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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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Open-High-Low-Close-Volume candlestick data. More...
#include <defs.h>
Public Member Functions | |
| Ohlcv (int64_t ts=0, double o=0.0, double h=0.0, double l=0.0, double c=0.0, double v=0.0) | |
| double | getFieldValue (OhlcvField field) const |
Public Attributes | |
| int64_t | timestamp |
| Unix timestamp for the candle. | |
| double | open |
| Opening price. | |
| double | high |
| Highest price during period. | |
| double | low |
| Lowest price during period. | |
| double | close |
| Closing price. | |
| double | volume |
| Trading volume during period. | |
Open-High-Low-Close-Volume candlestick data.
Represents aggregated trading data for a specific time period. This is the most common format for backtesting with candlestick charts.
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inline |
Default constructor initializes all fields to zero.
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inline |
Retrieves the value of the specified OHLCV field.
| double tzu::Ohlcv::close |
Closing price.
| double tzu::Ohlcv::high |
Highest price during period.
| double tzu::Ohlcv::low |
Lowest price during period.
| double tzu::Ohlcv::open |
Opening price.
| int64_t tzu::Ohlcv::timestamp |
Unix timestamp for the candle.
| double tzu::Ohlcv::volume |
Trading volume during period.