WU Trading Library
0.2.0
A backtesting and trading strategy library
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Here is a list of all variables with links to the structures/unions they belong to:
- s -
sharpe_ratio :
WU_PortfolioStats
short_ma :
WU_CrossOverStrat
side :
WU_Signal
,
WU_Trade
signal :
WU_MACDResult
signal_buffer :
WU_Strategy
signal_line :
WU_MACD
single_value :
WU_CsvReader
,
WU_JsonReader
size_type :
WU_PositionSizingParams
size_value :
WU_PositionSizingParams
sma :
WU_MVar
sortino_ratio :
WU_PortfolioStats
spread_ma :
WU_PairsTradingStrat
spread_std :
WU_PairsTradingStrat
start :
WU_MACD
start_time :
WU_CalmarRatio
,
WU_SharpeRatio
,
WU_SortinoRatio
stats :
WU_BasicPortfolio
stdev :
WU_PortfolioStats
,
WU_SharpeRatio
stop_loss_exits :
WU_PortfolioStats
stop_loss_pct :
WU_ExecutionPolicy
strategy :
WU_Runner
sum :
WU_SMA
sum2 :
WU_MVar
,
WU_Var
symbol :
WU_PositionVector
symbols :
WU_PortfolioStats
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1.16.1