pineforge::metrics::fold_detail::ReturnSequence Struct Reference

#include <metrics_fold.hpp>

Public Member Functions
template<class BarEmit, class MonthEmit>
void	fold (const pf_equity_point_t &point, int key, BarEmit bar, MonthEmit month)
template<class MonthEmit>
void	finish_month (MonthEmit month) const

Data Fields
bool	have_point = false
bool	have_previous_month = false
int	current_key = 0
double	previous_equity = 0.0
double	current_month_end = 0.0
double	previous_month_end = 0.0

Detailed Description

Definition at line 88 of file metrics_fold.hpp.

Member Function Documentation

fold()

template<class BarEmit, class MonthEmit>

void pineforge::metrics::fold_detail::ReturnSequence::fold ( const pf_equity_point_t & point, int key, BarEmit bar, MonthEmit month )

inline

Definition at line 96 of file metrics_fold.hpp.

References current_key, current_month_end, pf_equity_point_t::equity, finish_month(), have_point, have_previous_month, previous_equity, and previous_month_end.

finish_month()

template<class MonthEmit>

void pineforge::metrics::fold_detail::ReturnSequence::finish_month ( MonthEmit month ) const

inline

Definition at line 114 of file metrics_fold.hpp.

References current_month_end, have_previous_month, and previous_month_end.

Referenced by fold().

Field Documentation

have_point

bool pineforge::metrics::fold_detail::ReturnSequence::have_point = false

Definition at line 89 of file metrics_fold.hpp.

Referenced by fold().

have_previous_month

bool pineforge::metrics::fold_detail::ReturnSequence::have_previous_month = false

Definition at line 90 of file metrics_fold.hpp.

Referenced by finish_month(), and fold().

current_key

int pineforge::metrics::fold_detail::ReturnSequence::current_key = 0

Definition at line 91 of file metrics_fold.hpp.

Referenced by fold().

previous_equity

double pineforge::metrics::fold_detail::ReturnSequence::previous_equity = 0.0

Definition at line 92 of file metrics_fold.hpp.

Referenced by fold().

current_month_end

double pineforge::metrics::fold_detail::ReturnSequence::current_month_end = 0.0

Definition at line 93 of file metrics_fold.hpp.

Referenced by finish_month(), and fold().

previous_month_end

double pineforge::metrics::fold_detail::ReturnSequence::previous_month_end = 0.0

Definition at line 93 of file metrics_fold.hpp.

Referenced by finish_month(), and fold().

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

• metrics_fold.hpp