backtest_runner.hpp File Reference

BacktestRunner (8.4): wires Engine<S, SimClock, SimTransport, InlineFeed> to a SimDriver and collects a BacktestResult. More...

#include "fastmm/backtest/backtest_config.hpp"
#include "fastmm/backtest/data_source.hpp"
#include "fastmm/backtest/result.hpp"
#include "fastmm/backtest/synthetic_source.hpp"
#include "fastmm/core/engine_runner.hpp"
#include "fastmm/sim/sim_backend.hpp"
#include "fastmm/strategies/registry.hpp"
#include <memory>
#include <string_view>

Go to the source code of this file.

Classes
class	fastmm::bt::BacktestSession
class	fastmm::bt::BacktestRunner< S >
	Convenience wrapper that owns the config. More...

Namespaces
namespace	fastmm
namespace	fastmm::bt

Functions
template<StrategyLike S>
BacktestResult	fastmm::bt::run_backtest (const BacktestConfig &cfg, MdSource *source=nullptr)
BacktestResult	fastmm::bt::run_backtest (const BacktestConfig &cfg, std::string_view strategy, MdSource *source=nullptr)
	Registry path (registers the built-in strategies first).
SyntheticSourceConfig	fastmm::bt::synthetic_source_config (const BacktestConfig &cfg)
	The SyntheticSource a run with source == nullptr replays under the L2 queue fill model.
std::unique_ptr< MdSource >	fastmm::bt::open_data (std::string_view spec, const InstrumentTable *instruments=nullptr)
	Resolves --data through the data-source registry (data_registry.hpp): "\<name\>:\<args\>", or a bare *.fmj / *.csv path.
std::unique_ptr< MdSource >	fastmm::bt::open_source (const BacktestConfig &cfg)
	Source for [backtest] source / path.

Detailed Description

BacktestRunner (8.4): wires Engine<S, SimClock, SimTransport, InlineFeed> to a SimDriver and collects a BacktestResult.

Two entry points share one BacktestSession:

run_backtest<MyStrategy>(cfg, source) // template: no registration needed run_backtest(cfg, "basic_mm", source) // registry: apps, Python, sweeps

source == nullptr selects the synthetic market: with the matching fill model the MarketGenerator is coupled to the venue (strategy orders rest in the same book as the synthetic flow); with the L2 queue model a SyntheticSource stream is replayed exactly like historical data. A non-null source is read from its current position (reset() it first to reuse one).