|
| enum class | pineforge::hpo::ReturnSeries : std::uint8_t { pineforge::hpo::Bar
, pineforge::hpo::Monthly
} |
| | Return frequency of one statistics series. More...
|
| |
| enum class | pineforge::hpo::ReturnStatistic : std::uint8_t {
pineforge::hpo::Count
, pineforge::hpo::Skipped
, pineforge::hpo::PeriodsPerYear
, pineforge::hpo::Mean
,
pineforge::hpo::Std
, pineforge::hpo::SharpePerPeriod
, pineforge::hpo::Skew
, pineforge::hpo::KurtRaw
,
pineforge::hpo::Status
} |
| | One published field of a series. Declaration order is the wire order of the metric names. More...
|
| |
| enum class | pineforge::hpo::ReturnStatsStatus : std::uint8_t {
pineforge::hpo::Ok = 0
, pineforge::hpo::InsufficientCount = 1
, pineforge::hpo::ZeroVariance = 2
, pineforge::hpo::NonfiniteInput = 4
,
pineforge::hpo::PeriodUnavailable = 6
, pineforge::hpo::UnsupportedTimezone = 7
, pineforge::hpo::DerivedNonfinite = 8
} |
| | Stable numeric status of one series. More...
|
| |
| enum class | pineforge::hpo::ReturnPeriodFailure : std::uint8_t {
pineforge::hpo::None
, pineforge::hpo::TooFewPoints
, pineforge::hpo::NonPositiveSpan
, pineforge::hpo::SpanOverflow
,
pineforge::hpo::UtcRange
} |
| | Why the period or time basis of a series is unavailable. Diagnostic only; not on the wire. More...
|
| |
| enum class | pineforge::hpo::ReturnBlocksStatus : std::uint8_t {
pineforge::hpo::NotRequested = 0
, pineforge::hpo::Ok = 1
, pineforge::hpo::NonPositiveEquity = 2
, pineforge::hpo::Nonfinite = 3
,
pineforge::hpo::UnusableCurve = 4
, pineforge::hpo::UnusableLayout = 5
} |
| | Status of one row's block moments. More...
|
| |
|
| template<typename Record > |
| EquityPointsView | pineforge::hpo::make_equity_points_view (const Record *records, std::size_t count, std::int64_t Record::*time_ms, double Record::*equity) noexcept |
| | Builds an EquityPointsView over count records of type Record from pointers to its time_ms and equity members, for example &pf_equity_point_t::time_ms.
|
| |
| ReturnStatsResult | pineforge::hpo::compute_return_stats (const EquityPointsView &points, const ReturnStatsRequest &request) noexcept |
| | Computes the requested return statistics from a borrowed equity curve.
|
| |
| bool | pineforge::hpo::is_utc_chart_timezone (std::string_view chart_timezone) noexcept |
| | True for the chart timezone names that select UTC bucketing: empty, UTC and Etc/UTC.
|
| |
| std::string_view | pineforge::hpo::return_stats_metric_name (ReturnSeries series, ReturnStatistic statistic) noexcept |
| | Returns the wire metric name, for example returns.bar.sharpe_per_period.
|
| |
| std::optional< ReturnStatsMetric > | pineforge::hpo::parse_return_stats_metric (std::string_view name) noexcept |
| | Resolves a metric name; returns an empty value for every name outside the eighteen.
|
| |
| bool | pineforge::hpo::return_stats_contraction_free () noexcept |
| | Sanity probe of this translation unit's build: true when a multiply followed by an add is evaluated as two rounded operations (no contraction) and explicit fma is fused.
|
| |
| std::string_view | pineforge::hpo::return_blocks_status_text (ReturnBlocksStatus status) noexcept |
| | Returns the wire text of a status: ok, non_positive_equity, non_finite, and empty for the statuses that are never published as a payload status.
|
| |
| ReturnBlockLayout | pineforge::hpo::compute_block_layout (const EquityPointsView &points, std::uint32_t blocks) |
| | Cuts the adjacent intervals of a curve into blocks (S) blocks, and reads the opening timestamp of every one of them from the borrowed curve.
|
| |
| ReturnBlockMoments | pineforge::hpo::reduce_return_blocks (const EquityPointsView &points, const ReturnBlockLayout &layout) |
| | Reduces the bar returns of a curve into the blocks of its own layout.
|
| |
1.9.8