pineforge::hpo::Allocation Struct Reference

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

#include <pineforge/hpo/portfolio.hpp>

Public Attributes
std::string	strategy_id
	Stable strategy identifier from the study definition.
std::string	market_id
	Stable market or dataset identifier from the study definition.
double	weight = 0.0
	Portfolio weight assigned to the sleeve.

Detailed Description

Requested capital allocation to one strategy and market sleeve.

Definition at line 21 of file portfolio.hpp.

Member Data Documentation

market_id

std::string pineforge::hpo::Allocation::market_id

Stable market or dataset identifier from the study definition.

Definition at line 25 of file portfolio.hpp.

strategy_id

std::string pineforge::hpo::Allocation::strategy_id

Stable strategy identifier from the study definition.

Definition at line 23 of file portfolio.hpp.

weight

double pineforge::hpo::Allocation::weight = 0.0

Portfolio weight assigned to the sleeve.

Definition at line 27 of file portfolio.hpp.

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The documentation for this struct was generated from the following file:

• portfolio.hpp