safepine_os.backtest

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;

Modules

algorithms
module safepine_os.backtest.algorithms
buffer
module safepine_os.backtest.buffer
engine
module safepine_os.backtest.engine
event_journal
module safepine_os.backtest.event_journal
json_exporters
module safepine_os.backtest.json_exporters
web
module safepine_os.backtest.web