fastmm::bt::SyntheticSourceConfig Struct Reference

#include <fastmm/backtest/synthetic_source.hpp>

Public Attributes
sim::MarketGeneratorParams	generator {}
sim::MdAggregatorConfig	md {}
std::uint64_t	seed = 42
InstrumentId	instrument {0}
VenueId	venue {0}
Timestamp	start {seconds(1'700'000'000).ns}
Duration	duration = seconds(60)
int	seed_levels = 20

Member Data Documentation

generator

sim::MarketGeneratorParams fastmm::bt::SyntheticSourceConfig::generator {}

md

sim::MdAggregatorConfig fastmm::bt::SyntheticSourceConfig::md {}

seed

std::uint64_t fastmm::bt::SyntheticSourceConfig::seed = 42

instrument

InstrumentId fastmm::bt::SyntheticSourceConfig::instrument {0}

venue

VenueId fastmm::bt::SyntheticSourceConfig::venue {0}

start

Timestamp fastmm::bt::SyntheticSourceConfig::start {seconds(1'700'000'000).ns}

duration

Duration fastmm::bt::SyntheticSourceConfig::duration = seconds(60)

seed_levels

int fastmm::bt::SyntheticSourceConfig::seed_levels = 20