#include <fastmm/backtest/backtest_config.hpp>

Public Member Functions
FxPlan	fx_plan (const InstrumentTable &table)
	The FX plan for `table` under `accounting` (throws ConfigError when a limit reads the totals and the table is not covered; otherwise a warning goes to `warnings` and nothing converts).

UnderlyingPlan	underlying_plan (const InstrumentTable &table) const
	The [risk.underlying] plan for `table` (throws ConfigError when the spec does not fit it).

void	set_param (const std::string &key, const std::string &value)
	"key=value" strategy parameter override (CLI --param).

void	set_seed (std::uint64_t s) noexcept
	Seeds the synthetic market and the latency model.

Static Public Member Functions
static BacktestConfig	from_config (const Config &cfg)
	Throws ConfigError on invalid values.

static BacktestConfig	single_instrument (std::string_view symbol, Price tick, Qty lot)
	One instrument (venue 0) with the given tick/lot; generator tick/lot follow (examples).

Public Attributes
EngineConfig	engine

InstrumentTable	instruments

std::string	strategy
	registry name (apps / Python); ignored by run_backtest<S>()

ParamMap	params

sim::SimTransportConfig	transport

sim::MarketGeneratorParams	generator

std::uint64_t	seed = 1
	synthetic market + latency model (engine.rng_seed is separate)

Timestamp	start {seconds(1'700'000'000).ns}

Duration	duration = seconds(60)
	synthetic horizon

Duration	equity_bar = seconds(1)

double	initial_capital = 0.0
	reporting only (drawdown %)

AccountingSpec	accounting
	[accounting] and the venue names its sources name (Config::venues order).

std::vector< std::string >	venue_names

UnderlyingSpec	underlying
	[risk.underlying]: from_config() builds engine.underlying from it for `instruments`; replay builds it again for the journal's table.

std::vector< std::string >	warnings
	from_config: Config::warnings plus unknown [backtest] keys, each naming the key and its line.

int	generator_seed_levels = 20

std::string	source
	"synthetic" \| "journal" \| "csv" \| "" (caller supplies the source)

std::string	path

std::string	output_dir

std::string	journal_out
	record the run to this .fmj (empty = no journal)

std::string	config_toml
	Effective configuration embedded in journal_out (Config::effective_toml(); from_config() sets it, hand-built configs leave it empty).

bool	measure_wall_clock = true

std::vector< Duration >	markout_horizons = {seconds(1), seconds(10), seconds(60)}
	Post-fill markout horizons in simulated time; empty turns markouts off.

bool	balances_from_journal = false
	Start each venue's account (transport.accounts) from the first balance snapshot the journal source recorded for it; a venue it has none for keeps the configured balances.

std::vector< TreasuryConfig >	treasuries
	The pool treasuries ([venues.

Duration	transfer_latency {}
	[backtest] transfer_latency_ms: a simulated transfer is carried out this long after it is sent.

InitialState	initial_state = InitialState::StateFile
	The strategy's starting state; Journal also starts the engine's positions where the recorded session had them (sim::SessionStart).

bool	params_from_journal = false
	The data journal's parameter updates reach the strategy at the times the session received them (sim::RecordedParams), mapped by name and type onto its schema.

Duration	reorder_window = milliseconds(1000)
	Recorded data reaches the simulated venue in venue-time order (sim/venue_order.hpp), assuming no event was received more than this after its venue time; zero keeps the recorded order.

Member Function Documentation

◆ from_config()

static BacktestConfig fastmm::bt::BacktestConfig::from_config ( const Config & cfg )

static

Throws ConfigError on invalid values.

◆ single_instrument()

static BacktestConfig fastmm::bt::BacktestConfig::single_instrument	(	std::string_view	symbol,
		Price	tick,
		Qty	lot
	)

static

One instrument (venue 0) with the given tick/lot; generator tick/lot follow (examples).

◆ fx_plan()

FxPlan fastmm::bt::BacktestConfig::fx_plan ( const InstrumentTable & table )

The FX plan for table under accounting (throws ConfigError when a limit reads the totals and the table is not covered; otherwise a warning goes to warnings and nothing converts).

◆ underlying_plan()

UnderlyingPlan fastmm::bt::BacktestConfig::underlying_plan ( const InstrumentTable & table ) const

The [risk.underlying] plan for table (throws ConfigError when the spec does not fit it).

◆ set_param()

void fastmm::bt::BacktestConfig::set_param	(	const std::string &	key,
		const std::string &	value
	)

inline

"key=value" strategy parameter override (CLI --param).

◆ set_seed()

void fastmm::bt::BacktestConfig::set_seed ( std::uint64_t s )

inlinenoexcept

Seeds the synthetic market and the latency model.

Member Data Documentation

◆ engine

EngineConfig fastmm::bt::BacktestConfig::engine

◆ instruments

InstrumentTable fastmm::bt::BacktestConfig::instruments

◆ strategy

std::string fastmm::bt::BacktestConfig::strategy

registry name (apps / Python); ignored by run_backtest<S>()

◆ params

ParamMap fastmm::bt::BacktestConfig::params

◆ transport

sim::SimTransportConfig fastmm::bt::BacktestConfig::transport

◆ generator

sim::MarketGeneratorParams fastmm::bt::BacktestConfig::generator

◆ seed

std::uint64_t fastmm::bt::BacktestConfig::seed = 1

synthetic market + latency model (engine.rng_seed is separate)

◆ start

Timestamp fastmm::bt::BacktestConfig::start {seconds(1'700'000'000).ns}

◆ duration

Duration fastmm::bt::BacktestConfig::duration = seconds(60)

synthetic horizon

◆ equity_bar

Duration fastmm::bt::BacktestConfig::equity_bar = seconds(1)

◆ initial_capital

double fastmm::bt::BacktestConfig::initial_capital = 0.0

reporting only (drawdown %)

◆ accounting

AccountingSpec fastmm::bt::BacktestConfig::accounting

[accounting] and the venue names its sources name (Config::venues order).

from_config() builds engine.fx from them for instruments; replay builds it again for the journal's table.

◆ venue_names

std::vector<std::string> fastmm::bt::BacktestConfig::venue_names

◆ underlying

UnderlyingSpec fastmm::bt::BacktestConfig::underlying

[risk.underlying]: from_config() builds engine.underlying from it for instruments; replay builds it again for the journal's table.

◆ warnings

std::vector<std::string> fastmm::bt::BacktestConfig::warnings

from_config: Config::warnings plus unknown [backtest] keys, each naming the key and its line.

◆ generator_seed_levels

int fastmm::bt::BacktestConfig::generator_seed_levels = 20

◆ source

std::string fastmm::bt::BacktestConfig::source

"synthetic" | "journal" | "csv" | "" (caller supplies the source)

◆ path

std::string fastmm::bt::BacktestConfig::path

◆ output_dir

std::string fastmm::bt::BacktestConfig::output_dir

◆ journal_out

std::string fastmm::bt::BacktestConfig::journal_out

record the run to this .fmj (empty = no journal)

◆ config_toml

std::string fastmm::bt::BacktestConfig::config_toml

Effective configuration embedded in journal_out (Config::effective_toml(); from_config() sets it, hand-built configs leave it empty).

Callers that override fields after from_config() must refresh or clear it.

◆ measure_wall_clock

bool fastmm::bt::BacktestConfig::measure_wall_clock = true

◆ markout_horizons

std::vector<Duration> fastmm::bt::BacktestConfig::markout_horizons = {seconds(1), seconds(10), seconds(60)}

Post-fill markout horizons in simulated time; empty turns markouts off.

The run stops the simulated clock at every fill time + horizon to read the venue mid there, so the shortest horizon also bounds how often the run loop is entered.

◆ balances_from_journal

bool fastmm::bt::BacktestConfig::balances_from_journal = false

Start each venue's account (transport.accounts) from the first balance snapshot the journal source recorded for it; a venue it has none for keeps the configured balances.

◆ treasuries

std::vector<TreasuryConfig> fastmm::bt::BacktestConfig::treasuries

The pool treasuries ([venues.

<primary>.treasury] with enabled): each runs on simulated time against its pool's simulated accounts (sim/sim_treasury.hpp), without a ledger file. Empty: none, and the run is what it was without them.

◆ transfer_latency

Duration fastmm::bt::BacktestConfig::transfer_latency {}

[backtest] transfer_latency_ms: a simulated transfer is carried out this long after it is sent.

◆ initial_state

InitialState fastmm::bt::BacktestConfig::initial_state = InitialState::StateFile

The strategy's starting state; Journal also starts the engine's positions where the recorded session had them (sim::SessionStart).

◆ params_from_journal

bool fastmm::bt::BacktestConfig::params_from_journal = false

The data journal's parameter updates reach the strategy at the times the session received them (sim::RecordedParams), mapped by name and type onto its schema.

◆ reorder_window

Duration fastmm::bt::BacktestConfig::reorder_window = milliseconds(1000)

Recorded data reaches the simulated venue in venue-time order (sim/venue_order.hpp), assuming no event was received more than this after its venue time; zero keeps the recorded order.

Public Member Functions

Static Public Member Functions

Public Attributes