portfolio.hpp File Reference

#include <cstdint>
#include <string>
#include <unordered_map>
#include <vector>
#include "pineforge/hpo/objective.hpp"

Go to the source code of this file.

Classes
struct	pineforge::hpo::AccountEquityPoint
	One timestamped point on an account-level equity curve. More...
struct	pineforge::hpo::Allocation
	Requested capital allocation to one strategy and market sleeve. More...
struct	pineforge::hpo::SleeveSummary
	Compact start/end summary for one independently evaluated portfolio sleeve. More...
struct	pineforge::hpo::PortfolioObservation
	Account-level observation supplied to a custom portfolio objective. More...

Namespaces
namespace	pineforge
namespace	pineforge::hpo

Typedefs
using	pineforge::hpo::PortfolioObjectiveFn = ObjectiveFn< PortfolioObservation >
	Custom objective function specialized for PortfolioObservation.