Classes
struct	AccountEquityPoint
	One timestamped point on an account-level equity curve. More...

struct	Allocation
	Requested capital allocation to one strategy and market sleeve. More...

struct	BacktestConfiguration
	Immutable engine settings applied to every execution owned by a TrialExecutor. More...

class	BooleanDimension
	Named dimension whose legal values are exactly `false` and `true`. More...

struct	Candidate
	Complete parameter assignment proposed by a sampler. More...

class	CategoricalDimension
	Named dimension backed by an ordered, non-empty set of scalar choices. More...

struct	Constraint
	Named scalar feasibility constraint with an absolute non-negative tolerance. More...

class	Dataset
	Immutable in-memory OHLCV input shared by independent trial executions. More...

class	DlibGlobalSampler
	Adaptive derivative-free optimizer backed by `dlib::global_function_search`. More...

struct	EvaluationPolicy
	Policies controlling exceptional arithmetic during metric-expression evaluation. More...

class	ExpressionError
	Parse error raised while compiling a metric expression. More...

struct	ExpressionEvaluation
	Non-throwing result envelope returned by MetricExpression::evaluate(). More...

class	GridSampler
	Lazy exhaustive sampler over a finite SearchSpace in mixed-radix order. More...

class	IntegerDimension
	Named signed-integer dimension with inclusive bounds and a positive step. More...

class	MetricExpression
	Parsed metric expression that is compiled once and evaluated repeatedly. More...

struct	ObjectiveResult
	Objective values, constraints, and diagnostics produced for one observation. More...

struct	PortfolioObservation
	Account-level observation supplied to a custom portfolio objective. More...

class	RandomSampler
	Seeded independent sampler with replacement. More...

class	RealDimension
	Named binary64 dimension with inclusive bounds and an optional finite-grid step. More...

struct	ReportSnapshot
	Owning report snapshot detached from strategy and C-ABI report lifetimes. More...

class	Sampler
	Minimal pull-based interface shared by candidate samplers. More...

class	SearchSpace
	Ordered product of named dimensions with validation and finite-space codecs. More...

struct	SleeveSummary
	Compact start/end summary for one independently evaluated portfolio sleeve. More...

class	StrategyPlugin
	RAII wrapper around one compiled PineForge strategy plugin. More...

class	TpeSampler
	Independent, single-objective Tree-structured Parzen Estimator sampler. More...

struct	TpeSamplerConfig
	Tuning parameters for the native product-density TPE implementation. More...

struct	TrialContext
	Metadata supplied to a custom objective while evaluating one trial. More...

struct	TrialExecutionResult
	Result envelope returned by TrialExecutor::execute(). More...

class	TrialExecutor
	Deterministic one-shot adapter from serialized parameters to a detached report. More...

struct	ValidationIssue
	One candidate-validation failure tied to a parameter name. More...

Typedefs
using	MetricMap = std::unordered_map< std::string, double >
	Metric values keyed by canonical objective path.

template<typename Observation >
using	ObjectiveFn = std::function< ObjectiveResult(const Observation &, const TrialContext &)>
	Type-erased custom objective accepting an observation and immutable trial context.

using	PortfolioObjectiveFn = ObjectiveFn< PortfolioObservation >
	Custom objective function specialized for PortfolioObservation.

using	Dimension = std::variant< IntegerDimension, RealDimension, BooleanDimension, CategoricalDimension >
	Closed variant over every supported search-space dimension type.

using	ParameterValues = std::map< std::string, std::string >
	Serialized Pine input or runtime-override values keyed by strategy parameter name.

using	ParameterValue = std::variant< std::int64_t, double, bool, std::string >
	Scalar parameter value accepted by search spaces and the PineForge strategy ABI.

Enumerations
enum class	DivisionByZeroPolicy { Reject , Ieee754 }
	Behavior when an objective expression divides by zero. More...

enum class	NonFinitePolicy { Reject , Allow }
	Behavior when a metric or expression result is not finite. More...

enum class	EvaluationError { None , MissingMetric , NonFiniteMetric , DivisionByZero , NonFiniteResult }
	Stable reason code for an invalid ExpressionEvaluation. More...

enum class	ConstraintRelation { LessEqual , GreaterEqual , Equal }
	Comparison relation applied by Constraint. More...

enum class	ObjectiveDirection { Maximize , Minimize }
	Direction used to rank a scalar objective. More...

enum class	CandidatePolicy { SamplerDefault , WithoutReplacement , Exhaustive }
	Uniqueness and coverage contract applied to sampler proposals. More...

enum class	DimensionKind { Integer , Real , Boolean , Categorical }
	Concrete dimension category stored by Dimension. More...

enum class	TrialExecutionStatus : std::uint8_t { kSucceeded = 0 , kEngineError = 1 }
	Terminal status of one native strategy execution. More...

enum class	ParameterType { Integer , Real , Boolean , String }
	Runtime discriminator for a ParameterValue alternative. More...

Functions
const char *	candidate_policy_name (CandidatePolicy policy) noexcept
	Returns the stable StudySpec spelling of `policy`.

DimensionKind	dimension_kind (const Dimension &dimension) noexcept
	Returns the concrete category stored in `dimension`.

std::string_view	dimension_name (const Dimension &dimension) noexcept
	Returns the name of the concrete `dimension`.

bool	dimension_contains (const Dimension &dimension, const ParameterValue &value) noexcept
	Dispatches a type-aware membership test to the concrete `dimension`.

ParameterType	parameter_type (const ParameterValue &value) noexcept
	Returns the discriminator of `value`.

const char *	parameter_type_name (ParameterType type) noexcept
	Returns a stable lowercase name for `type`.

std::string	serialize_parameter_value (const ParameterValue &value)
	Produces the exact text passed to `strategy_set_input` or `strategy_set_override`.

Typedef Documentation

◆ Dimension

using pineforge::hpo::Dimension = typedef std::variant<IntegerDimension, RealDimension, BooleanDimension, CategoricalDimension>

Closed variant over every supported search-space dimension type.

Definition at line 135 of file search_space.hpp.

◆ MetricMap

using pineforge::hpo::MetricMap = typedef std::unordered_map<std::string, double>

Metric values keyed by canonical objective path.

Definition at line 16 of file objective.hpp.

◆ ObjectiveFn

template<typename Observation >

using pineforge::hpo::ObjectiveFn = typedef std::function<ObjectiveResult(const Observation&, const TrialContext&)>

Type-erased custom objective accepting an observation and immutable trial context.

Definition at line 160 of file objective.hpp.

◆ ParameterValue

using pineforge::hpo::ParameterValue = typedef std::variant<std::int64_t, double, bool, std::string>

Scalar parameter value accepted by search spaces and the PineForge strategy ABI.

Definition at line 11 of file types.hpp.

◆ ParameterValues

using pineforge::hpo::ParameterValues = typedef std::map<std::string, std::string>

Serialized Pine input or runtime-override values keyed by strategy parameter name.

Definition at line 20 of file trial_executor.hpp.

◆ PortfolioObjectiveFn

using pineforge::hpo::PortfolioObjectiveFn = typedef ObjectiveFn<PortfolioObservation>

Custom objective function specialized for PortfolioObservation.

Definition at line 67 of file portfolio.hpp.

Enumeration Type Documentation

◆ CandidatePolicy

enum class pineforge::hpo::CandidatePolicy

strong

Uniqueness and coverage contract applied to sampler proposals.

Finite policies require a positive step on every varying real dimension. Candidates are reserved before ask() returns, so pending, completed, and abandoned points all remain seen.

Enumerator
SamplerDefault	Preserve native sampler behavior, including possible duplicates.
WithoutReplacement	Issue at most the requested number of unique finite candidates.
Exhaustive	Require a budget equal to cardinality and cover every candidate.

Definition at line 83 of file sampler.hpp.

◆ ConstraintRelation

enum class pineforge::hpo::ConstraintRelation

strong

Comparison relation applied by Constraint.

Enumerator
LessEqual	Require `lhs <= rhs + tolerance`.
GreaterEqual	Require `lhs >= rhs - tolerance`.
Equal	Require `abs(lhs - rhs) <= tolerance`.

Definition at line 112 of file objective.hpp.

◆ DimensionKind

enum class pineforge::hpo::DimensionKind

strong

Concrete dimension category stored by Dimension.

Enumerator
Integer	Discrete signed-integer lattice.
Real	Continuous or stepped binary64 interval.
Boolean	The two values `false` and `true`.
Categorical	Explicit ordered set of scalar choices.

Definition at line 16 of file search_space.hpp.

◆ DivisionByZeroPolicy

enum class pineforge::hpo::DivisionByZeroPolicy

strong

Behavior when an objective expression divides by zero.

Enumerator
Reject	Return an invalid ExpressionEvaluation.
Ieee754	Permit IEEE-754 infinity or NaN, subject to the result policy.

Definition at line 19 of file objective.hpp.

◆ EvaluationError

enum class pineforge::hpo::EvaluationError

strong

Stable reason code for an invalid ExpressionEvaluation.

Enumerator
None	Evaluation succeeded.
MissingMetric	A referenced identifier was absent from the metric map.
NonFiniteMetric	A referenced metric violated the non-finite metric policy.
DivisionByZero	Division by zero was rejected.
NonFiniteResult	Evaluation failed or produced a disallowed non-finite result.

Definition at line 41 of file objective.hpp.

◆ NonFinitePolicy

enum class pineforge::hpo::NonFinitePolicy

strong

Behavior when a metric or expression result is not finite.

Enumerator
Reject	Reject the non-finite value.
Allow	Preserve the non-finite value for the caller.

Definition at line 25 of file objective.hpp.

◆ ObjectiveDirection

enum class pineforge::hpo::ObjectiveDirection

strong

Direction used to rank a scalar objective.

Enumerator
Maximize	Larger finite values are better.
Minimize	Smaller finite values are better.

Definition at line 74 of file sampler.hpp.

◆ ParameterType

enum class pineforge::hpo::ParameterType

strong

Runtime discriminator for a ParameterValue alternative.

Enumerator
Integer	Signed 64-bit integer.
Real	IEEE-754 binary64 real.
Boolean	Boolean value.
String	UTF-8 string value.

Definition at line 14 of file types.hpp.

◆ TrialExecutionStatus

enum class pineforge::hpo::TrialExecutionStatus : std::uint8_t

strong

Terminal status of one native strategy execution.

Enumerator
kSucceeded	Backtest completed and a detached snapshot is available.
kEngineError	Strategy reported an error; no comparable snapshot is available.

Definition at line 96 of file trial_executor.hpp.

Function Documentation

◆ candidate_policy_name()

const char * pineforge::hpo::candidate_policy_name ( CandidatePolicy policy )

noexcept

Returns the stable StudySpec spelling of policy.

◆ dimension_contains()

bool pineforge::hpo::dimension_contains	(	const Dimension &	dimension,
		const ParameterValue &	value
	)

noexcept

Dispatches a type-aware membership test to the concrete dimension.

◆ dimension_kind()

DimensionKind pineforge::hpo::dimension_kind ( const Dimension & dimension )

noexcept

Returns the concrete category stored in dimension.

◆ dimension_name()

std::string_view pineforge::hpo::dimension_name ( const Dimension & dimension )

noexcept

Returns the name of the concrete dimension.

◆ parameter_type()

ParameterType pineforge::hpo::parameter_type ( const ParameterValue & value )

noexcept

Returns the discriminator of value.

◆ parameter_type_name()

const char * pineforge::hpo::parameter_type_name ( ParameterType type )

noexcept

Returns a stable lowercase name for type.

◆ serialize_parameter_value()

std::string pineforge::hpo::serialize_parameter_value ( const ParameterValue & value )

Produces the exact text passed to strategy_set_input or strategy_set_override.

Real values use enough digits for a binary64 round trip. Non-finite real values are rejected because the engine input grammar has no portable representation for them.

Exceptions

std::invalid_argument if value is a non-finite real.

Classes

Typedefs

Enumerations

Functions

Typedef Documentation

◆ Dimension

◆ MetricMap

◆ ObjectiveFn

◆ ParameterValue

◆ ParameterValues

◆ PortfolioObjectiveFn

Enumeration Type Documentation

◆ CandidatePolicy

◆ ConstraintRelation

◆ DimensionKind

◆ DivisionByZeroPolicy

◆ EvaluationError

◆ NonFinitePolicy

◆ ObjectiveDirection

◆ ParameterType

◆ TrialExecutionStatus

Function Documentation

◆ candidate_policy_name()

◆ dimension_contains()

◆ dimension_kind()

◆ dimension_name()

◆ parameter_type()

◆ parameter_type_name()

◆ serialize_parameter_value()