24; DecisionLogWriter

Definition at line 81 of file mifid2_reporter.hpp.

Member Function Documentation

◆ csv_header()

static std::string signet::forge::MiFID2Reporter::csv_header ( )

inlinestatic

Get the static CSV column header line (Annex I field order).

Returns: A CSV header string with trailing newline.

Definition at line 201 of file mifid2_reporter.hpp.

◆ generate()

static expected< ComplianceReport > signet::forge::MiFID2Reporter::generate	(	const std::vector< std::string > &	log_files,
		const ReportOptions &	opts = `{}`
	)

inlinestatic

Generate a MiFID II RTS 24 compliance report from decision log files.

Reads all records from the supplied DecisionLog Parquet files, filters by opts.start_ns / opts.end_ns, optionally verifies hash chains, and serializes the result in the requested format.

Parameters

log_files	Paths to DecisionLog Parquet files.
opts	Report options (time window, format, verification).

Returns: The generated ComplianceReport, or an error.

Definition at line 92 of file mifid2_reporter.hpp.

◆ record_to_csv_row()

static std::string signet::forge::MiFID2Reporter::record_to_csv_row	(	const DecisionRecord &	rec,
		const std::string &	firm_id = `""`
	)

inlinestatic

Serialize a single DecisionRecord as a CSV row.

Useful for streaming output where records are emitted one at a time. Chain fields (chain_seq, chain_hash) are left empty in the output.

Parameters

rec	The decision record to serialize.
firm_id	Firm identifier for MiFID II field 1 (defaults to strategy_id if empty).

Returns: A CSV row string with trailing newline.

Definition at line 218 of file mifid2_reporter.hpp.

The documentation for this class was generated from the following file:

include/signet/ai/compliance/mifid2_reporter.hpp

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ csv_header()

◆ generate()

◆ record_to_csv_row()