Reimplemented Time Taken using new Backtester class

Engines/backtester.cpp

@@ -1,9 +1,13 @@
 #include "backtester.h"
 
+#include <chrono>
+
 Backtester::Backtester() {};
 
 void Backtester::run()
 {
+    std::chrono::steady_clock::time_point begin = std::chrono::steady_clock::now();
+
     Portfolio p = Portfolio(&dh);
     RiskHandler rh = RiskHandler(&dh, &p);
     Strategy s = Strategy(&dh, &rh);
@@ -17,6 +21,10 @@ void Backtester::run()
         };
     };
     m = Metrics(&p);
+    std::chrono::steady_clock::time_point end = std::chrono::steady_clock::now();
+
+    m.TIME_TAKEN = std::chrono::duration_cast<std::chrono::microseconds>(end - begin).count();
+
 }
 void Backtester::metrics(){
     m.display_metrics();

Metrics/metrics.cpp

@@ -117,7 +117,7 @@ void Metrics::printf_csv(std::string path, MoneyMatrixX matrix) {
 void Metrics::display_metrics() {
     VariadicTable<std::string, double> vt({"Metric", "Value"}, 10);
 
-    vt.addRow("Time Taken", 100);// TIME_TAKEN);
+    vt.addRow("Time Taken", TIME_TAKEN);
     vt.addRow("Sharpe Ratio", SHARPE_RATIO(252));
     vt.addRow("Total Return", TOTAL_RETURN);
     vt.addRow("Max DD", MAX_DRAWDOWN);

engine.cpp

@@ -1,57 +1,3 @@
-// #include "Portfolio/ticker.h"
-// #include "Portfolio/position.h"
-// #include "Portfolio/portfolio.h"
-// #include "utility.h"
-// #include "DataHandler/dh.h"
-// #include "Strategy/strategy.h"
-// #include "Metrics/metrics.h"
-
-// #include <chrono>
-
-// #include <Eigen/Dense>
-// #include <Eigen/Core>
-
-// #include <iostream>
-
-// using namespace std;
-
-
-// void engine() {
-//     std::chrono::steady_clock::time_point begin = std::chrono::steady_clock::now();
-
-//     DataHandler dh = DataHandler();
-//     Portfolio p = Portfolio(&dh);
-//     RiskHandler rh = RiskHandler(&dh, &p);
-//     Strategy strategy = Strategy(&dh, &rh);
-
-//     for(dh.current = dh.warmup_period; dh.current < dh.total_bars; dh.current++) {
-//         p.update_value();
-//         for (auto symbol : dh.symbols) {
-//             if (dh.symbol_data_locations[symbol][0] <= dh.current && dh.current < dh.symbol_data_locations[symbol][1]) {
-//                 strategy.on_data(symbol);
-//             };
-//         };
-//     };
-
-//     std::chrono::steady_clock::time_point end = std::chrono::steady_clock::now();
-
-//     Metrics m(&p);
-//     m.TIME_TAKEN = std::chrono::duration_cast<std::chrono::microseconds>(end - begin).count();
-
-//     // std::cout << Eigen::Matrix({m.EQUITY_CURVE, m.RETURNS});
-//     // std::cout << m.holdings;
-
-//     m.display_metrics();
-
-//     // std::cout << dh.symbol_data["GOOG"];
-//     // std::cout << dh.symbol_data["AAPL"];
-// }
-
-// int main() {
-//     engine();
-//     return 0;
-// }
-
 #include "Engines/backtester.h"
 
 int main() {