pineforge::metrics::EquityFoldSnapshot Struct Reference

#include <metrics_fold.hpp>

Public Member Functions
double	span_ms () const
double	span_years () const
bool	needs_second_pass () const
bool	same_input (const EquityFoldSnapshot &other) const

Data Fields
std::int64_t	point_count = 0
std::int64_t	observation_count = 0
std::int64_t	bars_in_market = 0
pf_equity_point_t	first {}
pf_equity_point_t	last {}
double	max_drawdown = 0.0
double	max_drawdown_pct = 0.0
double	max_runup = 0.0
double	max_runup_pct = 0.0
EquityReturnSummary	bar_returns
EquityReturnSummary	month_returns
std::uint64_t	point_witness = 1469598103934665603ULL
const char *	nonfinite_field = nullptr

Detailed Description

Definition at line 30 of file metrics_fold.hpp.

Member Function Documentation

span_ms()

double pineforge::metrics::EquityFoldSnapshot::span_ms ( ) const

inline

Definition at line 45 of file metrics_fold.hpp.

References first, and last.

Referenced by span_years().

span_years()

double pineforge::metrics::EquityFoldSnapshot::span_years ( ) const

inline

Definition at line 52 of file metrics_fold.hpp.

References span_ms().

Referenced by pineforge::metrics::EquityMetricsSecondPass::EquityMetricsSecondPass(), and needs_second_pass().

needs_second_pass()

bool pineforge::metrics::EquityFoldSnapshot::needs_second_pass ( ) const

inline

Definition at line 53 of file metrics_fold.hpp.

References bar_returns, month_returns, point_count, and span_years().

same_input()

bool pineforge::metrics::EquityFoldSnapshot::same_input ( const EquityFoldSnapshot & other ) const

inline

Definition at line 57 of file metrics_fold.hpp.

References bar_returns, bars_in_market, pineforge::metrics::EquityReturnSummary::count, first, last, month_returns, nonfinite_field, observation_count, point_count, point_witness, and pineforge::metrics::EquityReturnSummary::sum.

Field Documentation

point_count

std::int64_t pineforge::metrics::EquityFoldSnapshot::point_count = 0

Definition at line 31 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::EquityMetricsSecondPass(), needs_second_pass(), and same_input().

observation_count

std::int64_t pineforge::metrics::EquityFoldSnapshot::observation_count = 0

Definition at line 32 of file metrics_fold.hpp.

Referenced by same_input().

bars_in_market

std::int64_t pineforge::metrics::EquityFoldSnapshot::bars_in_market = 0

Definition at line 33 of file metrics_fold.hpp.

Referenced by same_input().

first

pf_equity_point_t pineforge::metrics::EquityFoldSnapshot::first {}

Definition at line 34 of file metrics_fold.hpp.

Referenced by same_input(), and span_ms().

last

pf_equity_point_t pineforge::metrics::EquityFoldSnapshot::last {}

Definition at line 35 of file metrics_fold.hpp.

Referenced by same_input(), and span_ms().

max_drawdown

double pineforge::metrics::EquityFoldSnapshot::max_drawdown = 0.0

Definition at line 36 of file metrics_fold.hpp.

max_drawdown_pct

double pineforge::metrics::EquityFoldSnapshot::max_drawdown_pct = 0.0

Definition at line 36 of file metrics_fold.hpp.

max_runup

double pineforge::metrics::EquityFoldSnapshot::max_runup = 0.0

Definition at line 37 of file metrics_fold.hpp.

max_runup_pct

double pineforge::metrics::EquityFoldSnapshot::max_runup_pct = 0.0

Definition at line 37 of file metrics_fold.hpp.

bar_returns

EquityReturnSummary pineforge::metrics::EquityFoldSnapshot::bar_returns

Definition at line 38 of file metrics_fold.hpp.

Referenced by needs_second_pass(), and same_input().

month_returns

EquityReturnSummary pineforge::metrics::EquityFoldSnapshot::month_returns

Definition at line 38 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::EquityMetricsSecondPass(), needs_second_pass(), and same_input().

point_witness

std::uint64_t pineforge::metrics::EquityFoldSnapshot::point_witness = 1469598103934665603ULL

Definition at line 40 of file metrics_fold.hpp.

Referenced by same_input().

nonfinite_field

const char* pineforge::metrics::EquityFoldSnapshot::nonfinite_field = nullptr

Definition at line 43 of file metrics_fold.hpp.

Referenced by same_input().

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The documentation for this struct was generated from the following file:

• metrics_fold.hpp