Crypto backtesting
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backtest.h
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1#pragma once
2
3#include <span>
4#include <string_view>
5#include <utility>
6#include <vector>
7
8/// Summary of a trade: file, epoch, entry, exit, profit, duration
9using trade_t =
10 std::tuple<std::string_view, size_t, double, double, double, size_t>;
11
12std::vector<trade_t> to_summary(std::span<const std::string_view>);
std::vector< trade_t > to_summary(std::span< const std::string_view >)
Definition backtest.cxx:10
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