csv_source.hpp File Reference

CsvSource: hand-rolled parser for the row format documented in data_source.hpp (ts_ns,type,inst,side,price,qty,seq, optional header line, '#' comments). More...

#include "fastmm/backtest/data_source.hpp"
#include <cstddef>
#include <string>
#include <string_view>

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Classes
class	fastmm::bt::CsvSource

Namespaces
namespace	fastmm
namespace	fastmm::bt

Detailed Description

CsvSource: hand-rolled parser for the row format documented in data_source.hpp (ts_ns,type,inst,side,price,qty,seq, optional header line, '#' comments).

Prices and quantities are parsed exactly with Fixed::from_decimal; the whole file is read once at construction and next() allocates nothing.