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WU Trading Library 0.2.0
A backtesting and trading strategy library
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#include <portfolios.h>
Data Fields | |
| WU_ExecutionPolicyValue | policy |
| double | execution_mean |
| double | execution_stdev |
| WU_TransactionCostType | tx_cost_type |
| double | tx_cost_value |
| double | stop_loss_pct |
| double | take_profit_pct |
Definition at line 75 of file portfolios.h.
| double WU_ExecutionPolicy::execution_mean |
Definition at line 77 of file portfolios.h.
| double WU_ExecutionPolicy::execution_stdev |
Definition at line 78 of file portfolios.h.
| WU_ExecutionPolicyValue WU_ExecutionPolicy::policy |
Definition at line 76 of file portfolios.h.
| double WU_ExecutionPolicy::stop_loss_pct |
Definition at line 81 of file portfolios.h.
| double WU_ExecutionPolicy::take_profit_pct |
Definition at line 82 of file portfolios.h.
| WU_TransactionCostType WU_ExecutionPolicy::tx_cost_type |
Definition at line 79 of file portfolios.h.
| double WU_ExecutionPolicy::tx_cost_value |
Definition at line 80 of file portfolios.h.