backtest Directory Reference

Directory dependency graph for backtest:

Files
	clock.hpp
	Bar-interval arithmetic and the replay clock.
	cost.hpp
	Trading costs for a backtest: commission (CommissionModel, CommissionPolicy), slippage (SlippageModel) and how a limit order's fill price is chosen (LimitFillPrice).
	engine.hpp
	The backtest engine: Backtester replays bars (and quotes) through the same Runner a live session uses.
	fill.hpp
	The backtest fill model: whether a queued order trades against the next bar, and at what price and cost.
	ledger.hpp
	The replay ledger: positions, cash and realized profit a backtest keeps, in exact decimals.
	report.hpp
	The backtest report: performance figures, costs, and every assumption and limitation of the run as a field (ReportCaveats).