pineforge::hpo::ReturnStatsFields Struct Reference

Published fields of one return-statistics series, in wire order: count, skipped, periods_per_year, mean, std, sharpe_per_period, skew, kurt_raw, status. More...

#include <pineforge/hpo/trial_executor.hpp>

Public Attributes
bool	computed = false
	True when the series was requested and computed from a report's equity curve.
std::array< double, 9 >	values
	Field values in wire order; NaN stands for null.

Detailed Description

Published fields of one return-statistics series, in wire order: count, skipped, periods_per_year, mean, std, sharpe_per_period, skew, kurt_raw, status.

Every entry is NaN, which the metric layer publishes as null, until the series is computed. The values are the only thing kept: the equity curve they came from is not copied.

Definition at line 86 of file trial_executor.hpp.

Member Data Documentation

computed

bool pineforge::hpo::ReturnStatsFields::computed = false

True when the series was requested and computed from a report's equity curve.

Definition at line 88 of file trial_executor.hpp.

values

std::array<double, 9> pineforge::hpo::ReturnStatsFields::values

Initial value:

{{
        std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN(),
        std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN(),
        std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN(),
        std::numeric_limits<double>::quiet_NaN(), std::numeric_limits<double>::quiet_NaN(),
        std::numeric_limits<double>::quiet_NaN()}}

Field values in wire order; NaN stands for null.

Definition at line 90 of file trial_executor.hpp.

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

• trial_executor.hpp