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FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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#include <fastmm/backtest/replay.hpp>
Public Attributes | |
| std::string | strategy |
| empty -> the strategy recorded in the journal header | |
| bool | verify = true |
| compare every outbound message with the journal's Out* records | |
| bool | session_from_journal = true |
| Restore session epoch, quoting enabled, RNG seed and per-venue cancel-replace from a v2 header (a journal without them replays with the given configuration's values). | |
| bool | param_updates = true |
| Apply the journal's ParamUpdate records, their fields matched to the strategy's parameters by name (false: skip them and keep the configured parameters, a what-if run). | |
| bool | allow_incomplete = false |
| Replay a journal whose writer never closed it (no trailer) or whose last block is corrupt. | |
| std::string fastmm::bt::ReplayOptions::strategy |
empty -> the strategy recorded in the journal header
| bool fastmm::bt::ReplayOptions::verify = true |
compare every outbound message with the journal's Out* records
| bool fastmm::bt::ReplayOptions::session_from_journal = true |
Restore session epoch, quoting enabled, RNG seed and per-venue cancel-replace from a v2 header (a journal without them replays with the given configuration's values).
| bool fastmm::bt::ReplayOptions::param_updates = true |
Apply the journal's ParamUpdate records, their fields matched to the strategy's parameters by name (false: skip them and keep the configured parameters, a what-if run).
| bool fastmm::bt::ReplayOptions::allow_incomplete = false |
Replay a journal whose writer never closed it (no trailer) or whose last block is corrupt.
The events before the damage are intact, so a replay of them runs and the outbound comparison stops early; by default such a file is refused rather than compared against a stream that was cut off. fastmm-replay --allow-incomplete sets it and warns instead.