Event-Driven Backtester — Round 3 addition. More...

#include "srfm/manifold.hpp"
#include "srfm/types.hpp"
#include "srfm/constants.hpp"
#include <cmath>
#include <functional>
#include <map>
#include <memory>
#include <optional>
#include <queue>
#include <string>
#include <vector>

Classes
struct	srfm::event_bt::BacktestEvent
	A single market event with a timestamp. More...

struct	srfm::event_bt::Order
	An order emitted by a Strategy in response to a market event. More...

struct	srfm::event_bt::Fill
	Confirmation of an executed order. More...

struct	srfm::event_bt::Portfolio
	Running portfolio state tracked by BacktestEngine. More...

struct	srfm::event_bt::BacktestResult
	Aggregate performance statistics from a completed backtest. More...

class	srfm::event_bt::Strategy
	Abstract strategy interface. Subclass and override the virtual methods. More...

class	srfm::event_bt::BacktestEngine

class	srfm::event_bt::RelativisticStrategy

Namespaces
namespace	srfm

namespace	srfm::event_bt

Enumerations
enum class	srfm::event_bt::EventType { srfm::event_bt::Trade , srfm::event_bt::Quote , srfm::event_bt::Bar }

enum class	srfm::event_bt::OrderSide { srfm::event_bt::Buy , srfm::event_bt::Sell }

enum class	srfm::event_bt::OrderType { srfm::event_bt::Market , srfm::event_bt::Limit }

Detailed Description

Event-Driven Backtester — Round 3 addition.

Module: Event-Driven Backtester

Responsibility

Provide a lightweight event queue-based simulation engine that replays market events in strict timestamp order and passes them to a pluggable Strategy. All trade fills, portfolio accounting, and performance metrics are tracked internally.

Architecture

BacktestEvent → priority_queue → BacktestEngine → Strategy::on_trade / on_bar → optional<Order> → simulated Fill → Portfolio update → BacktestResult

RelativisticStrategy

A concrete Strategy subclass that uses SpacetimeInterval::classify() to filter trades. Only trades that are TIMELIKE relative to the previous filled trade are accepted — spacelike jumps are treated as noise and rejected.

Guarantees

No raw pointers; ownership by value
All fallible operations return std::optional or bool
Thread-safe reads: const member functions on BacktestResult are safe

Definition in file event_backtester.hpp.

Classes