Here are the data structures with brief descriptions:

CBuyPositionResult	An auxiliary struct to hold the result of setting a buy position and calculating the total cost
CWU_BasicPortfolio	A basic portfolio implementation that supports multiple assets
CWU_BorrowParams
CWU_CalmarRatio
CWU_Candle	WU_Candle represents an aggregated data point to represent how prices moved within a specific time period
CWU_CrossOverStrat	WU_CrossOverStrat is a simple crossover strategy that generates buy and sell signals based on the crossover of two moving averages
CWU_CsvReader	WU_CsvReader is a concrete implementation of the WU_Reader interface that reads data from a CSV file
CWU_Downside	Tracks the average downside, calculate as the square root of the average of the squared negative values
CWU_EMA	The exponential moving average (WU_EMA) is a type of moving average that gives more weight to recent values, making it more responsive to recent value changes
CWU_ExecutionPolicy
CWU_JsonReader	WU_JsonReader is a concrete implementation of the WU_Reader interface that reads data from a JSON Lines file (one valid JSON object per line)
CWU_MACD	The WU_MACD (Moving Average Convergence Divergence) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price
CWU_MACDResult	The WU_MACDResult structure holds the current values of the MACD line, signal line, and histogram
CWU_MaxDrawdown	Maximum Drawdown - tracks the largest peak-to-trough decline
CWU_Mean	A global mean calculator that updates with new values and maintains the current mean
CWU_MStDev	The WU_MStDev (Moving Standard Deviation) is an indicator that calculates the standard deviation of the last N values, where N is the window size
CWU_MVar	The WU_MVar (Moving Variance) is an indicator that calculates the variance of the last N values, where N is the window size
CWU_PairsTradingStrat	WU_PairsTradingStrat implements a classic pairs trading strategy that trades the spread between two correlated assets (statistical arbitrage)
CWU_PerformanceUpdate	Performance Update - value and timestamp for performance metric calculations
CWU_Portfolio	Base for a portfolio, which defines the minimal interface for updating the portfolio with signals, calculating the current value of the portfolio, and calculating the profit and loss (PnL), as well as a method to free the portfolio's resources
CWU_PortfolioParams	The parameters to define a portfolio
CWU_PortfolioStats	WU_PortfolioStats tracks portfolio state, positions, and trading statistics
CWU_Position	WU_Position represents an open position in the portfolio
CWU_PositionSizingParams	Position sizing policy
CWU_PositionVector	WU_PositionVector is a data structure that holds multiple positions for a single asset
CWU_Reader	Base for a reader, which defines the minimal interface for reading the next data point from a data source and a method to free the reader's resources
CWU_RSI	The WU_RSI (Relative Strength Index) is a momentum oscillator that measures the speed and change of price movements
CWU_Runner	WU_Runner is a backtest runner that processes data from multiple readers, updates a strategy, and executes trades in a portfolio
CWU_SharpeRatio	Sharpe ratio is the relation between the risk-free rate discounted retuns and the volatility of an investment
CWU_Signal	WU_Signal represents a trading signal generated by a strategy
CWU_Single	WU_Single represents a single value with a timestamp, which can be a price, an indicator value, or any other scalar value associated with a specific time
CWU_SMA	MovingAverage is a simple moving average indicator that calculates the average of the last N values, where N is the window size
CWU_SortinoRatio
CWU_StDev	A global standard deviation calcular
CWU_Strategy
CWU_TimeStamp	A timestamp represent a mark in time given relative to unix epoch
CWU_Trade	WU_Trade represents a single trade in the market, including the timestamp, price, volume, and side (buy or sell) of the trade
CWU_Var	A glabal variance calculator