srfm::causal::CausalBacktest Class Reference

#include <causal_cone.hpp>

Public Member Functions
	CausalBacktest (CausalConeFilter::Config filter_cfg=CausalConeFilter::Config{}, core::EngineConfig engine_cfg=core::EngineConfig{}) noexcept
	Construct with optional filter and engine configs.
std::optional< CausalBacktestResult >	run (std::span< const core::OHLCV > bars) const noexcept

Detailed Description

Runs a backtest comparison: CausalSignal strategy vs all-bars baseline.

Usage:

CausalBacktest cb;
auto result = cb.run(bars);
if (result) fmt::print("{}\n", result->to_string());

Definition at line 209 of file causal_cone.hpp.

Constructor & Destructor Documentation

CausalBacktest()

srfm::causal::CausalBacktest::CausalBacktest ( CausalConeFilter::Config  filter_cfg = CausalConeFilter::Config{}, core::EngineConfig  engine_cfg = core::EngineConfig{}  )

explicitnoexcept

Construct with optional filter and engine configs.

Definition at line 171 of file causal_cone.cpp.

Member Function Documentation

run()

std::optional< CausalBacktestResult > srfm::causal::CausalBacktest::run ( std::span< const core::OHLCV >  bars ) const

noexcept

Run the full comparison backtest on a sequence of OHLCV bars.

Pipeline:

1. Convert bars to spacetime events via the Engine.
2. Build CausalHistory for every bar.
3. Compute CausalSignal for every bar.
4. Evaluate both strategies via the Backtester.

Parameters

bars	Input OHLCV sequence (minimum look_back + 30 bars).

Returns

CausalBacktestResult or nullopt on insufficient data.

Definition at line 180 of file causal_cone.cpp.

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

• include/srfm/causal_cone.hpp
• src/causal_cone.cpp