pineforge::metrics::EquityRatioResult Struct Reference

#include <metrics_fold.hpp>

Public Member Functions
bool	matches (const EquityFoldSnapshot &first) const

Data Fields
EquityFoldSnapshot	expected
EquityFoldSnapshot	replayed
double	sharpe_monthly = fold_detail::nan
double	sortino_monthly = fold_detail::nan
double	sharpe_bar = fold_detail::nan
double	sortino_bar = fold_detail::nan
const char *	nonfinite_field = nullptr
bool	complete = false

Detailed Description

Definition at line 228 of file metrics_fold.hpp.

Member Function Documentation

matches()

bool pineforge::metrics::EquityRatioResult::matches ( const EquityFoldSnapshot & first ) const

inline

Definition at line 234 of file metrics_fold.hpp.

References complete, expected, and replayed.

Referenced by pineforge::engine_script_run_v19::BacktestEngine::install_equity_ratio_result().

Field Documentation

expected

EquityFoldSnapshot pineforge::metrics::EquityRatioResult::expected

Definition at line 229 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish(), and matches().

replayed

EquityFoldSnapshot pineforge::metrics::EquityRatioResult::replayed

Definition at line 229 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish(), and matches().

sharpe_monthly

double pineforge::metrics::EquityRatioResult::sharpe_monthly = fold_detail::nan

Definition at line 230 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish().

sortino_monthly

double pineforge::metrics::EquityRatioResult::sortino_monthly = fold_detail::nan

Definition at line 230 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish().

sharpe_bar

double pineforge::metrics::EquityRatioResult::sharpe_bar = fold_detail::nan

Definition at line 231 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish().

sortino_bar

double pineforge::metrics::EquityRatioResult::sortino_bar = fold_detail::nan

Definition at line 231 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish().

nonfinite_field

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

Definition at line 232 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish().

complete

bool pineforge::metrics::EquityRatioResult::complete = false

Definition at line 233 of file metrics_fold.hpp.

Referenced by pineforge::metrics::EquityMetricsSecondPass::finish(), and matches().

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

• metrics_fold.hpp