fastmm::bt::ChainSource Class Reference

Concatenation of sources that cover consecutive spans of time (one file per day). More...

#include <fastmm/backtest/data_source.hpp>

Inheritance diagram for fastmm::bt::ChainSource:

Public Member Functions
	ChainSource (std::vector< MdSource * > sources)
const EventHeader *	next () override
void	reset () override
Timestamp	start_ts () const override

Detailed Description

Concatenation of sources that cover consecutive spans of time (one file per day).

The caller owns them and is responsible for the order; events must not go back in time across a boundary.

Constructor & Destructor Documentation

ChainSource()

fastmm::bt::ChainSource::ChainSource ( std::vector< MdSource * >  sources )

inlineexplicit

Member Function Documentation

next()

const EventHeader * fastmm::bt::ChainSource::next ( )

inlineoverride

reset()

void fastmm::bt::ChainSource::reset ( )

inlineoverride

start_ts()

Timestamp fastmm::bt::ChainSource::start_ts ( ) const

inlineoverride