Trading.Backtest.Event (trading v0.1.0)

Event structure for backtesting engine.

Summary

Functions

Creates a new event.

Types

event_type()

@type event_type() :: :market_data | :signal | :order | :fill

t()

@type t() :: %Trading.Backtest.Event{
  data: map(),
  timestamp: integer(),
  type: event_type()
}

Functions

new(type, timestamp, data)

@spec new(event_type(), integer(), map()) :: t()

Creates a new event.