Crypto backtesting
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backtest
backtest.h
Go to the documentation of this file.
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#pragma once
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#include <span>
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#include <string_view>
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#include <utility>
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#include <vector>
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/// Summary of a trade: file, epoch, entry, exit, profit, duration
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using
trade_t
=
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std::tuple<std::string_view, size_t, double, double, double, size_t>;
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std::vector<trade_t>
to_summary
(std::span<const std::string_view>);
to_summary
std::vector< trade_t > to_summary(std::span< const std::string_view >)
Definition
backtest.cxx:10
trade_t
std::tuple< std::string_view, size_t, double, double, double, size_t > trade_t
Summary of a trade: file, epoch, entry, exit, profit, duration.
Definition
backtest.h:9
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