pineforge::metrics::EquityMetricsSecondPass Class Reference

#include <metrics_fold.hpp>

Public Member Functions
	EquityMetricsSecondPass (const EquityFoldSnapshot &first)
void	fold (const pf_equity_point_t &point, std::int64_t month_key, bool observation=true, bool exposed=false)
bool	replace_last (const pf_equity_point_t &point, std::int64_t month_key)
EquityRatioResult	finish () const

Detailed Description

Definition at line 509 of file metrics_fold.hpp.

Constructor & Destructor Documentation

EquityMetricsSecondPass()

pineforge::metrics::EquityMetricsSecondPass::EquityMetricsSecondPass ( const EquityFoldSnapshot & first )

inlineexplicit

Definition at line 511 of file metrics_fold.hpp.

References pineforge::metrics::EquityFoldSnapshot::month_returns, pineforge::metrics::EquityFoldSnapshot::point_count, and pineforge::metrics::EquityFoldSnapshot::span_years().

Member Function Documentation

fold()

void pineforge::metrics::EquityMetricsSecondPass::fold ( const pf_equity_point_t & point, std::int64_t month_key, bool observation = true, bool exposed = false )

inline

Definition at line 523 of file metrics_fold.hpp.

replace_last()

bool pineforge::metrics::EquityMetricsSecondPass::replace_last ( const pf_equity_point_t & point, std::int64_t month_key )

inline

Definition at line 529 of file metrics_fold.hpp.

finish()

EquityRatioResult pineforge::metrics::EquityMetricsSecondPass::finish ( ) const

inline

Definition at line 532 of file metrics_fold.hpp.

References pineforge::metrics::EquityRatioResult::complete, pineforge::metrics::EquityRatioResult::expected, pineforge::metrics::EquityRatioResult::nonfinite_field, pineforge::metrics::EquityRatioResult::replayed, pineforge::metrics::EquityRatioResult::sharpe_bar, pineforge::metrics::EquityRatioResult::sharpe_monthly, pineforge::metrics::EquityRatioResult::sortino_bar, and pineforge::metrics::EquityRatioResult::sortino_monthly.

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

• metrics_fold.hpp