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

#include <pineforge/hpo/portfolio.hpp>

Public Attributes
std::vector< AccountEquityPoint >	account_equity
	Time-aligned account equity series.

std::vector< double >	account_returns
	Account returns aligned to the evaluator's chosen interval.

std::vector< Allocation >	allocations
	Allocations that produced this observation.

std::vector< SleeveSummary >	sleeves
	Per-sleeve start/end summaries.

std::unordered_map< std::string, double >	features
	Objective-specific account features keyed by registered name.

double	turnover = 0.0
	Evaluator-defined portfolio turnover over the observation window.

double	capital_used = 0.0
	Evaluator-defined amount of capital deployed.

Detailed Description

Account-level observation supplied to a custom portfolio objective.

This type is deliberately independent of pf_report_t: a portfolio evaluator materializes only the account-level fields requested by its objective. It is an observation contract, not proof of shared cash, margin admission, or cross-strategy order sequencing.

Definition at line 49 of file portfolio.hpp.

Member Data Documentation

◆ account_equity

std::vector<AccountEquityPoint> pineforge::hpo::PortfolioObservation::account_equity

Time-aligned account equity series.

Definition at line 51 of file portfolio.hpp.

◆ account_returns

std::vector<double> pineforge::hpo::PortfolioObservation::account_returns

Account returns aligned to the evaluator's chosen interval.

Definition at line 53 of file portfolio.hpp.

◆ allocations

std::vector<Allocation> pineforge::hpo::PortfolioObservation::allocations

Allocations that produced this observation.

Definition at line 55 of file portfolio.hpp.

◆ capital_used

double pineforge::hpo::PortfolioObservation::capital_used = 0.0

Evaluator-defined amount of capital deployed.

Definition at line 63 of file portfolio.hpp.

◆ features

std::unordered_map<std::string, double> pineforge::hpo::PortfolioObservation::features

Objective-specific account features keyed by registered name.

Definition at line 59 of file portfolio.hpp.

◆ sleeves

std::vector<SleeveSummary> pineforge::hpo::PortfolioObservation::sleeves

Per-sleeve start/end summaries.

Definition at line 57 of file portfolio.hpp.

◆ turnover

double pineforge::hpo::PortfolioObservation::turnover = 0.0

Evaluator-defined portfolio turnover over the observation window.

Definition at line 61 of file portfolio.hpp.

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

portfolio.hpp

Public Attributes