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PineForge HPO 0.1.0
Native hyperparameter optimization for PineForge strategies
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Owning report snapshot detached from strategy and C-ABI report lifetimes. More...
#include <pineforge/hpo/trial_executor.hpp>
Public Member Functions | |
| std::optional< double > | metric (std::string_view path) const noexcept |
| Resolves a canonical objective path without allocating a string map. | |
Public Attributes | |
| std::int32_t | total_trades = 0 |
| Number of completed trades. | |
| double | net_profit = 0.0 |
| Report-level net profit in account currency. | |
| std::int64_t | input_bars_processed = 0 |
| Number of input-timeframe bars processed by the engine. | |
| std::int64_t | script_bars_processed = 0 |
| Number of script-timeframe bars processed by the strategy. | |
| std::int64_t | security_feeds_total = 0 |
| Number of requested secondary security feeds. | |
| std::int64_t | security_complete_total = 0 |
| Number of complete secondary-feed observations. | |
| std::int64_t | security_partial_total = 0 |
| Number of partial secondary-feed observations. | |
| std::int64_t | magnifier_sub_bars_total = 0 |
| Total magnifier sub-bars processed. | |
| std::int64_t | magnifier_sample_ticks_total = 0 |
| Total synthetic magnifier ticks sampled. | |
| std::int32_t | input_tf_seconds = 0 |
| Input timeframe duration in seconds. | |
| std::int32_t | script_tf_seconds = 0 |
| Script timeframe duration in seconds. | |
| std::int32_t | script_tf_ratio = 0 |
| Integer aggregation ratio reported by the engine. | |
| bool | needs_aggregation = false |
| Whether the engine aggregated input bars for script execution. | |
| bool | bar_magnifier_enabled = false |
| Whether bar magnification was active. | |
| pf_metrics_t | metrics {} |
| Complete detached PineForge metrics structure. | |
| std::vector< pf_equity_point_t > | equity_curve |
| Optional owned copy controlled by BacktestConfiguration::capture_equity_curve. | |
Owning report snapshot detached from strategy and C-ABI report lifetimes.
When requested, the equity curve supports independent sleeve alignment and approximate portfolio aggregation. It is not a shared-account simulation: completed reports cannot reconstruct shared cash, margin admission, or cross-strategy order ordering.
Definition at line 49 of file trial_executor.hpp.
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noexcept |
Resolves a canonical objective path without allocating a string map.
Public fields under metrics.all, metrics.longs, metrics.shorts, and metrics.equity are supported, along with selected report.* counters. Integer metrics are converted losslessly to double for objective arithmetic. Unknown paths return std::nullopt.
| bool pineforge::hpo::ReportSnapshot::bar_magnifier_enabled = false |
Whether bar magnification was active.
Definition at line 79 of file trial_executor.hpp.
| std::vector<pf_equity_point_t> pineforge::hpo::ReportSnapshot::equity_curve |
Optional owned copy controlled by BacktestConfiguration::capture_equity_curve.
Definition at line 84 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::input_bars_processed = 0 |
Number of input-timeframe bars processed by the engine.
Definition at line 56 of file trial_executor.hpp.
| std::int32_t pineforge::hpo::ReportSnapshot::input_tf_seconds = 0 |
Input timeframe duration in seconds.
Definition at line 71 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::magnifier_sample_ticks_total = 0 |
Total synthetic magnifier ticks sampled.
Definition at line 68 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::magnifier_sub_bars_total = 0 |
Total magnifier sub-bars processed.
Definition at line 66 of file trial_executor.hpp.
| pf_metrics_t pineforge::hpo::ReportSnapshot::metrics {} |
Complete detached PineForge metrics structure.
Definition at line 82 of file trial_executor.hpp.
| bool pineforge::hpo::ReportSnapshot::needs_aggregation = false |
Whether the engine aggregated input bars for script execution.
Definition at line 77 of file trial_executor.hpp.
| double pineforge::hpo::ReportSnapshot::net_profit = 0.0 |
Report-level net profit in account currency.
Definition at line 53 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::script_bars_processed = 0 |
Number of script-timeframe bars processed by the strategy.
Definition at line 58 of file trial_executor.hpp.
| std::int32_t pineforge::hpo::ReportSnapshot::script_tf_ratio = 0 |
Integer aggregation ratio reported by the engine.
Definition at line 75 of file trial_executor.hpp.
| std::int32_t pineforge::hpo::ReportSnapshot::script_tf_seconds = 0 |
Script timeframe duration in seconds.
Definition at line 73 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::security_complete_total = 0 |
Number of complete secondary-feed observations.
Definition at line 62 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::security_feeds_total = 0 |
Number of requested secondary security feeds.
Definition at line 60 of file trial_executor.hpp.
| std::int64_t pineforge::hpo::ReportSnapshot::security_partial_total = 0 |
Number of partial secondary-feed observations.
Definition at line 64 of file trial_executor.hpp.
| std::int32_t pineforge::hpo::ReportSnapshot::total_trades = 0 |
Number of completed trades.
Definition at line 51 of file trial_executor.hpp.