fastmm::bt::ArrayColumns Struct Reference

#include <fastmm/backtest/array_source.hpp>

Public Member Functions
std::size_t	size () const noexcept
std::string	validate () const
	Empty string when the columns are usable, otherwise a description of the first problem.

Public Attributes
std::span< const std::int64_t >	ts
std::span< const std::uint8_t >	type
std::span< const std::uint32_t >	inst
std::span< const std::int8_t >	side
std::span< const std::int64_t >	price_i64
std::span< const double >	price_f64
std::span< const std::int64_t >	qty_i64
std::span< const double >	qty_f64
std::span< const std::uint64_t >	seq

Member Function Documentation

size()

std::size_t fastmm::bt::ArrayColumns::size ( ) const

inlinenoexcept

validate()

std::string fastmm::bt::ArrayColumns::validate

(

)

const

Empty string when the columns are usable, otherwise a description of the first problem.

Member Data Documentation

ts

std::span<const std::int64_t> fastmm::bt::ArrayColumns::ts

type

std::span<const std::uint8_t> fastmm::bt::ArrayColumns::type

inst

std::span<const std::uint32_t> fastmm::bt::ArrayColumns::inst

side

std::span<const std::int8_t> fastmm::bt::ArrayColumns::side

price_i64

std::span<const std::int64_t> fastmm::bt::ArrayColumns::price_i64

price_f64

std::span<const double> fastmm::bt::ArrayColumns::price_f64

qty_i64

std::span<const std::int64_t> fastmm::bt::ArrayColumns::qty_i64

qty_f64

std::span<const double> fastmm::bt::ArrayColumns::qty_f64

seq

std::span<const std::uint64_t> fastmm::bt::ArrayColumns::seq