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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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This is the complete list of members for tzu::PortfolioStats, including all inherited members.
| add_costs(double cost) | tzu::PortfolioStats | inline |
| get_num_losses() const | tzu::PortfolioStats | inline |
| get_num_wins() const | tzu::PortfolioStats | inline |
| get_win_rate() const | tzu::PortfolioStats | inline |
| increment_trades() | tzu::PortfolioStats | inline |
| initialize(int64_t timestamp, double cash, double price) | tzu::PortfolioStats | inline |
| is_initialized() const | tzu::PortfolioStats | inline |
| print_summary(std::ostream &os, double curr_cash, double holdings, double qty, double total_value) const | tzu::PortfolioStats | inline |
| record_equity(int64_t timestamp, double total_value, double price) | tzu::PortfolioStats | inline |
| 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::PortfolioStats | inline |
| record_trade_open(int64_t timestamp, double quantity, double price) | tzu::PortfolioStats | inline |