result.hpp File Reference

BacktestResult (8.4): structure-of-arrays rows (numpy-friendly: each column is one contiguous vector) plus the summary Metrics and the raw counters of every component. More...

#include "fastmm/backtest/metrics.hpp"
#include "fastmm/core/engine_runner.hpp"
#include "fastmm/sim/sim_transport.hpp"
#include "fastmm/sim/sim_treasury.hpp"
#include "fastmm/strategies/params.hpp"
#include <cstdint>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	fastmm::bt::FillRows
struct	fastmm::bt::InstrumentEquityRows
	One instrument's columns of EquityRows, one row per bar. More...
struct	fastmm::bt::EquityRows
struct	fastmm::bt::OrderRows
struct	fastmm::bt::SlowMethodTiming
	Wall time of one slow method of a Python strategy over a backtest. More...
struct	fastmm::bt::BacktestTreasury
	The pool treasuries of a run ([venues. More...
struct	fastmm::bt::BacktestResult

Namespaces
namespace	fastmm
namespace	fastmm::bt

Variables
constexpr std::uint8_t	fastmm::bt::kOrderKindNew = 0
constexpr std::uint8_t	fastmm::bt::kOrderKindCancel = 1
constexpr std::uint8_t	fastmm::bt::kOrderKindReplace = 2

Detailed Description

BacktestResult (8.4): structure-of-arrays rows (numpy-friendly: each column is one contiguous vector) plus the summary Metrics and the raw counters of every component.

Prices, quantities and notionals are raw 1e-8 fixed-point int64; the CSV/JSON writers format them as exact decimals.