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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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#include <defs.h>
Public Member Functions | |
| Position (int64_t ts=0, double q=0.0, double p=0.0) | |
Public Attributes | |
| int64_t | timestamp |
| double | quantity |
| double | price |
Represents a trading position, which includes the timestamp of the position, the quantity of the asset held, and the price at which the position was opened. This struct can be used to track open positions in a trading strategy.
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inline |
| double tzu::Position::price |
| double tzu::Position::quantity |
| int64_t tzu::Position::timestamp |