qkt/com.qkt.marketdata/CsvTickFeed

CsvTickFeed

class CsvTickFeed(path: Path) : TickFeed

Streams ticks from a CSV file at path. Transparently handles .gz compression.

Header is auto-detected (timestamp / symbol / price columns). Throws on malformed rows or non-monotonic timestamps — bad data should fail loud, not silently corrupt the backtest.

Constructors

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constructor(path: Path)

Types

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object Companion

Functions

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open override fun close()

Releases underlying resources. Default no-op; live feeds override.

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open override fun next(): Tick?

Returns the next tick, or null if the feed is exhausted.