tzu::PortfolioStats Class Reference

#include <stats.h>

Public Member Functions
void	initialize (int64_t timestamp, double cash, double price)
bool	is_initialized () const
void	record_equity (int64_t timestamp, double total_value, double price)
void	record_trade_open (int64_t timestamp, double quantity, double price)
void	record_trade_close (int64_t timestamp, double quantity, double open_price, double close_price, double profit, bool is_stop_loss, bool is_take_profit)
void	increment_trades ()
void	add_costs (double cost)
uint16_t	get_num_wins () const
uint16_t	get_num_losses () const
double	get_win_rate () const
void	print_summary (std::ostream &os, double curr_cash, double holdings, double qty, double total_value) const

Member Function Documentation

add_costs()

void tzu::PortfolioStats::add_costs ( double cost )

inline

get_num_losses()

uint16_t tzu::PortfolioStats::get_num_losses ( ) const

inline

get_num_wins()

uint16_t tzu::PortfolioStats::get_num_wins ( ) const

inline

get_win_rate()

double tzu::PortfolioStats::get_win_rate ( ) const

inline

increment_trades()

void tzu::PortfolioStats::increment_trades ( )

inline

initialize()

void tzu::PortfolioStats::initialize ( int64_t timestamp, double cash, double price )

inline

is_initialized()

bool tzu::PortfolioStats::is_initialized ( ) const

inline

print_summary()

void tzu::PortfolioStats::print_summary ( std::ostream & os, double curr_cash, double holdings, double qty, double total_value ) const

inline

record_equity()

void tzu::PortfolioStats::record_equity ( int64_t timestamp, double total_value, double price )

inline

record_trade_close()

void tzu::PortfolioStats::record_trade_close ( int64_t timestamp, double quantity, double open_price, double close_price, double profit, bool is_stop_loss, bool is_take_profit )

inline

record_trade_open()

void tzu::PortfolioStats::record_trade_open ( int64_t timestamp, double quantity, double price )

inline

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

• include/tzu/stats.h