tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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Here is a list of all namespace functions with links to the namespace documentation for each function:
  • compute_buy_and_hold_metrics() : tzu
  • compute_max_drawdown() : tzu
  • compute_performance_metrics() : tzu
  • compute_returns() : tzu
  • compute_sharpe_ratio() : tzu
  • operator<<() : tzu
  • unixTimeToString() : tzu