symbol_feeds.hpp

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#pragma once
 
#include <pineforge/pineforge.h>
 
#include <cstdint>
#include <string>
#include <variant>
#include <vector>
 
namespace pineforge::hpo {
 
struct SymbolFact {
    std::string field;
    std::variant<std::string, double> value;
};
 
struct SymbolFeed {
    std::string timeframe;
    std::vector<pf_bar_t> bars;
    std::vector<std::int64_t> close_ms;
    std::string source_values_sha256;
};
 
struct SymbolData {
    std::string symbol;
    std::vector<SymbolFact> facts;
    std::vector<SymbolFeed> feeds;
};
 
using SymbolFeeds = std::vector<SymbolData>;
 
}