positions.h File Reference

#include <stdint.h>
#include <stdbool.h>
#include "types.h"

Go to the source code of this file.

Data Structures
struct	WU_Position
	WU_Position represents an open position in the portfolio. More...
struct	WU_PositionVector
	WU_PositionVector is a data structure that holds multiple positions for a single asset. More...
struct	WU_PositionSizingParams
	Position sizing policy. More...

Macros
#define	WU_SYMBOL_MAX_LEN   32
#define	wu_position_add(vec, pos)
#define	wu_position_remove(vec, index)
#define	wu_position_clear(vec)
#define	wu_position_get(vec, index, found)
#define	wu_position_total_quantity(vec)
#define	wu_position_vector_delete(vec)

Enumerations
enum	WU_PositionSizeType { WU_POSITION_SIZE_ABS = 0 , WU_POSITION_SIZE_PCT = 1 , WU_POSITION_SIZE_PCT_EQUAL = 2 , WU_POSITION_SIZE_STRATEGY_GUIDED = 3 }
	WU_PositionSizeType represents the type of position sizing used in the portfolio. More...

Functions
WU_PositionVector *	wu_position_vector_new (const char *symbol)

Macro Definition Documentation

wu_position_add

#define wu_position_add	(		vec,
			pos )

Value:

((vec)->add((vec), (pos)))

Definition at line 40 of file positions.h.

wu_position_clear

#define wu_position_clear

(

vec

)

Value:

((vec)->clear((vec)))

Definition at line 42 of file positions.h.

wu_position_get

#define wu_position_get	(		vec,
			index,
			found )

Value:

((vec)->get((vec), (index), (found)))

Definition at line 43 of file positions.h.

wu_position_remove

#define wu_position_remove	(		vec,
			index )

Value:

((vec)->remove((vec), (index)))

Definition at line 41 of file positions.h.

wu_position_total_quantity

#define wu_position_total_quantity

(

vec

)

Value:

((vec)->total_quantity((vec)))

Definition at line 44 of file positions.h.

wu_position_vector_delete

#define wu_position_vector_delete

(

vec

)

Value:

    do { \
    if ((vec)->delete) \
        (vec)->delete((WU_PositionVector*)(vec)); \
} while(0)

Definition at line 45 of file positions.h.

WU_SYMBOL_MAX_LEN

#define WU_SYMBOL_MAX_LEN   32

Definition at line 8 of file positions.h.

Enumeration Type Documentation

WU_PositionSizeType

enum WU_PositionSizeType

WU_PositionSizeType represents the type of position sizing used in the portfolio.

It can be an absolute quantity, a percentage of the portfolio value, an equal percentage across all assets, or a strategy-guided position sizing where the strategy determines the size of the position based on its own logic.

Enumerator
WU_POSITION_SIZE_ABS
WU_POSITION_SIZE_PCT
WU_POSITION_SIZE_PCT_EQUAL
WU_POSITION_SIZE_STRATEGY_GUIDED

Definition at line 59 of file positions.h.

Function Documentation

wu_position_vector_new()

WU_PositionVector * wu_position_vector_new

(

const char *

symbol

)

Definition at line 70 of file positionvector.c.