defs.h File Reference

Core data structures and types for the tzutrader library. More...

#include <cstdint>
#include <cmath>
#include <ostream>

Go to the source code of this file.

Classes
struct	tzu::Signal
	Trading signal generated by a strategy. More...
struct	tzu::Ohlcv
	Open-High-Low-Close-Volume candlestick data. More...
struct	tzu::Tick
struct	tzu::SingleValue
struct	tzu::Position
struct	tzu::Trade
struct	tzu::PerformanceMetrics
struct	tzu::BuyAndHoldMetrics

Namespaces
namespace	tzu

Enumerations
enum class	tzu::Side { tzu::BUY , tzu::SELL , tzu::NONE }
	Trade direction enumeration. More...
enum class	tzu::OhlcvField {   tzu::OPEN , tzu::HIGH , tzu::LOW , tzu::CLOSE ,   tzu::VOLUME }
	Field selector for OHLCV data. More...
enum class	tzu::DataType { tzu::OHLCV , tzu::TICK , tzu::SINGLE_VALUE }
enum class	tzu::TimeInterval {   tzu::NANOSECONDS , tzu::MICROSECONDS , tzu::MILLISECONDS , tzu::SECONDS ,   tzu::MINUTES , tzu::HOURS , tzu::DAYS , tzu::WEEKS ,   tzu::MONTHS , tzu::YEARS }

Functions
std::ostream &	operator<< (std::ostream &os, const tzu::Signal &signal)

Detailed Description

Core data structures and types for the tzutrader library.

This header defines the fundamental data types used throughout the library, including market data structures (Ohlcv, Tick), trading signals, and enumeration types for trade direction.

These structures are designed to be lightweight and efficient for streaming data processing.

Function Documentation

operator<<()

std::ostream & operator<< ( std::ostream & os, const tzu::Signal & signal )

inline

Overload the output stream operator for the Signal struct to enable easy printing or streaming of signal information.