PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
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metrics_stream.hpp File Reference
#include <pineforge/metrics.hpp>
#include <pineforge/report_pages.hpp>
#include <cstdint>
#include <memory>
Include dependency graph for metrics_stream.hpp:

Go to the source code of this file.

Data Structures

class  pineforge::metrics::TradeStatsAccumulator
 Report-only O(1) trade fold (DESIGN 3.3:515-533,547-553). More...
 
class  pineforge::metrics::ArrayCurve
 Array point source, the first source of 3.3:535-543. More...
 
struct  pineforge::metrics::ScratchCurveRegion
 A region of the engine-private scratch file (3.8:902-909). More...
 
class  pineforge::metrics::SpillCurve
 Scratch point source (3.3:535-546; 3.8:904-909). More...
 

Namespaces

namespace  pineforge
 
namespace  pineforge::detail
 
namespace  pineforge::metrics
 

Functions

 pineforge::metrics::PF_STATIC_ASSERT (sizeof(pf_equity_point_t)==24)
 
 pineforge::metrics::PF_STATIC_ASSERT (offsetof(pf_equity_point_t, time_ms)==0)
 
 pineforge::metrics::PF_STATIC_ASSERT (offsetof(pf_equity_point_t, equity)==8)
 
 pineforge::metrics::PF_STATIC_ASSERT (offsetof(pf_equity_point_t, open_profit)==16)
 
template<class PointSource>
pf_equity_stats_t pineforge::metrics::compute_equity_stats (const PointSource &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit)
 Equity computation over the structural point-source interface above (3.3:531-546).
 
template<class PointSource>
pf_equity_stats_t pineforge::metrics::compute_equity_stats (const PointSource &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit, std::int64_t observation_count)
 Selected source has the final presented anchor and M window points: n=M+1, observation_count=M (including M=0).
 
pf_equity_stats_t pineforge::metrics::compute_equity_stats (const report::EquityPointSourceV1 &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit)
 
pf_equity_stats_t pineforge::metrics::compute_equity_stats (const report::EquityPointSourceV1 &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit, std::int64_t observation_count)