fastmm::bt::MergedSource Class Reference

k-way merge of several sources by event time (stable: lower source index first on ties). More...

#include <fastmm/backtest/data_source.hpp>

Inheritance diagram for fastmm::bt::MergedSource:

Public Member Functions
	MergedSource (std::vector< MdSource * > sources)
const EventHeader *	next () override
void	reset () override
Timestamp	start_ts () const override
	Earliest start among the inputs (invalid if none reports one).

Static Public Member Functions
static Timestamp	time_of (const EventHeader &h) noexcept

Detailed Description

k-way merge of several sources by event time (stable: lower source index first on ties).

The event yielded is the input's own, not a copy: a journal's record can be larger than an EventBuf (a depth snapshot of up to kMaxBookLevelsPerMsg a side), so the input it came from is advanced on the next call, when the pointer may lapse, not before.

Constructor & Destructor Documentation

MergedSource()

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

inlineexplicit

Member Function Documentation

next()

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

inlineoverride

reset()

void fastmm::bt::MergedSource::reset ( )

inlineoverride

start_ts()

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

inlineoverride

Earliest start among the inputs (invalid if none reports one).

time_of()

static Timestamp fastmm::bt::MergedSource::time_of ( const EventHeader &  h )

inlinestaticnoexcept