Crypto backtesting
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main.cxx File Reference
#include "core.h"
#include "ohlc.h"
#include "trade.h"
#include <algorithm>
#include <array>
#include <benchmark/benchmark.h>
#include <numeric>
Include dependency graph for main.cxx:

Go to the source code of this file.

Namespaces

namespace  anonymous_namespace{main.cxx}
namespace  fx
 Core routines that don't depend on any other fx routines.

Functions

void fx::BM_is_entry (benchmark::State &state)
void fx::BM_is_entry2 (benchmark::State &state)
void fx::BM_to_exit (benchmark::State &state)
void fx::BM_to_exit2 (benchmark::State &state)
void fx::BM_to_vwap (benchmark::State &state)
void fx::BM_to_vwap2 (benchmark::State &state)
void fx::BM_to_atr (benchmark::State &state)
void fx::BM_to_atr2 (benchmark::State &state)
void fx::BM_to_atr3 (benchmark::State &state)
void fx::BM_is_recent_dip2 (benchmark::State &state)
void fx::BM_to_average_func (benchmark::State &state)
void fx::BM_to_average_func2 (benchmark::State &state)
void fx::BM_to_average_volume (benchmark::State &state)
void fx::BM_to_average_volume2 (benchmark::State &state)
 fx::BENCHMARK (BM_is_entry)
 fx::BENCHMARK (BM_is_entry2)
 fx::BENCHMARK (BM_to_exit)
 fx::BENCHMARK (BM_to_exit2)
 fx::BENCHMARK (BM_to_vwap)
 fx::BENCHMARK (BM_to_vwap2)
 fx::BENCHMARK (BM_is_recent_dip2)
 fx::BENCHMARK (BM_to_atr)
 fx::BENCHMARK (BM_to_atr2)
 fx::BENCHMARK (BM_to_atr3)
 fx::BENCHMARK (BM_to_average_func)
 fx::BENCHMARK (BM_to_average_func2)
 fx::BENCHMARK (BM_to_average_volume)
 fx::BENCHMARK (BM_to_average_volume2)
void fx::BM_to_size (benchmark::State &state)
void fx::BM_to_first (benchmark::State &state)
void fx::BM_to_last (benchmark::State &state)
void fx::BM_to_sum (benchmark::State &state)
void fx::BM_to_sum2 (benchmark::State &state)
void fx::BM_to_spot (benchmark::State &state)
void fx::BM_identity (benchmark::State &state)
void fx::BM_identity2 (benchmark::State &state)
void fx::BM_to_profit (benchmark::State &state)
 fx::BENCHMARK (BM_to_size)
 fx::BENCHMARK (BM_to_first)
 fx::BENCHMARK (BM_to_last)
 fx::BENCHMARK (BM_to_sum)
 fx::BENCHMARK (BM_to_sum2)
 fx::BENCHMARK (BM_to_spot)
 fx::BENCHMARK (BM_identity)
 fx::BENCHMARK (BM_identity2)
 fx::BENCHMARK (BM_to_profit)
void fx::BM_to_time (benchmark::State &state)
void fx::BM_to_open (benchmark::State &state)
void fx::BM_to_high (benchmark::State &state)
void fx::BM_to_low (benchmark::State &state)
void fx::BM_to_close (benchmark::State &state)
void fx::BM_to_volume (benchmark::State &state)
 fx::BENCHMARK (BM_to_time)
 fx::BENCHMARK (BM_to_open)
 fx::BENCHMARK (BM_to_high)
 fx::BENCHMARK (BM_to_low)
 fx::BENCHMARK (BM_to_close)
 fx::BENCHMARK (BM_to_volume)
int main (int argc, char **argv)

Variables

const std::vector< std::vector< double > > anonymous_namespace{main.cxx}::xs
 An example of a full set of price data.
constexpr auto anonymous_namespace{main.cxx}::xs2 = std::array{1, 2, 3, 4, 5, 6}
 A single row of price data.
constexpr auto anonymous_namespace{main.cxx}::xs3
 A single column of price data.

Function Documentation

◆ main()

int main ( int argc,
char ** argv )

Definition at line 230 of file main.cxx.

230 {
231 ::benchmark::Initialize(&argc, argv);
232 ::benchmark::RunSpecifiedBenchmarks();
233}