srfm::event_bt Namespace Reference

Classes
class	BacktestEngine
struct	BacktestEvent
	A single market event with a timestamp. More...
struct	BacktestResult
	Aggregate performance statistics from a completed backtest. More...
struct	Fill
	Confirmation of an executed order. More...
struct	Order
	An order emitted by a Strategy in response to a market event. More...
struct	Portfolio
	Running portfolio state tracked by BacktestEngine. More...
class	RelativisticStrategy
class	Strategy
	Abstract strategy interface. Subclass and override the virtual methods. More...

Enumerations
enum class	EventType { Trade , Quote , Bar }
enum class	OrderSide { Buy , Sell }
enum class	OrderType { Market , Limit }

Enumeration Type Documentation

EventType

enum class srfm::event_bt::EventType

strong

Enumerator
Trade	Individual trade execution tick.
Quote	Bid-ask quote update.
Bar	OHLCV bar (1-min, 5-min, daily, etc.)

Definition at line 47 of file event_backtester.hpp.

OrderSide

enum class srfm::event_bt::OrderSide

strong

Enumerator
Buy
Sell

Definition at line 71 of file event_backtester.hpp.

OrderType

enum class srfm::event_bt::OrderType

strong

Enumerator
Market	Fill immediately at current price.
Limit	Fill only when price <= limit_price (buy) or >= (sell)

Definition at line 75 of file event_backtester.hpp.