pineforge::metrics Namespace Reference

Enumerations
enum class	TradeFilter {   ALL ,   LONG ,   SHORT }

Functions
pf_trade_stats_t	compute_trade_stats (const TradeC *trades, int n, TradeFilter filter, double initial_capital)
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)

Enumeration Type Documentation

TradeFilter

enum class pineforge::metrics::TradeFilter

strong

Enumerator
ALL
LONG
SHORT

Definition at line 14 of file metrics.hpp.

Function Documentation

compute_trade_stats()

pf_trade_stats_t pineforge::metrics::compute_trade_stats	(	const TradeC *	trades,
		int	n,
		TradeFilter	filter,
		double	initial_capital )

compute_equity_stats()

pf_equity_stats_t pineforge::metrics::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 )