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WU Trading Library 0.2.0
A backtesting and trading strategy library
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#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 |
| void(* WU_CalmarRatio::delete) (struct WU_CalmarRatio_ *self) |
| WU_TimeUnit WU_CalmarRatio::time_unit |
| double(* WU_CalmarRatio::update) (struct WU_CalmarRatio_ *self, WU_PerformanceUpdate perf) |