ledger.hpp File Reference

The replay ledger: positions, cash and realized profit a backtest keeps, in exact decimals. More...

#include "../strategy/event.hpp"
#include "../strategy/portfolio.hpp"
#include "cost.hpp"
#include <algotradelib/core>
#include <optional>
#include <string_view>
#include <utility>
#include <vector>

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Classes
struct	algotradelib::backtest::BacktestTag
	The broker tag of a replay's order references (they reach no broker). More...
struct	algotradelib::backtest::Execution
	One execution a backtest produced, and what it cost. More...
class	algotradelib::backtest::ReplayLedger
	Positions, cash and realized profit, updated by each execution of a replay. More...

Namespaces
namespace	algotradelib
	The library: broker-neutral types (core), and the modules below.
namespace	algotradelib::backtest
	Replays a strategy over stored bars: fill and cost models, the replay ledger, and the report.

Detailed Description

The replay ledger: positions, cash and realized profit a backtest keeps, in exact decimals.

Definition in file ledger.hpp.