tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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tzu::Tick Struct Reference

#include <defs.h>

Public Member Functions

 Tick ()=default
 Tick (int64_t ts, double p, double v, Side s)

Public Attributes

int64_t timestamp
double price = 0.0
double volume = 0.0
Side side = Side::NONE

Detailed Description

Represents a single tick data point, which includes the timestamp, price, volume, and side of the trade. The side field indicates whether the trade was a buy or sell, or if it is not specified (NONE).

Constructor & Destructor Documentation

◆ Tick() [1/2]

tzu::Tick::Tick ( )
default

◆ Tick() [2/2]

tzu::Tick::Tick ( int64_t ts,
double p,
double v,
Side s )
inline

Member Data Documentation

◆ price

double tzu::Tick::price = 0.0

◆ side

Side tzu::Tick::side = Side::NONE

◆ timestamp

int64_t tzu::Tick::timestamp

◆ volume

double tzu::Tick::volume = 0.0

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