WU Trading Library
0.2.0
A backtesting and trading strategy library
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timeutils.c
Go to the documentation of this file.
1
#include "
wu/timeutils.h
"
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double
wu_annualization_factor
(
WU_TimeUnit
unit) {
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switch
(unit) {
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case
WU_TIME_UNIT_SECONDS
:
return
365.25 * 24 * 3600;
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case
WU_TIME_UNIT_MILLIS
:
return
365.25 * 24 * 3600 * 1000;
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case
WU_TIME_UNIT_MICROS
:
return
365.25 * 24 * 3600 * 1e6;
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case
WU_TIME_UNIT_NANOS
:
return
365.25 * 24 * 3600 * 1e9;
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default
:
return
365.25;
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}
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}
wu_annualization_factor
double wu_annualization_factor(WU_TimeUnit unit)
Returns the number of units (seconds, millis, micros, or nanos) contained in a year.
Definition
timeutils.c:3
timeutils.h
WU_TimeUnit
WU_TimeUnit
WU_TimeUnit represents a unit of time used for time-based calculations such as time-weighted returns ...
Definition
timeutils.h:10
WU_TIME_UNIT_SECONDS
@ WU_TIME_UNIT_SECONDS
Definition
timeutils.h:11
WU_TIME_UNIT_NANOS
@ WU_TIME_UNIT_NANOS
Definition
timeutils.h:14
WU_TIME_UNIT_MILLIS
@ WU_TIME_UNIT_MILLIS
Definition
timeutils.h:12
WU_TIME_UNIT_MICROS
@ WU_TIME_UNIT_MICROS
Definition
timeutils.h:13
src
timeutils
timeutils.c
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