fastmm::bt::BacktestResult Struct Reference

#include <fastmm/backtest/result.hpp>

Public Member Functions
const Metrics &	summary () const noexcept
bool	killed () const noexcept
	Whether the global kill switch stopped the run ([risk] max_loss, a failing hook, ...), and when: seconds of simulated time after start_ts.
double	kill_at_s () const noexcept
std::string	summary_table () const
	Human-readable table, one metric per line.
std::string	summary_json () const
std::string	equity_csv () const
std::string	fills_csv () const
std::string	orders_csv () const
std::string	transfers_csv () const
	One row per simulated transfer: ts_ns,from,to,asset,amount,state,client_id.
bool	write_all (const std::string &dir) const
	Writes equity.csv, fills.csv, orders.csv and summary.json into dir (created if needed), and transfers.csv with a pool treasury.

Public Attributes
std::string	strategy
ParamMap	params
std::uint64_t	seed = 0
FillRows	fills
EquityRows	equity
OrderRows	orders
Metrics	metrics
RunnerStats	engine
	the engine's own counters and positions
sim::SimTransportStats	transport
std::string	outbound_sha256
std::uint64_t	outbound_messages = 0
std::uint64_t	md_events = 0
	market-data messages delivered to the engine
std::uint64_t	md_reordered = 0
	Recorded events the venue took ahead of one recorded before them (venue-time order), and those that still came after a later-stamped one (received more than reorder_window_ms late).
std::uint64_t	md_late = 0
std::uint64_t	engine_steps = 0
std::int64_t	start_ts = 0
std::int64_t	end_ts = 0
double	wall_seconds = 0.0
std::vector< SlowMethodTiming >	slow_methods
	Slow methods of a Python strategy (the Python package fills this in; empty otherwise).
BacktestTreasury	treasury
	The pool treasuries; pools is 0 without one.

Member Function Documentation

summary()

const Metrics & fastmm::bt::BacktestResult::summary ( ) const

inlinenoexcept

killed()

bool fastmm::bt::BacktestResult::killed ( ) const

inlinenoexcept

Whether the global kill switch stopped the run ([risk] max_loss, a failing hook, ...), and when: seconds of simulated time after start_ts.

kill_at_s()

double fastmm::bt::BacktestResult::kill_at_s ( ) const

inlinenoexcept

summary_table()

std::string fastmm::bt::BacktestResult::summary_table

(

)

const

Human-readable table, one metric per line.

summary_json()

std::string fastmm::bt::BacktestResult::summary_json

(

)

const

equity_csv()

std::string fastmm::bt::BacktestResult::equity_csv

(

)

const

fills_csv()

std::string fastmm::bt::BacktestResult::fills_csv

(

)

const

orders_csv()

std::string fastmm::bt::BacktestResult::orders_csv

(

)

const

transfers_csv()

std::string fastmm::bt::BacktestResult::transfers_csv

(

)

const

One row per simulated transfer: ts_ns,from,to,asset,amount,state,client_id.

write_all()

bool fastmm::bt::BacktestResult::write_all

(

const std::string &

dir

)

const

Writes equity.csv, fills.csv, orders.csv and summary.json into dir (created if needed), and transfers.csv with a pool treasury.

Returns false on I/O failure.

Member Data Documentation

strategy

std::string fastmm::bt::BacktestResult::strategy

params

ParamMap fastmm::bt::BacktestResult::params

seed

std::uint64_t fastmm::bt::BacktestResult::seed = 0

fills

FillRows fastmm::bt::BacktestResult::fills

equity

EquityRows fastmm::bt::BacktestResult::equity

orders

OrderRows fastmm::bt::BacktestResult::orders

metrics

Metrics fastmm::bt::BacktestResult::metrics

engine

RunnerStats fastmm::bt::BacktestResult::engine

the engine's own counters and positions

transport

sim::SimTransportStats fastmm::bt::BacktestResult::transport

outbound_sha256

std::string fastmm::bt::BacktestResult::outbound_sha256

outbound_messages

std::uint64_t fastmm::bt::BacktestResult::outbound_messages = 0

md_events

std::uint64_t fastmm::bt::BacktestResult::md_events = 0

market-data messages delivered to the engine

md_reordered

std::uint64_t fastmm::bt::BacktestResult::md_reordered = 0

Recorded events the venue took ahead of one recorded before them (venue-time order), and those that still came after a later-stamped one (received more than reorder_window_ms late).

md_late

std::uint64_t fastmm::bt::BacktestResult::md_late = 0

engine_steps

std::uint64_t fastmm::bt::BacktestResult::engine_steps = 0

start_ts

std::int64_t fastmm::bt::BacktestResult::start_ts = 0

end_ts

std::int64_t fastmm::bt::BacktestResult::end_ts = 0

wall_seconds

double fastmm::bt::BacktestResult::wall_seconds = 0.0

slow_methods

std::vector<SlowMethodTiming> fastmm::bt::BacktestResult::slow_methods

Slow methods of a Python strategy (the Python package fills this in; empty otherwise).

treasury

BacktestTreasury fastmm::bt::BacktestResult::treasury

The pool treasuries; pools is 0 without one.