FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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fastmm::bt::JournalInfo Struct Reference

#include <fastmm/backtest/replay.hpp>

Public Attributes

bool complete = true
 The file was closed cleanly: it ends in a trailer and no block was discarded.
 
std::string strategy
 
std::uint32_t version = 0
 
std::uint64_t rng_seed = 0
 
std::uint64_t config_hash = 0
 
std::int64_t start_ts = 0
 
std::uint64_t messages = 0
 
std::uint64_t outbound_messages = 0
 > 0 == session journal, 0 == market data only
 
std::uint64_t dropped_outbound = 0
 of which the transport did not accept
 
std::uint64_t market_data_messages = 0
 
bool has_session = false
 v2 session settings below are valid
 
std::uint16_t session_epoch = 0
 
bool quoting_enabled = true
 
std::uint64_t replace_venues = 0
 
bool engine_time = false
 the events carry the engine clock
 
std::string config_toml
 embedded effective configuration (empty: none)
 
std::string strategy_meta
 key=value lines about the strategy (empty: none)
 

Member Data Documentation

◆ complete

bool fastmm::bt::JournalInfo::complete = true

The file was closed cleanly: it ends in a trailer and no block was discarded.

False means the writer died or ran out of space and the tail of the session is missing.

◆ strategy

std::string fastmm::bt::JournalInfo::strategy

◆ version

std::uint32_t fastmm::bt::JournalInfo::version = 0

◆ rng_seed

std::uint64_t fastmm::bt::JournalInfo::rng_seed = 0

◆ config_hash

std::uint64_t fastmm::bt::JournalInfo::config_hash = 0

◆ start_ts

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

◆ messages

std::uint64_t fastmm::bt::JournalInfo::messages = 0

◆ outbound_messages

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

> 0 == session journal, 0 == market data only

◆ dropped_outbound

std::uint64_t fastmm::bt::JournalInfo::dropped_outbound = 0

of which the transport did not accept

◆ market_data_messages

std::uint64_t fastmm::bt::JournalInfo::market_data_messages = 0

◆ has_session

bool fastmm::bt::JournalInfo::has_session = false

v2 session settings below are valid

◆ session_epoch

std::uint16_t fastmm::bt::JournalInfo::session_epoch = 0

◆ quoting_enabled

bool fastmm::bt::JournalInfo::quoting_enabled = true

◆ replace_venues

std::uint64_t fastmm::bt::JournalInfo::replace_venues = 0

◆ engine_time

bool fastmm::bt::JournalInfo::engine_time = false

the events carry the engine clock

◆ config_toml

std::string fastmm::bt::JournalInfo::config_toml

embedded effective configuration (empty: none)

◆ strategy_meta

std::string fastmm::bt::JournalInfo::strategy_meta

key=value lines about the strategy (empty: none)