srfm::event_bt::Strategy Class Reference

Abstract strategy interface. Subclass and override the virtual methods. More...

#include <event_backtester.hpp>

Inheritance diagram for srfm::event_bt::Strategy:

Public Member Functions
virtual	~Strategy ()=default
virtual void	on_start ()
	Called at the start of the simulation before any events are dispatched.
virtual void	on_end ()
	Called at the end of the simulation after all events are processed.
virtual std::optional< Order >	on_trade (const BacktestEvent &)
virtual std::optional< Order >	on_bar (const BacktestEvent &)

Detailed Description

Abstract strategy interface. Subclass and override the virtual methods.

Definition at line 139 of file event_backtester.hpp.

Constructor & Destructor Documentation

~Strategy()

virtual srfm::event_bt::Strategy::~Strategy ( )

virtualdefault

Member Function Documentation

on_bar()

virtual std::optional< Order > srfm::event_bt::Strategy::on_bar ( const BacktestEvent &  )

inlinevirtual

Called for every Bar-type event.

Returns

An Order to execute, or std::nullopt for no action.

Reimplemented in srfm::event_bt::RelativisticStrategy.

Definition at line 159 of file event_backtester.hpp.

on_end()

virtual void srfm::event_bt::Strategy::on_end ( )

inlinevirtual

Called at the end of the simulation after all events are processed.

Definition at line 147 of file event_backtester.hpp.

on_start()

virtual void srfm::event_bt::Strategy::on_start ( )

inlinevirtual

Called at the start of the simulation before any events are dispatched.

Reimplemented in srfm::event_bt::RelativisticStrategy.

Definition at line 144 of file event_backtester.hpp.

on_trade()

virtual std::optional< Order > srfm::event_bt::Strategy::on_trade ( const BacktestEvent &  )

inlinevirtual

Called for every Trade-type event.

Returns

An Order to execute, or std::nullopt for no action.

Reimplemented in srfm::event_bt::RelativisticStrategy.

Definition at line 152 of file event_backtester.hpp.

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

• include/srfm/event_backtester.hpp