fastmm::bt::EquityRows Struct Reference

#include <fastmm/backtest/result.hpp>

Public Member Functions
std::size_t	size () const noexcept
std::int64_t	equity (std::size_t i) const noexcept
void	reserve (std::size_t n)

Public Attributes
std::vector< std::int64_t >	ts
	bar end
std::vector< std::int64_t >	realized
	raw notional, all instruments
std::vector< std::int64_t >	unrealized
std::vector< std::int64_t >	fees
std::vector< std::int64_t >	position
	raw qty, net over all instruments
std::vector< std::int64_t >	mid
	raw price, instrument 0
std::vector< std::uint8_t >	quoted
	bit 0 bid resting, bit 1 ask resting (instrument 0)
std::vector< InstrumentEquityRows >	by_instrument
	indexed by instrument id

Member Function Documentation

size()

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

inlinenoexcept

equity()

std::int64_t fastmm::bt::EquityRows::equity ( std::size_t  i ) const

inlinenoexcept

reserve()

void fastmm::bt::EquityRows::reserve

(

std::size_t

n

)

Member Data Documentation

ts

std::vector<std::int64_t> fastmm::bt::EquityRows::ts

bar end

realized

std::vector<std::int64_t> fastmm::bt::EquityRows::realized

raw notional, all instruments

unrealized

std::vector<std::int64_t> fastmm::bt::EquityRows::unrealized

fees

std::vector<std::int64_t> fastmm::bt::EquityRows::fees

position

std::vector<std::int64_t> fastmm::bt::EquityRows::position

raw qty, net over all instruments

mid

std::vector<std::int64_t> fastmm::bt::EquityRows::mid

raw price, instrument 0

quoted

std::vector<std::uint8_t> fastmm::bt::EquityRows::quoted

bit 0 bid resting, bit 1 ask resting (instrument 0)

by_instrument

std::vector<InstrumentEquityRows> fastmm::bt::EquityRows::by_instrument

indexed by instrument id