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

A glabal variance calculator. More...

#include <indicators.h>

Data Fields

double(* update )(struct WU_Var_ *self, double value)
void(* delete )(struct WU_Var_ *self)
double value
WU_Mean mean
double sum2
int dof
int count

Detailed Description

A glabal variance calculator.

It reports the variance for all passed values

Definition at line 284 of file indicators.h.

Field Documentation

◆ count

int WU_Var::count

Definition at line 291 of file indicators.h.

◆ delete

void(* WU_Var::delete) (struct WU_Var_ *self)

Definition at line 286 of file indicators.h.

◆ dof

int WU_Var::dof

Definition at line 290 of file indicators.h.

◆ mean

WU_Mean WU_Var::mean

Definition at line 288 of file indicators.h.

◆ sum2

double WU_Var::sum2

Definition at line 289 of file indicators.h.

◆ update

double(* WU_Var::update) (struct WU_Var_ *self, double value)

Definition at line 285 of file indicators.h.

◆ value

double WU_Var::value

Definition at line 287 of file indicators.h.


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