Namespaces
namespace	fold_detail

Data Structures
class	ArrayCurve
	Array point source, the first source of 3.3:535-543. More...

struct	EquityFoldSnapshot

struct	EquityMetricInputs

class	EquityMetricsFold

class	EquityMetricsSecondPass

struct	EquityRatioResult

struct	EquityReturnSummary

struct	MetricsExtentPlanV1

struct	MetricsExtentReceiptV1

struct	MetricsExtentV1

struct	MetricsMonthlyResultV1

struct	MetricsRatioCurveV1

struct	MetricsRatioTraceSinkV1

struct	MetricsRatioTraceV1

struct	MetricsStopBoundaryV1

struct	MetricsStreamingConfigV1

struct	MetricsStreamingResultV1

struct	ScratchCurveReader
	Minimal read boundary for the private binary curve (DESIGN 3.8). More...

struct	ScratchCurveRegion
	A region of the engine-private scratch file (3.8:902-909). More...

class	SpillCurve
	Scratch point source (3.3:535-546; 3.8:904-909). More...

class	StreamingEquityRatiosV1

class	TradeStatsAccumulator
	Report-only O(1) trade fold (DESIGN 3.3:515-533,547-553). More...

Typedefs
using	MetricsNeedMaskV1 = std::uint64_t

using	MetricsRatioTraceCallbackV1 = void ()(void, const MetricsRatioTraceV1&)

Enumerations
enum class	TradeFilter { ALL , LONG , SHORT }

enum class	MetricsStreamingStatusV1 : std::int32_t { Ok = 0 , NotImplemented = -1 , InvalidArgument = -2 , Busy = -3 }

enum class	StreamingSharpeV1 : std::uint32_t { Off = 0 , On = 1 }

enum class	MetricsRatioRouteV1 : std::uint32_t { Unavailable = 0 , Streaming = 1 , LegacyActualCurve = 2 , LegacyRerun = 3 }

enum class	MetricsExtentWitnessV1 : std::uint32_t { NotEvaluated = 0 , Match = 1 , Mismatch = 2 }

enum class	MetricsRouteReasonV1 : std::uint32_t { None = 0 , SharpeSwitchOff = 1 , ReturnsNeeded = 2 , CurveNeeded = 3 , PlainNo = 4 , NoExtentProof = 5 , NoRecoveryProof = 6 , NumericGuard = 7 , ExtentMismatch = 8 , LiveSnapshot = 9 , ExistingFailure = 10 , OrderedReplay = 11 , ScratchUnavailable = 12 }

enum class	MetricsStopBoundaryKindV1 : std::uint32_t { None = 0 , CompletedMark = 1 , IntraBar = 2 , MarginCallback = 3 }

Functions
pf_trade_stats_t	compute_trade_stats (const TradeC *trades, int n, TradeFilter filter, double initial_capital)

pf_equity_stats_t	compute_equity_stats (const pf_equity_point_t *curve, int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, int64_t bars_in_market, double net_profit)

pf_equity_stats_t	compute_equity_stats (const pf_equity_point_t *curve, int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, int64_t bars_in_market, double net_profit, int64_t observation_count)

std::int64_t	equity_month_key (std::int64_t time_ms, const std::string &chart_timezone)

bool	monthly_replay_time_supported_v1 (std::int64_t time_ms)

MetricsStreamingStatusV1	make_streaming_equity_ratios_v1 (const MetricsStreamingConfigV1 &, const MetricsExtentPlanV1 &, MetricsRatioTraceSinkV1, std::unique_ptr< StreamingEquityRatiosV1 > &)

MetricsStreamingStatusV1	enable_streaming_monthly_replay_v1 (StreamingEquityRatiosV1 &)

MetricsStreamingStatusV1	streaming_monthly_result_v1 (const StreamingEquityRatiosV1 &, MetricsMonthlyResultV1 &)

pf_equity_stats_t	finalize_equity_metrics (const EquityFoldSnapshot &first, const EquityMetricInputs &inputs, const EquityRatioResult *ratios=nullptr)

pf_metrics_t	finalize_metrics (const EquityFoldSnapshot &first, const EquityMetricInputs &inputs, const pf_trade_stats_t &all, const pf_trade_stats_t &longs, const pf_trade_stats_t &shorts, const EquityRatioResult *ratios=nullptr)

	PF_STATIC_ASSERT (sizeof(pf_equity_point_t)==24)

	PF_STATIC_ASSERT (offsetof(pf_equity_point_t, time_ms)==0)

	PF_STATIC_ASSERT (offsetof(pf_equity_point_t, equity)==8)

	PF_STATIC_ASSERT (offsetof(pf_equity_point_t, open_profit)==16)

template<class PointSource>
pf_equity_stats_t	compute_equity_stats (const PointSource &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit)
	Equity computation over the structural point-source interface above (3.3:531-546).

template<class PointSource>
pf_equity_stats_t	compute_equity_stats (const PointSource &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit, std::int64_t observation_count)
	Selected source has the final presented anchor and M window points: n=M+1, observation_count=M (including M=0).

pf_equity_stats_t	compute_equity_stats (const report::EquityPointSourceV1 &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit)

pf_equity_stats_t	compute_equity_stats (const report::EquityPointSourceV1 &curve, std::int64_t n, double initial_capital, const std::string &chart_tz, double first_open, double last_close, std::int64_t bars_in_market, double net_profit, std::int64_t observation_count)

Variables
constexpr MetricsNeedMaskV1	kMetricsNeedSharpeBarV1 = 1ULL << 0

constexpr MetricsNeedMaskV1	kMetricsNeedSortinoBarV1 = 1ULL << 1

constexpr MetricsNeedMaskV1	kMetricsNeedMonthlyRatiosV1 = 1ULL << 2

constexpr MetricsNeedMaskV1	kMetricsNeedReturnsV1 = 1ULL << 3

constexpr MetricsNeedMaskV1	kMetricsNeedEquitySummaryV1 = 1ULL << 4

constexpr MetricsNeedMaskV1	kMetricsNeedTradeStatsV1 = 1ULL << 5

constexpr MetricsNeedMaskV1	kMetricsNeedCurveV1 = 1ULL << 6

constexpr MetricsNeedMaskV1	kMetricsNeedAllV1 = (1ULL << 7) - 1

constexpr std::size_t	kMetricsMonthEndLimitV1 = 4096

Typedef Documentation

◆ MetricsNeedMaskV1

using pineforge::metrics::MetricsNeedMaskV1 = std::uint64_t

Definition at line 47 of file metrics_fold.hpp.

◆ MetricsRatioTraceCallbackV1

using pineforge::metrics::MetricsRatioTraceCallbackV1 = void (*)(void*, const MetricsRatioTraceV1&)

Definition at line 179 of file metrics_fold.hpp.

Enumeration Type Documentation

◆ TradeFilter

enum class pineforge::metrics::TradeFilter

strong

Enumerator
ALL
LONG
SHORT

Definition at line 14 of file metrics.hpp.

◆ MetricsStreamingStatusV1

enum class pineforge::metrics::MetricsStreamingStatusV1 : std::int32_t

strong

Enumerator
Ok
NotImplemented
InvalidArgument
Busy

Definition at line 40 of file metrics_fold.hpp.

◆ StreamingSharpeV1

enum class pineforge::metrics::StreamingSharpeV1 : std::uint32_t

strong

Enumerator
Off
On

Definition at line 46 of file metrics_fold.hpp.

◆ MetricsRatioRouteV1

enum class pineforge::metrics::MetricsRatioRouteV1 : std::uint32_t

strong

Enumerator
Unavailable
Streaming
LegacyActualCurve
LegacyRerun

Definition at line 78 of file metrics_fold.hpp.

◆ MetricsExtentWitnessV1

enum class pineforge::metrics::MetricsExtentWitnessV1 : std::uint32_t

strong

Enumerator
NotEvaluated
Match
Mismatch

Definition at line 81 of file metrics_fold.hpp.

◆ MetricsRouteReasonV1

enum class pineforge::metrics::MetricsRouteReasonV1 : std::uint32_t

strong

Enumerator
None
SharpeSwitchOff
ReturnsNeeded
CurveNeeded
PlainNo
NoExtentProof
NoRecoveryProof
NumericGuard
ExtentMismatch
LiveSnapshot
ExistingFailure
OrderedReplay
ScratchUnavailable

Definition at line 84 of file metrics_fold.hpp.

◆ MetricsStopBoundaryKindV1

enum class pineforge::metrics::MetricsStopBoundaryKindV1 : std::uint32_t

strong

Enumerator
None
CompletedMark
IntraBar
MarginCallback

Definition at line 90 of file metrics_fold.hpp.

Function Documentation

◆ compute_trade_stats()

pf_trade_stats_t pineforge::metrics::compute_trade_stats	(	const TradeC *	trades,
		int	n,
		TradeFilter	filter,
		double	initial_capital )

◆ compute_equity_stats() [1/6]

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const pf_equity_point_t *	curve,
		int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		int64_t	bars_in_market,
		double	net_profit )

◆ compute_equity_stats() [2/6]

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const pf_equity_point_t *	curve,
		int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		int64_t	bars_in_market,
		double	net_profit,
		int64_t	observation_count )

◆ equity_month_key()

std::int64_t pineforge::metrics::equity_month_key	(	std::int64_t	time_ms,
		const std::string &	chart_timezone )

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

◆ monthly_replay_time_supported_v1()

bool pineforge::metrics::monthly_replay_time_supported_v1 ( std::int64_t time_ms )

inline

Definition at line 31 of file metrics_fold.hpp.

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

◆ make_streaming_equity_ratios_v1()

MetricsStreamingStatusV1 pineforge::metrics::make_streaming_equity_ratios_v1	(	const MetricsStreamingConfigV1 &	,
		const MetricsExtentPlanV1 &	,
		MetricsRatioTraceSinkV1	,
		std::unique_ptr< StreamingEquityRatiosV1 > &	)

◆ enable_streaming_monthly_replay_v1()

MetricsStreamingStatusV1 pineforge::metrics::enable_streaming_monthly_replay_v1 ( StreamingEquityRatiosV1 & )

◆ streaming_monthly_result_v1()

MetricsStreamingStatusV1 pineforge::metrics::streaming_monthly_result_v1	(	const StreamingEquityRatiosV1 &	,
		MetricsMonthlyResultV1 &	)

◆ finalize_equity_metrics()

pf_equity_stats_t pineforge::metrics::finalize_equity_metrics	(	const EquityFoldSnapshot &	first,
		const EquityMetricInputs &	inputs,
		const EquityRatioResult *	ratios = nullptr )

Referenced by finalize_metrics().

◆ finalize_metrics()

pf_metrics_t pineforge::metrics::finalize_metrics	(	const EquityFoldSnapshot &	first,
		const EquityMetricInputs &	inputs,
		const pf_trade_stats_t &	all,
		const pf_trade_stats_t &	longs,
		const pf_trade_stats_t &	shorts,
		const EquityRatioResult *	ratios = nullptr )

inline

Definition at line 567 of file metrics_fold.hpp.

References pf_metrics_t::all, and finalize_equity_metrics().

◆ PF_STATIC_ASSERT() [1/4]

pineforge::metrics::PF_STATIC_ASSERT ( sizeof(pf_equity_point_t) = =24 )

◆ PF_STATIC_ASSERT() [2/4]

pineforge::metrics::PF_STATIC_ASSERT ( offsetof(pf_equity_point_t, time_ms) = =0 )

◆ PF_STATIC_ASSERT() [3/4]

pineforge::metrics::PF_STATIC_ASSERT ( offsetof(pf_equity_point_t, equity) = =8 )

◆ PF_STATIC_ASSERT() [4/4]

pineforge::metrics::PF_STATIC_ASSERT ( offsetof(pf_equity_point_t, open_profit) = =16 )

◆ compute_equity_stats() [3/6]

template<class PointSource>

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const PointSource &	curve,
		std::int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		std::int64_t	bars_in_market,
		double	net_profit )

Equity computation over the structural point-source interface above (3.3:531-546).

Same parameters, guards and formulas as the array overload in metrics.hpp; only curve[i] goes through PointSource. n is the number of points to walk (within source.size()), not an observation denominator. Ordinary calls use observation_count=n; the second overload states it.

Five sequential walks, no growing vectors: drawdown/runup walk, generated month-end returns twice, generated per-bar returns twice. Pass 1 sums and counts; pass 2 accumulates variance/downside in today's exact order, with today's final-n/span risk-free rate. Do not change grouping/rounding or -ffp-contract=off (3.3:518-543). A non-UTC chart holds ONE ScopedTimezone for the whole fill-time walk, never a nested lock (3.3:545-546). These are template declarations, with no metric bodies/instantiations.

◆ compute_equity_stats() [4/6]

template<class PointSource>

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const PointSource &	curve,
		std::int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		std::int64_t	bars_in_market,
		double	net_profit,
		std::int64_t	observation_count )

Selected source has the final presented anchor and M window points: n=M+1, observation_count=M (including M=0).

The anchor is the first return's base, not a bar. Only time_in_market_pct uses the observation denominator, as the existing metrics.hpp overload documents (3.6:745-749,769-773). Metrics read the scratch curve at each report read; they do not consume it or change the engine's held point (3.2:499-509).

◆ compute_equity_stats() [5/6]

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const report::EquityPointSourceV1 &	curve,
		std::int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		std::int64_t	bars_in_market,
		double	net_profit )

◆ compute_equity_stats() [6/6]

pf_equity_stats_t pineforge::metrics::compute_equity_stats	(	const report::EquityPointSourceV1 &	curve,
		std::int64_t	n,
		double	initial_capital,
		const std::string &	chart_tz,
		double	first_open,
		double	last_close,
		std::int64_t	bars_in_market,
		double	net_profit,
		std::int64_t	observation_count )

Variable Documentation

◆ kMetricsNeedSharpeBarV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedSharpeBarV1 = 1ULL << 0

constexpr

Definition at line 48 of file metrics_fold.hpp.

◆ kMetricsNeedSortinoBarV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedSortinoBarV1 = 1ULL << 1

constexpr

Definition at line 49 of file metrics_fold.hpp.

◆ kMetricsNeedMonthlyRatiosV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedMonthlyRatiosV1 = 1ULL << 2

constexpr

Definition at line 50 of file metrics_fold.hpp.

◆ kMetricsNeedReturnsV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedReturnsV1 = 1ULL << 3

constexpr

Definition at line 51 of file metrics_fold.hpp.

◆ kMetricsNeedEquitySummaryV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedEquitySummaryV1 = 1ULL << 4

constexpr

Definition at line 52 of file metrics_fold.hpp.

◆ kMetricsNeedTradeStatsV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedTradeStatsV1 = 1ULL << 5

constexpr

Definition at line 53 of file metrics_fold.hpp.

◆ kMetricsNeedCurveV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedCurveV1 = 1ULL << 6

constexpr

Definition at line 54 of file metrics_fold.hpp.

◆ kMetricsNeedAllV1

MetricsNeedMaskV1 pineforge::metrics::kMetricsNeedAllV1 = (1ULL << 7) - 1

constexpr

Definition at line 55 of file metrics_fold.hpp.

◆ kMetricsMonthEndLimitV1

std::size_t pineforge::metrics::kMetricsMonthEndLimitV1 = 4096

constexpr

Definition at line 58 of file metrics_fold.hpp.

Namespaces

Data Structures

Typedefs

Enumerations

Functions

Variables

Typedef Documentation

◆ MetricsNeedMaskV1

◆ MetricsRatioTraceCallbackV1

Enumeration Type Documentation

◆ TradeFilter

◆ MetricsStreamingStatusV1

◆ StreamingSharpeV1

◆ MetricsRatioRouteV1

◆ MetricsExtentWitnessV1

◆ MetricsRouteReasonV1

◆ MetricsStopBoundaryKindV1

Function Documentation

◆ compute_trade_stats()

◆ compute_equity_stats() [1/6]

◆ compute_equity_stats() [2/6]

◆ equity_month_key()

◆ monthly_replay_time_supported_v1()

◆ make_streaming_equity_ratios_v1()

◆ enable_streaming_monthly_replay_v1()

◆ streaming_monthly_result_v1()

◆ finalize_equity_metrics()

◆ finalize_metrics()

◆ PF_STATIC_ASSERT() [1/4]

◆ PF_STATIC_ASSERT() [2/4]

◆ PF_STATIC_ASSERT() [3/4]

◆ PF_STATIC_ASSERT() [4/4]

◆ compute_equity_stats() [3/6]

◆ compute_equity_stats() [4/6]

◆ compute_equity_stats() [5/6]

◆ compute_equity_stats() [6/6]

Variable Documentation

◆ kMetricsNeedSharpeBarV1

◆ kMetricsNeedSortinoBarV1

◆ kMetricsNeedMonthlyRatiosV1

◆ kMetricsNeedReturnsV1

◆ kMetricsNeedEquitySummaryV1

◆ kMetricsNeedTradeStatsV1

◆ kMetricsNeedCurveV1

◆ kMetricsNeedAllV1

◆ kMetricsMonthEndLimitV1