tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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tzu::BuyAndHoldMetrics Struct Reference

#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

Detailed Description

Buy-and-hold benchmark metrics for comparison.

Member Data Documentation

◆ annual_return

double tzu::BuyAndHoldMetrics::annual_return = 0.0

◆ cash_left

double tzu::BuyAndHoldMetrics::cash_left = 0.0

◆ final_value

double tzu::BuyAndHoldMetrics::final_value = 0.0

◆ has_annual_return

bool tzu::BuyAndHoldMetrics::has_annual_return = false

◆ quantity

double tzu::BuyAndHoldMetrics::quantity = 0.0

◆ total_return

double tzu::BuyAndHoldMetrics::total_return = 0.0

◆ valid

bool tzu::BuyAndHoldMetrics::valid = false

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