fastmm::bt::LiveAnalysisInstrument Struct Reference

#include <fastmm/backtest/live_analysis.hpp>

Public Attributes
std::string	symbol
std::uint64_t	fills = 0
std::uint64_t	maker_fills = 0
double	bought = 0.0
	base units
double	sold = 0.0
	base units
double	notional = 0.0
	quote currency

Member Data Documentation

symbol

std::string fastmm::bt::LiveAnalysisInstrument::symbol

fills

std::uint64_t fastmm::bt::LiveAnalysisInstrument::fills = 0

maker_fills

std::uint64_t fastmm::bt::LiveAnalysisInstrument::maker_fills = 0

bought

double fastmm::bt::LiveAnalysisInstrument::bought = 0.0

base units

sold

double fastmm::bt::LiveAnalysisInstrument::sold = 0.0

base units

notional

double fastmm::bt::LiveAnalysisInstrument::notional = 0.0

quote currency