metrics.hpp

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#pragma once
// Pure metric computations over closed-trade arrays and equity curves.
// No BacktestEngine dependency: unit-testable standalone, called by
// fill_report. Conventions (NaN rules, positive-magnitude losses, even-
// trade handling) are documented per-field in <pineforge/pineforge.h>.
// pineforge.h MUST precede engine.hpp (PINEFORGE_NO_STRATEGY_DECLS; see engine.hpp).
#include <pineforge/pineforge.h>
#include <pineforge/engine.hpp>   // TradeC
#include <string>
 
namespace pineforge {
namespace metrics {
 
enum class TradeFilter { ALL, LONG, SHORT };
 
pf_trade_stats_t compute_trade_stats(const TradeC* trades, int n,
                                     TradeFilter filter, double initial_capital);
 
// Acquires the global timezone lock (tz_util::ScopedTimezone) when chart_tz
// is non-UTC; MUST NOT be called while already holding a ScopedTimezone
// (non-recursive mutex -- deadlock). See src/timezone.hpp.
pf_equity_stats_t compute_equity_stats(const pf_equity_point_t* curve, int64_t n,
                                       double initial_capital,
                                       const std::string& chart_tz,
                                       double first_open, double last_close,
                                       int64_t bars_in_market, double net_profit);
 
}  // namespace metrics
}  // namespace pineforge