tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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Here is a list of all variables with links to the classes they belong to:
- a -
annual_return :
tzu::BuyAndHoldMetrics
,
tzu::PerformanceMetrics
- c -
cash_left :
tzu::BuyAndHoldMetrics
close :
tzu::Ohlcv
close_price :
tzu::Trade
close_time :
tzu::Trade
closed :
tzu::Trade
- f -
final_value :
tzu::BuyAndHoldMetrics
- h -
has_annual_return :
tzu::BuyAndHoldMetrics
,
tzu::PerformanceMetrics
high :
tzu::Ohlcv
histogram :
tzu::MACDResult
- l -
low :
tzu::Ohlcv
- m -
macd :
tzu::MACDResult
max_drawdown :
tzu::PerformanceMetrics
- o -
open :
tzu::Ohlcv
open_price :
tzu::Trade
open_time :
tzu::Trade
- p -
price :
tzu::Position
,
tzu::Signal
,
tzu::Tick
profit :
tzu::Trade
- q -
quantity :
tzu::BuyAndHoldMetrics
,
tzu::Position
,
tzu::Trade
- s -
sharpe_ratio :
tzu::PerformanceMetrics
side :
tzu::Signal
,
tzu::Tick
signal :
tzu::MACDResult
- t -
timestamp :
tzu::Ohlcv
,
tzu::Position
,
tzu::Signal
,
tzu::SingleValue
,
tzu::Tick
total_return :
tzu::BuyAndHoldMetrics
,
tzu::PerformanceMetrics
- v -
valid :
tzu::BuyAndHoldMetrics
value :
tzu::SingleValue
volume :
tzu::Ohlcv
,
tzu::Signal
,
tzu::Tick
- y -
years :
tzu::PerformanceMetrics
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