Provides a deterministic, in-memory simulation environment for time-series analysis and algorithmic evaluation.
auto engine = new Engine("data.csv"); engine.Refresh(1_000_000.0, Date(2023, 3, 1)); engine.IncrementDate(); auto buy = engine.PositionEntry("ASSET", 100.0); foreach (i; 0 .. 5) engine.IncrementDate(); auto sell = engine.PositionExit("ASSET", 100.0); double pnl = engine.GetBuffer().Level("Cash") - 1_000_000.0;
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Provides a deterministic, in-memory simulation environment for time-series analysis and algorithmic evaluation.