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tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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#include <defs.h>
Public Attributes | |
| double | quantity = 0.0 |
| double | cash_left = 0.0 |
| double | final_value = 0.0 |
| double | total_return = 0.0 |
| double | annual_return = 0.0 |
| bool | has_annual_return = false |
| bool | valid = false |
Buy-and-hold benchmark metrics for comparison.
| double tzu::BuyAndHoldMetrics::annual_return = 0.0 |
| double tzu::BuyAndHoldMetrics::cash_left = 0.0 |
| double tzu::BuyAndHoldMetrics::final_value = 0.0 |
| bool tzu::BuyAndHoldMetrics::has_annual_return = false |
| double tzu::BuyAndHoldMetrics::quantity = 0.0 |
| double tzu::BuyAndHoldMetrics::total_return = 0.0 |
| bool tzu::BuyAndHoldMetrics::valid = false |