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PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
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#include <metrics_fold.hpp>
Public Member Functions | |
| void | fold (const pf_equity_point_t &point, int key, bool observation, bool exposed) |
Data Fields | |
| EquityFoldSnapshot | values |
| ReturnSequence | returns |
| double | peak = 0.0 |
| double | trough = 0.0 |
Definition at line 132 of file metrics_fold.hpp.
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inline |
Definition at line 137 of file metrics_fold.hpp.
References pineforge::metrics::fold_detail::defer_nonfinite(), pf_equity_point_t::equity, pineforge::metrics::fold_detail::nan, pf_equity_point_t::open_profit, peak, returns, pf_equity_point_t::time_ms, trough, values, pineforge::metrics::fold_detail::witness_double(), and pineforge::metrics::fold_detail::witness_word().
| EquityFoldSnapshot pineforge::metrics::fold_detail::FirstPrefix::values |
Definition at line 133 of file metrics_fold.hpp.
Referenced by fold().
| ReturnSequence pineforge::metrics::fold_detail::FirstPrefix::returns |
Definition at line 134 of file metrics_fold.hpp.
Referenced by fold().
| double pineforge::metrics::fold_detail::FirstPrefix::peak = 0.0 |
Definition at line 135 of file metrics_fold.hpp.
Referenced by fold().
| double pineforge::metrics::fold_detail::FirstPrefix::trough = 0.0 |
Definition at line 135 of file metrics_fold.hpp.
Referenced by fold().