fastmm::bt::JournalSource Class Reference

#include <fastmm/backtest/journal_source.hpp>

Inheritance diagram for fastmm::bt::JournalSource:

Public Member Functions
	JournalSource (const std::string &path, bool strip_own=false, bool parts=true, const InstrumentTable *remap=nullptr)
	Throws std::runtime_error if a file cannot be opened/validated.
const EventHeader *	next () override
void	reset () override
Timestamp	start_ts () const override
const JournalReader &	reader () const noexcept
	The first part: its header, instrument table and configuration are every part's.
const std::vector< std::string > &	paths () const noexcept
	The files read, in order; the first is path.
std::size_t	seq_gaps () const noexcept
	Parts whose first sequence number did not follow the previous part's last.
std::size_t	md_events () const noexcept
const OwnOrderStripper *	stripper () const noexcept
	Null unless strip_own.
std::size_t	dropped () const noexcept
	remap: events dropped so far because the configuration lacks their symbol.
std::string	note () const override
const std::vector< sim::SimAccountConfig > *	balance_snapshots () const override
	The first balance snapshot the journal recorded for each venue (the BalanceMsg rows from its first kSnapshot message to the kSnapshotEnd), each asset at its total; account rows (kAccount) are left out.
const sim::SessionStart *	session_start () const override
	journal_start_state() of the parts read (journal_state.hpp).
const sim::RecordedParams *	recorded_params () const override
	Its ParamUpdate records and the first part's parameter table.

Static Public Member Functions
static bool	is_market_data (EventType t) noexcept

Constructor & Destructor Documentation

JournalSource()

fastmm::bt::JournalSource::JournalSource ( const std::string &  path, bool  strip_own = false, bool  parts = true, const InstrumentTable *  remap = nullptr  )

explicit

Throws std::runtime_error if a file cannot be opened/validated.

parts = false reads path alone. remap: the configuration's instrument table (see above); null leaves the ids as recorded.

Member Function Documentation

next()

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

override

reset()

void fastmm::bt::JournalSource::reset ( )

override

start_ts()

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

inlineoverride

reader()

const JournalReader & fastmm::bt::JournalSource::reader ( ) const

inlinenoexcept

The first part: its header, instrument table and configuration are every part's.

paths()

const std::vector< std::string > & fastmm::bt::JournalSource::paths ( ) const

inlinenoexcept

The files read, in order; the first is path.

seq_gaps()

std::size_t fastmm::bt::JournalSource::seq_gaps ( ) const

inlinenoexcept

Parts whose first sequence number did not follow the previous part's last.

md_events()

std::size_t fastmm::bt::JournalSource::md_events ( ) const

inlinenoexcept

stripper()

const OwnOrderStripper * fastmm::bt::JournalSource::stripper ( ) const

inlinenoexcept

Null unless strip_own.

dropped()

std::size_t fastmm::bt::JournalSource::dropped ( ) const

inlinenoexcept

remap: events dropped so far because the configuration lacks their symbol.

note()

std::string fastmm::bt::JournalSource::note ( ) const

override

balance_snapshots()

const std::vector< sim::SimAccountConfig > * fastmm::bt::JournalSource::balance_snapshots ( ) const

inlineoverride

The first balance snapshot the journal recorded for each venue (the BalanceMsg rows from its first kSnapshot message to the kSnapshotEnd), each asset at its total; account rows (kAccount) are left out.

Empty when the journal has none.

session_start()

const sim::SessionStart * fastmm::bt::JournalSource::session_start ( ) const

inlineoverride

journal_start_state() of the parts read (journal_state.hpp).

recorded_params()

const sim::RecordedParams * fastmm::bt::JournalSource::recorded_params ( ) const

inlineoverride

Its ParamUpdate records and the first part's parameter table.

is_market_data()

static bool fastmm::bt::JournalSource::is_market_data ( EventType  t )

inlinestaticnoexcept