Backtest report filled by run_backtest / run_backtest_full. More...

#include <pineforge.h>

Data Fields
int	total_trades
	Closed-trade count (== trades_len).

pf_trade_t *	trades
	Heap array of closed trades.

int	trades_len
	Length of trades.

double	net_profit
	Sum of all closed-trade PnL.

int64_t	input_bars_processed
	Source-feed bars consumed.

int64_t	script_bars_processed
	Script-timeframe bars evaluated.

int64_t	security_feeds_total
	Total higher-TF feed bars across all security sites.

int64_t	security_complete_total
	Total complete-bar evals across all security sites.

int64_t	security_partial_total
	Total partial-bar evals across all security sites.

int64_t	magnifier_sub_bars_total
	Sub-bars synthesized by the magnifier.

int64_t	magnifier_sample_ticks_total
	Sample ticks visited by the magnifier.

int	input_tf_seconds
	Detected/configured input timeframe (seconds).

int	script_tf_seconds
	Script timeframe (seconds).

int	script_tf_ratio
	script_tf_seconds / input_tf_seconds.

int	needs_aggregation
	1 if input → script TF aggregation was performed.

int	bar_magnifier_enabled
	1 if magnifier was active for this run.

pf_security_diag_t *	security_diag
	One entry per request.security site.

int	security_diag_len
	Length of security_diag.

pf_trace_entry_t *	trace
	Per-bar trace records (empty unless tracing enabled).

int	trace_len
	Length of trace.

const char **	trace_names
	Names indexed by pf_trace_entry_t::name_id.

int	trace_names_len
	Length of trace_names.

Detailed Description

Backtest report filled by run_backtest / run_backtest_full.

Layout-compatible with internal pineforge::ReportC.

Ownership and lifetime

The struct itself is caller-owned (typically stack). The embedded arrays (trades, security_diag, trace, trace_names) are heap-allocated by the runtime; the caller must invoke report_free exactly once on each filled report. trace_names string pointers remain owned by the strategy handle until strategy_free.

Definition at line 153 of file pineforge.h.

Field Documentation

◆ total_trades

int pf_report_t::total_trades

Closed-trade count (== trades_len).

Definition at line 155 of file pineforge.h.

◆ trades

pf_trade_t* pf_report_t::trades

Heap array of closed trades.

Definition at line 156 of file pineforge.h.

◆ trades_len

int pf_report_t::trades_len

Length of trades.

Definition at line 157 of file pineforge.h.

◆ net_profit

double pf_report_t::net_profit

Sum of all closed-trade PnL.

Definition at line 158 of file pineforge.h.

◆ input_bars_processed

int64_t pf_report_t::input_bars_processed

Source-feed bars consumed.

Definition at line 161 of file pineforge.h.

◆ script_bars_processed

int64_t pf_report_t::script_bars_processed

Script-timeframe bars evaluated.

Definition at line 162 of file pineforge.h.

◆ security_feeds_total

int64_t pf_report_t::security_feeds_total

Total higher-TF feed bars across all security sites.

Definition at line 165 of file pineforge.h.

◆ security_complete_total

int64_t pf_report_t::security_complete_total

Total complete-bar evals across all security sites.

Definition at line 166 of file pineforge.h.

◆ security_partial_total

int64_t pf_report_t::security_partial_total

Total partial-bar evals across all security sites.

Definition at line 167 of file pineforge.h.

◆ magnifier_sub_bars_total

int64_t pf_report_t::magnifier_sub_bars_total

Sub-bars synthesized by the magnifier.

Definition at line 170 of file pineforge.h.

◆ magnifier_sample_ticks_total

int64_t pf_report_t::magnifier_sample_ticks_total

Sample ticks visited by the magnifier.

Definition at line 171 of file pineforge.h.

◆ input_tf_seconds

int pf_report_t::input_tf_seconds

Detected/configured input timeframe (seconds).

Definition at line 174 of file pineforge.h.

◆ script_tf_seconds

int pf_report_t::script_tf_seconds

Script timeframe (seconds).

Definition at line 175 of file pineforge.h.

◆ script_tf_ratio

int pf_report_t::script_tf_ratio

script_tf_seconds / input_tf_seconds.

Definition at line 176 of file pineforge.h.

◆ needs_aggregation

int pf_report_t::needs_aggregation

1 if input → script TF aggregation was performed.

Definition at line 177 of file pineforge.h.

◆ bar_magnifier_enabled

int pf_report_t::bar_magnifier_enabled

1 if magnifier was active for this run.

Definition at line 178 of file pineforge.h.

◆ security_diag

pf_security_diag_t* pf_report_t::security_diag

One entry per request.security site.

Definition at line 181 of file pineforge.h.

◆ security_diag_len

int pf_report_t::security_diag_len

Length of security_diag.

Definition at line 182 of file pineforge.h.

◆ trace

pf_trace_entry_t* pf_report_t::trace

Per-bar trace records (empty unless tracing enabled).

Definition at line 185 of file pineforge.h.

◆ trace_len

int pf_report_t::trace_len

Length of trace.

Definition at line 186 of file pineforge.h.

◆ trace_names

const char** pf_report_t::trace_names

Names indexed by pf_trace_entry_t::name_id.

Definition at line 187 of file pineforge.h.

◆ trace_names_len

int pf_report_t::trace_names_len

Length of trace_names.

Definition at line 188 of file pineforge.h.

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

pineforge.h

Data Fields