tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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tzu::PortfolioStats Member List

This is the complete list of members for tzu::PortfolioStats, including all inherited members.

add_costs(double cost)tzu::PortfolioStatsinline
get_num_losses() consttzu::PortfolioStatsinline
get_num_wins() consttzu::PortfolioStatsinline
get_win_rate() consttzu::PortfolioStatsinline
increment_trades()tzu::PortfolioStatsinline
initialize(int64_t timestamp, double cash, double price)tzu::PortfolioStatsinline
is_initialized() consttzu::PortfolioStatsinline
print_summary(std::ostream &os, double curr_cash, double holdings, double qty, double total_value) consttzu::PortfolioStatsinline
record_equity(int64_t timestamp, double total_value, double price)tzu::PortfolioStatsinline
record_trade_close(int64_t timestamp, double quantity, double open_price, double close_price, double profit, bool is_stop_loss, bool is_take_profit)tzu::PortfolioStatsinline
record_trade_open(int64_t timestamp, double quantity, double price)tzu::PortfolioStatsinline