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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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#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 |
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).
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default |
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inline |
| double tzu::Tick::price = 0.0 |
| Side tzu::Tick::side = Side::NONE |
| int64_t tzu::Tick::timestamp |
| double tzu::Tick::volume = 0.0 |