#include <stats.h>

Data Fields
double(*	update )(struct WU_SortinoRatio_ *self, WU_PerformanceUpdate perf)
void(*	delete )(struct WU_SortinoRatio_ *self)
double	value
WU_Mean	mean
WU_Downside	downside
double	risk_free_rate
double	prev_value
int64_t	count
int64_t	start_time
int64_t	end_time
WU_TimeUnit	time_unit

Detailed Description

Definition at line 29 of file stats.h.

Field Documentation

◆ count

int64_t WU_SortinoRatio::count

Definition at line 38 of file stats.h.

◆ delete

void(* WU_SortinoRatio::delete) (struct WU_SortinoRatio_ *self)

Definition at line 31 of file stats.h.

◆ downside

WU_Downside WU_SortinoRatio::downside

Definition at line 35 of file stats.h.

◆ end_time

int64_t WU_SortinoRatio::end_time

Definition at line 40 of file stats.h.

◆ mean

WU_Mean WU_SortinoRatio::mean

Definition at line 33 of file stats.h.

◆ prev_value

double WU_SortinoRatio::prev_value

Definition at line 37 of file stats.h.

◆ risk_free_rate

double WU_SortinoRatio::risk_free_rate

Definition at line 36 of file stats.h.

◆ start_time

int64_t WU_SortinoRatio::start_time

Definition at line 39 of file stats.h.

◆ time_unit

WU_TimeUnit WU_SortinoRatio::time_unit

Definition at line 41 of file stats.h.

◆ update

double(* WU_SortinoRatio::update) (struct WU_SortinoRatio_ *self, WU_PerformanceUpdate perf)

Definition at line 30 of file stats.h.

◆ value

double WU_SortinoRatio::value

Definition at line 32 of file stats.h.

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

include/wu/stats.h

Data Fields