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PineForge HPO 1.11.0
Native hyperparameter optimization for PineForge strategies
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Immutable engine settings applied to every execution owned by a TrialExecutor. More...
#include <pineforge/hpo/trial_executor.hpp>
Public Attributes | |
| std::string | input_timeframe |
| Timeframe represented by the input Dataset bars. | |
| std::string | script_timeframe |
| Pine strategy execution timeframe; may differ from the input timeframe. | |
| std::string | chart_timezone |
| Optional chart timezone applied through the strategy plugin. | |
| bool | bar_magnifier = false |
| Enables PineForge bar-magnifier sampling. | |
| int | magnifier_samples = 4 |
| Positive number of magnifier samples per sub-bar. | |
| pf_magnifier_distribution_t | magnifier_distribution = PF_MAGNIFIER_ENDPOINTS |
| Distribution used to place magnifier samples. | |
| bool | capture_equity_curve = true |
| Whether ReportSnapshot owns a copy of the report equity curve. | |
| bool | capture_trades = false |
| Whether ReportSnapshot owns the complete C-ABI trade records (off in the HPO hot loop). | |
| bool | return_stats_bar = false |
Computes the returns.bar statistics from the report's equity curve (see docs/return-stats.md). | |
| bool | return_stats_monthly = false |
Computes the returns.monthly statistics; the chart timezone above selects the calendar (only UTC is defined) and is read from this configuration, never from the process environment. | |
| std::uint32_t | pbo_blocks = 0 |
Number of blocks S of the bar series to reduce per completed trial, and 0, the default, means the blocks are not requested. | |
| std::optional< SymbolInfo > | symbol_info |
| Optional instrument metadata, applied after inputs and overrides. | |
| std::shared_ptr< const SymbolFeeds > | symbol_feeds |
| Fixed other-symbol bars loaded once, validated before trials, and shared read-only. | |
Immutable engine settings applied to every execution owned by a TrialExecutor.
Definition at line 26 of file trial_executor.hpp.
| bool pineforge::hpo::BacktestConfiguration::bar_magnifier = false |
Enables PineForge bar-magnifier sampling.
Definition at line 34 of file trial_executor.hpp.
| bool pineforge::hpo::BacktestConfiguration::capture_equity_curve = true |
Whether ReportSnapshot owns a copy of the report equity curve.
Scalar-only HPO can disable this copy. The default retains it for portfolio and custom objective consumers.
Definition at line 44 of file trial_executor.hpp.
| bool pineforge::hpo::BacktestConfiguration::capture_trades = false |
Whether ReportSnapshot owns the complete C-ABI trade records (off in the HPO hot loop).
Definition at line 46 of file trial_executor.hpp.
| std::string pineforge::hpo::BacktestConfiguration::chart_timezone |
Optional chart timezone applied through the strategy plugin.
Definition at line 32 of file trial_executor.hpp.
| std::string pineforge::hpo::BacktestConfiguration::input_timeframe |
Timeframe represented by the input Dataset bars.
Definition at line 28 of file trial_executor.hpp.
| pf_magnifier_distribution_t pineforge::hpo::BacktestConfiguration::magnifier_distribution = PF_MAGNIFIER_ENDPOINTS |
Distribution used to place magnifier samples.
Definition at line 38 of file trial_executor.hpp.
| int pineforge::hpo::BacktestConfiguration::magnifier_samples = 4 |
Positive number of magnifier samples per sub-bar.
Definition at line 36 of file trial_executor.hpp.
| std::uint32_t pineforge::hpo::BacktestConfiguration::pbo_blocks = 0 |
Number of blocks S of the bar series to reduce per completed trial, and 0, the default, means the blocks are not requested.
Blocks are reduced from the full-window equity curve before the report is released, on the full window only: a pruned prefix is a different, shorter series and is never reduced against the S of the full window. A request that cannot be served, an odd S, a curve with fewer intervals than S and the like, is reported through the snapshot's block status and never as a trial error, so requesting blocks cannot move the optimizer's history.
Definition at line 63 of file trial_executor.hpp.
| bool pineforge::hpo::BacktestConfiguration::return_stats_bar = false |
Computes the returns.bar statistics from the report's equity curve (see docs/return-stats.md).
Both return-statistics flags false, the default, means no reduction, no canary and no stored value: the executor behaves as before.
Definition at line 50 of file trial_executor.hpp.
| bool pineforge::hpo::BacktestConfiguration::return_stats_monthly = false |
Computes the returns.monthly statistics; the chart timezone above selects the calendar (only UTC is defined) and is read from this configuration, never from the process environment.
Definition at line 54 of file trial_executor.hpp.
| std::string pineforge::hpo::BacktestConfiguration::script_timeframe |
Pine strategy execution timeframe; may differ from the input timeframe.
Definition at line 30 of file trial_executor.hpp.
| std::shared_ptr<const SymbolFeeds> pineforge::hpo::BacktestConfiguration::symbol_feeds |
Fixed other-symbol bars loaded once, validated before trials, and shared read-only.
Definition at line 67 of file trial_executor.hpp.
| std::optional<SymbolInfo> pineforge::hpo::BacktestConfiguration::symbol_info |
Optional instrument metadata, applied after inputs and overrides.
Definition at line 65 of file trial_executor.hpp.