WU Trading Library 0.2.0
A backtesting and trading strategy library
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crossover.c File Reference
#include <assert.h>
#include <stdlib.h>
#include "wu.h"

Go to the source code of this file.

Macros

#define NUM_INPUTS   1
#define NUM_OUTPUTS   1

Functions

static WU_Signalupdate (WU_Strategy strat_, const void *inputs[])
static void delete (struct WU_Strategy_ *strategy)
WU_CrossOverStrat wu_crossover_strat_new (int short_window, int long_window, double threshold)

Variables

static const WU_DataType input_types [] = {WU_DATA_TYPE_SINGLE_VALUE}
static WU_Signal signal_buffer [NUM_OUTPUTS]

Macro Definition Documentation

◆ NUM_INPUTS

#define NUM_INPUTS   1

Definition at line 5 of file crossover.c.

◆ NUM_OUTPUTS

#define NUM_OUTPUTS   1

Definition at line 6 of file crossover.c.

Function Documentation

◆ delete()

void delete ( struct WU_Strategy_ * strategy)
static

Definition at line 36 of file crossover.c.

◆ update()

WU_Signal * update ( WU_Strategy strat_,
const void * inputs[] )
static

Definition at line 11 of file crossover.c.

◆ wu_crossover_strat_new()

WU_CrossOverStrat wu_crossover_strat_new ( int short_window,
int long_window,
double threshold )

Definition at line 43 of file crossover.c.

Variable Documentation

◆ input_types

const WU_DataType input_types[] = {WU_DATA_TYPE_SINGLE_VALUE}
static

Definition at line 8 of file crossover.c.

◆ signal_buffer

WU_Signal signal_buffer[NUM_OUTPUTS]
static

Definition at line 9 of file crossover.c.