srfm::event_bt::BacktestEvent Struct Reference

A single market event with a timestamp. More...

#include <event_backtester.hpp>

Public Member Functions
bool	operator> (const BacktestEvent &rhs) const noexcept
	Priority comparison — earlier events have higher priority.

Public Attributes
long long	timestamp_ms
	Unix epoch milliseconds.
double	price
	Trade price / bar close / mid-quote.
double	volume
	Volume for this event (0 for quotes)
EventType	type
	Trade, Quote, or Bar.
std::string	symbol
	Instrument identifier.

Detailed Description

A single market event with a timestamp.

Definition at line 56 of file event_backtester.hpp.

Member Function Documentation

operator>()

bool srfm::event_bt::BacktestEvent::operator> ( const BacktestEvent &  rhs ) const

inlinenoexcept

Priority comparison — earlier events have higher priority.

Definition at line 64 of file event_backtester.hpp.

Member Data Documentation

price

double srfm::event_bt::BacktestEvent::price

Trade price / bar close / mid-quote.

Definition at line 58 of file event_backtester.hpp.

symbol

std::string srfm::event_bt::BacktestEvent::symbol

Instrument identifier.

Definition at line 61 of file event_backtester.hpp.

timestamp_ms

long long srfm::event_bt::BacktestEvent::timestamp_ms

Unix epoch milliseconds.

Definition at line 57 of file event_backtester.hpp.

type

EventType srfm::event_bt::BacktestEvent::type

Trade, Quote, or Bar.

Definition at line 60 of file event_backtester.hpp.

volume

double srfm::event_bt::BacktestEvent::volume

Volume for this event (0 for quotes)

Definition at line 59 of file event_backtester.hpp.

---

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

• include/srfm/event_backtester.hpp