stats.c File Reference

#include <stdlib.h>
#include <string.h>
#include <stdio.h>
#include <time.h>
#include "wu.h"

Go to the source code of this file.

Functions
static char *	wu_strdup (const char *s)
static void	stats_update (struct WU_PortfolioStats_ *stats, double cash, double portfolio_value, WU_TimeStamp timestamp)
static void	stats_record_trade (struct WU_PortfolioStats_ *stats, double pnl, WU_CloseReason reason)
static void	stats_update_position (struct WU_PortfolioStats_ *stats, int asset_index, const char *symbol, double quantity, double value, double last_price)
static char *	stats_to_keyvalue (struct WU_PortfolioStats_ *stats)
static char *	stats_to_json (struct WU_PortfolioStats_ *stats, bool pretty)
static void	stats_reset (struct WU_PortfolioStats_ *stats)
static void	stats_free (struct WU_PortfolioStats_ *stats)
WU_PortfolioStats	wu_portfolio_stats_new (double initial_cash, double risk_free_rate)
	Creates a new WU_PortfolioStats instance.

Function Documentation

stats_free()

void stats_free ( struct WU_PortfolioStats_ * stats )

static

Definition at line 276 of file stats.c.

stats_record_trade()

void stats_record_trade ( struct WU_PortfolioStats_ * stats, double pnl, WU_CloseReason reason )

static

Definition at line 33 of file stats.c.

stats_reset()

void stats_reset ( struct WU_PortfolioStats_ * stats )

static

Definition at line 252 of file stats.c.

stats_to_json()

char * stats_to_json ( struct WU_PortfolioStats_ * stats, bool pretty )

static

Definition at line 149 of file stats.c.

stats_to_keyvalue()

char * stats_to_keyvalue ( struct WU_PortfolioStats_ * stats )

static

Definition at line 92 of file stats.c.

stats_update()

void stats_update ( struct WU_PortfolioStats_ * stats, double cash, double portfolio_value, WU_TimeStamp timestamp )

static

Definition at line 15 of file stats.c.

stats_update_position()

void stats_update_position ( struct WU_PortfolioStats_ * stats, int asset_index, const char * symbol, double quantity, double value, double last_price )

static

Definition at line 60 of file stats.c.

wu_portfolio_stats_new()

WU_PortfolioStats wu_portfolio_stats_new	(	double	initial_cash,
		double	risk_free_rate )

Creates a new WU_PortfolioStats instance.

Parameters

initial_cash	Initial cash amount
risk_free_rate	Annual risk-free rate for Sharpe/Sortino calculations (e.g., 0.03 for 3%)

Definition at line 295 of file stats.c.

wu_strdup()

char * wu_strdup ( const char * s )

static

Definition at line 7 of file stats.c.