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Add full native REAL_TICKS broker tick streaming and replay engine

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This commit is contained in:
Ethansi2947E
2026-10-28 03:57:47 +01:00
parent f3ba591aa9
commit 58382b41c5
2 changed files with 86 additions and 6 deletions
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core/include/interactive_tester.hpp
+9 -3
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@@ -120,13 +120,16 @@ public:
std::vector<MqlRates> bars_owned,
const SymbolSpec& symbol,
const TesterConfig& cfg,
std::vector<double> spread_series_owned = {}
std::vector<double> spread_series_owned = {},
std::vector<std::vector<MqlTick>> real_ticks_owned = {}
) {
bars_storage_ = std::move(bars_owned);
spread_storage_ = std::move(spread_series_owned);
real_ticks_storage_ = std::move(real_ticks_owned);
const double* ss_ptr = spread_storage_.empty() ? nullptr : spread_storage_.data();
const auto* rt_ptr = real_ticks_storage_.empty() ? nullptr : &real_ticks_storage_;
return init(strategy, bars_storage_.data(), static_cast<int32_t>(bars_storage_.size()),
symbol, cfg, ss_ptr, nullptr);
symbol, cfg, ss_ptr, rt_ptr);
}
bool init(
@@ -197,9 +200,11 @@ public:
}
int64_t bar_duration_ms = TickGenerator::infer_bar_duration_ms(bars, n);
if (cfg.tick_mode == TickMode::EVERY_TICK || cfg.tick_mode == TickMode::OHLC_M1) {
if (cfg.tick_mode == TickMode::EVERY_TICK || cfg.tick_mode == TickMode::OHLC_M1 || cfg.tick_mode == TickMode::REAL_TICKS) {
if (real_ticks && !real_ticks->empty()) {
tick_data_ptr_ = real_ticks;
} else if (cfg.tick_mode == TickMode::REAL_TICKS) {
throw std::runtime_error("TickMode::REAL_TICKS was specified, but no real tick data was provided.");
} else {
synth_ticks_ = TickGenerator::generate_all(
bars, spread_series, n, sym_.spread_val,
@@ -539,6 +544,7 @@ private:
TesterResult result_{};
std::vector<MqlRates> bars_storage_;
std::vector<double> spread_storage_;
std::vector<std::vector<MqlTick>> real_ticks_storage_;
int32_t current_bar_idx_ = 0;
int32_t current_tick_in_bar_ = 0;
int64_t last_swap_day_ = -1;