metrics_fold.hpp File Reference

#include <pineforge/pineforge.h>
#include <algorithm>
#include <cmath>
#include <cstddef>
#include <cstdint>
#include <cstring>
#include <limits>
#include <string>

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Data Structures
struct	pineforge::metrics::EquityReturnSummary
struct	pineforge::metrics::EquityFoldSnapshot
struct	pineforge::metrics::fold_detail::ReturnSequence
struct	pineforge::metrics::fold_detail::FirstPrefix
class	pineforge::metrics::EquityMetricsFold
struct	pineforge::metrics::EquityMetricInputs
struct	pineforge::metrics::EquityRatioResult
struct	pineforge::metrics::fold_detail::ReturnVariance
struct	pineforge::metrics::fold_detail::SecondPrefix
class	pineforge::metrics::EquityMetricsSecondPass

Namespaces
namespace	pineforge
namespace	pineforge::metrics
namespace	pineforge::metrics::fold_detail

Functions
int	pineforge::metrics::equity_month_key (std::int64_t time_ms, const std::string &chart_timezone)
double	pineforge::metrics::fold_detail::defer_nonfinite (double value, const char *field, const char *&first)
void	pineforge::metrics::fold_detail::witness_word (std::uint64_t &hash, std::uint64_t word)
void	pineforge::metrics::fold_detail::witness_double (std::uint64_t &hash, double value)
pf_equity_stats_t	pineforge::metrics::finalize_equity_metrics (const EquityFoldSnapshot &first, const EquityMetricInputs &inputs, const EquityRatioResult *ratios=nullptr)
pf_metrics_t	pineforge::metrics::finalize_metrics (const EquityFoldSnapshot &first, const EquityMetricInputs &inputs, const pf_trade_stats_t &all, const pf_trade_stats_t &longs, const pf_trade_stats_t &shorts, const EquityRatioResult *ratios=nullptr)

Variables
constexpr double	pineforge::metrics::fold_detail::nan = std::numeric_limits<double>::quiet_NaN()