magnifier.hpp File Reference

#include <vector>
#include "bar.hpp"

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Namespaces
namespace	pineforge

Enumerations
enum class	pineforge::MagnifierDistribution {   pineforge::UNIFORM ,   pineforge::COSINE ,   pineforge::TRIANGLE ,   pineforge::ENDPOINTS ,   pineforge::FRONT_LOADED ,   pineforge::BACK_LOADED }

Functions
double	pineforge::path_at (double t, double p0, double p1, double p2, double p3, double len0, double len1, double len2, double total)
	Maps parameter t in [0,1] to a price on the 3-segment path.
std::vector< double >	pineforge::sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS)
	Sample n_samples points along the OHLC price path of the bar.
void	pineforge::sample_price_path (const Bar &bar, int n_samples, MagnifierDistribution dist, std::vector< double > &out)
	Out-parameter overload of sample_price_path.
std::vector< double >	pineforge::sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples=2, int max_samples=64, MagnifierDistribution dist=MagnifierDistribution::ENDPOINTS)
	Sample n_samples points along the OHLC price path, weighting the sample density by the ratio of this bar's volume to a reference mean_volume.
void	pineforge::sample_price_path_volume_weighted (const Bar &bar, int base_samples, double mean_volume, int min_samples, int max_samples, MagnifierDistribution dist, std::vector< double > &out)
	Out-parameter overload of sample_price_path_volume_weighted.