Moments of every block of one bar-return series, ascending block. More...

#include <pineforge/hpo/return_stats.hpp>

Public Attributes
ReturnBlocksStatus	status = ReturnBlocksStatus::NotRequested
	Outcome of the reduction; NotRequested until a requested reduction runs.

std::vector< std::int64_t >	count
	Usable returns per block.

std::vector< double >	sum
	Sum of the usable returns per block.

std::vector< double >	m2
	Centred second moment per block.

Detailed Description

Moments of every block of one bar-return series, ascending block.

count[b] is the number of usable returns of block b, sum[b] their sum, and m2[b] their centred second moment: the sum of the squared deviations from the mean of that same block. The three vectors hold S entries each as soon as a reduction ran, and are empty otherwise. A block whose intervals were all unusable has count 0, sum 0 and m2 0. A value that is not finite is stored as computed: it accompanies status Nonfinite, which is published status-only with the wire text non_finite, and the module refuses that row by name.

Definition at line 273 of file return_stats.hpp.

Member Data Documentation

◆ count

std::vector<std::int64_t> pineforge::hpo::ReturnBlockMoments::count

Usable returns per block.

Definition at line 276 of file return_stats.hpp.

◆ m2

std::vector<double> pineforge::hpo::ReturnBlockMoments::m2

Centred second moment per block.

Definition at line 278 of file return_stats.hpp.

Referenced by pineforge_hpo.pbo.MomentTable::__post_init__().

◆ status

ReturnBlocksStatus pineforge::hpo::ReturnBlockMoments::status = ReturnBlocksStatus::NotRequested

Outcome of the reduction; NotRequested until a requested reduction runs.

Definition at line 275 of file return_stats.hpp.

◆ sum

std::vector<double> pineforge::hpo::ReturnBlockMoments::sum

Sum of the usable returns per block.

Definition at line 277 of file return_stats.hpp.

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