runners.h File Reference

#include "portfolios.h"
#include "strategies.h"
#include "readers.h"

Go to the source code of this file.

Data Structures
struct	WU_Runner
	WU_Runner is a backtest runner that processes data from multiple readers, updates a strategy, and executes trades in a portfolio. More...

Macros
#define	wu_runner_exec(runner, verbose)

Functions
WU_Runner	wu_runner_new (WU_Portfolio portfolio, WU_Strategy strategy, WU_Reader readers[])
	Creates a new runner with multiple readers.
static WU_Runner	wu_runner_new_single (WU_Portfolio portfolio, WU_Strategy strategy, WU_Reader reader)
	Convenience function for single-input strategies.
void	wu_runner_free (WU_Runner runner)

Macro Definition Documentation

wu_runner_exec

#define wu_runner_exec	(		runner,
			verbose )

Value:

((runner)->run((runner), (verbose)))

Definition at line 40 of file runners.h.

Function Documentation

wu_runner_free()

void wu_runner_free

(

WU_Runner

runner

)

Definition at line 137 of file runner.c.

wu_runner_new()

WU_Runner wu_runner_new	(	WU_Portfolio	portfolio,
		WU_Strategy	strategy,
		WU_Reader	readers[] )

Creates a new runner with multiple readers.

Parameters

portfolio	The portfolio to execute trades in
strategy	The strategy to generate signals
readers	Array of readers (one per strategy input)

Returns

New runner instance, or NULL on validation failure

Validation performed:

• Number of readers determined from strategy->num_inputs
• Each reader's data type must be compatible with strategy's input_types

Memory is dynamically allocated based on strategy input requirements.

Definition at line 95 of file runner.c.

wu_runner_new_single()

WU_Runner wu_runner_new_single ( WU_Portfolio portfolio, WU_Strategy strategy, WU_Reader reader )

inlinestatic

Convenience function for single-input strategies.

Equivalent to wu_runner_new(portfolio, strategy, &reader, 1).

Definition at line 66 of file runners.h.