srfm::backtest::BarData Struct Reference

A single time-bar of backtester input. More...

#include <backtest.hpp>

Public Attributes
double	raw_signal
	Strategy signal before relativistic correction.
BetaVelocity	beta
	Market velocity β at this bar.
double	benchmark
	Benchmark return for information-ratio computation.

Detailed Description

A single time-bar of backtester input.

Definition at line 57 of file backtest.hpp.

Member Data Documentation

benchmark

double srfm::backtest::BarData::benchmark

Benchmark return for information-ratio computation.

Definition at line 60 of file backtest.hpp.

beta

BetaVelocity srfm::backtest::BarData::beta

Market velocity β at this bar.

Definition at line 59 of file backtest.hpp.

raw_signal

double srfm::backtest::BarData::raw_signal

Strategy signal before relativistic correction.

Definition at line 58 of file backtest.hpp.

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

• include/srfm/backtest.hpp