WU Trading Library 0.2.0
A backtesting and trading strategy library
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timeutils.c
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1#include "wu/timeutils.h"
2
4 switch (unit) {
5 case WU_TIME_UNIT_SECONDS: return 365.25 * 24 * 3600;
6 case WU_TIME_UNIT_MILLIS: return 365.25 * 24 * 3600 * 1000;
7 case WU_TIME_UNIT_MICROS: return 365.25 * 24 * 3600 * 1e6;
8 case WU_TIME_UNIT_NANOS: return 365.25 * 24 * 3600 * 1e9;
9 default: return 365.25;
10 }
11}
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
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
Definition timeutils.h:11
@ WU_TIME_UNIT_NANOS
Definition timeutils.h:14
@ WU_TIME_UNIT_MILLIS
Definition timeutils.h:12
@ WU_TIME_UNIT_MICROS
Definition timeutils.h:13