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:
- t -
take_profit_exits :
WU_PortfolioStats
take_profit_pct :
WU_ExecutionPolicy
threshold :
WU_CrossOverStrat
,
WU_PairsTradingStrat
time_unit :
WU_CalmarRatio
,
WU_SharpeRatio
,
WU_SortinoRatio
timestamp :
WU_Candle
,
WU_PerformanceUpdate
,
WU_Position
,
WU_Signal
,
WU_Single
,
WU_Trade
to_json :
WU_PortfolioStats
to_keyvalue :
WU_PortfolioStats
total_cost :
BuyPositionResult
total_loss :
WU_PortfolioStats
total_profit :
WU_PortfolioStats
total_quantity :
WU_PositionVector
total_trades :
WU_PortfolioStats
trade :
WU_CsvReader
,
WU_JsonReader
tx_cost :
BuyPositionResult
tx_cost_type :
WU_ExecutionPolicy
tx_cost_value :
WU_ExecutionPolicy
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1.16.1