Trading signal generated by a strategy. More...

#include <defs.h>

Public Member Functions
	Signal (int64_t ts=0, Side s=Side::NONE, double p=0.0, double v=1.0)
	Construct a new Signal object.

Public Attributes
int64_t	timestamp
	Unix timestamp when signal was generated.
Side	side
	Trade direction (BUY/SELL/NONE).
double	price
	Price at which to execute the trade.
double	volume
	Volume or size multiplier (default: 1.0).

Detailed Description

Trading signal generated by a strategy.

Represents a trading decision at a specific point in time. The timestamp represents a Unix timestamp (the scale - seconds, milliseconds, or microseconds - is determined by your data source).

Note: The volume field defaults to 1.0 and can be used for custom position sizing logic.

Constructor & Destructor Documentation

◆ Signal()

tzu::Signal::Signal	(	int64_t	ts = 0,
		Side	s = Side::NONE,
		double	p = 0.0,
		double	v = 1.0 )

inline

Construct a new Signal object.

Parameters

ts	Timestamp (Unix time)
s	Trade side (BUY/SELL/NONE)
p	Price
v	Volume multiplier

Member Data Documentation

◆ price

double tzu::Signal::price

Price at which to execute the trade.

◆ side

Side tzu::Signal::side

Trade direction (BUY/SELL/NONE).

◆ timestamp

int64_t tzu::Signal::timestamp

Unix timestamp when signal was generated.

◆ volume

double tzu::Signal::volume

Volume or size multiplier (default: 1.0).

The documentation for this struct was generated from the following file:

include/tzu/defs.h

Public Member Functions

Public Attributes