WU Trading Library 0.2.0
A backtesting and trading strategy library
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WU_CalmarRatio Struct Reference

#include <stats.h>

Data Fields

double(* update )(struct WU_CalmarRatio_ *self, WU_PerformanceUpdate perf)
void(* delete )(struct WU_CalmarRatio_ *self)
double value
WU_MaxDrawdown max_drawdown
double initial_value
double prev_value
int64_t count
int64_t start_time
int64_t end_time
WU_TimeUnit time_unit

Detailed Description

Definition at line 46 of file stats.h.

Field Documentation

◆ count

int64_t WU_CalmarRatio::count

Definition at line 53 of file stats.h.

◆ delete

void(* WU_CalmarRatio::delete) (struct WU_CalmarRatio_ *self)

Definition at line 48 of file stats.h.

◆ end_time

int64_t WU_CalmarRatio::end_time

Definition at line 55 of file stats.h.

◆ initial_value

double WU_CalmarRatio::initial_value

Definition at line 51 of file stats.h.

◆ max_drawdown

WU_MaxDrawdown WU_CalmarRatio::max_drawdown

Definition at line 50 of file stats.h.

◆ prev_value

double WU_CalmarRatio::prev_value

Definition at line 52 of file stats.h.

◆ start_time

int64_t WU_CalmarRatio::start_time

Definition at line 54 of file stats.h.

◆ time_unit

WU_TimeUnit WU_CalmarRatio::time_unit

Definition at line 56 of file stats.h.

◆ update

double(* WU_CalmarRatio::update) (struct WU_CalmarRatio_ *self, WU_PerformanceUpdate perf)

Definition at line 47 of file stats.h.

◆ value

double WU_CalmarRatio::value

Definition at line 49 of file stats.h.


The documentation for this struct was generated from the following file: