fastmm::bt::BacktestSession Class Reference

#include <fastmm/backtest/backtest_runner.hpp>

Public Member Functions
	BacktestSession (const BacktestConfig &cfg, MdSource *source, const ParamSchema *schema=nullptr, std::string_view strategy_meta={})
	schema: the strategy's parameters, recorded in cfg.journal_out (may be null).
	~BacktestSession ()
	BacktestSession (const BacktestSession &)=delete
BacktestSession &	operator= (const BacktestSession &)=delete
RunnerDeps &	deps () noexcept
sim::SimBackend &	backend () noexcept
void	set_param_schedule (sim::ParamSchedule *schedule) noexcept
	Parameter updates delivered at simulated times during run() (not owned; may be null).
void	set_slow_hooks (const sim::SlowHooks &hooks) noexcept
	Code run at simulated times during run() (sim::SimDriver::set_slow_hooks).
BacktestResult	run (const sim::EngineHooks &hooks, IEngineRunner *runner, std::string_view strategy_name)
	Runs to the end of the data / horizon.

Constructor & Destructor Documentation

BacktestSession() [1/2]

fastmm::bt::BacktestSession::BacktestSession	(	const BacktestConfig &	cfg,
		MdSource *	source,
		const ParamSchema *	schema = nullptr,
		std::string_view	strategy_meta = {}
	)

schema: the strategy's parameters, recorded in cfg.journal_out (may be null).

strategy_meta: key=value lines recorded in cfg.journal_out (Python strategies).

~BacktestSession()

fastmm::bt::BacktestSession::~BacktestSession

(

)

BacktestSession() [2/2]

fastmm::bt::BacktestSession::BacktestSession ( const BacktestSession &  )

delete

Member Function Documentation

operator=()

BacktestSession & fastmm::bt::BacktestSession::operator= ( const BacktestSession &  )

delete

deps()

RunnerDeps & fastmm::bt::BacktestSession::deps ( )

inlinenoexcept

backend()

sim::SimBackend & fastmm::bt::BacktestSession::backend ( )

inlinenoexcept

set_param_schedule()

void fastmm::bt::BacktestSession::set_param_schedule ( sim::ParamSchedule *  schedule )

inlinenoexcept

Parameter updates delivered at simulated times during run() (not owned; may be null).

set_slow_hooks()

void fastmm::bt::BacktestSession::set_slow_hooks ( const sim::SlowHooks &  hooks )

inlinenoexcept

Code run at simulated times during run() (sim::SimDriver::set_slow_hooks).

run()

BacktestResult fastmm::bt::BacktestSession::run	(	const sim::EngineHooks &	hooks,
		IEngineRunner *	runner,
		std::string_view	strategy_name
	)

Runs to the end of the data / horizon.

runner (may be null) supplies engine stats and, with [strategy] state_file, the strategy's state to write at the end.