pineforge::hpo::SleeveSummary Struct Reference

Compact start/end summary for one independently evaluated portfolio sleeve. More...

#include <pineforge/hpo/portfolio.hpp>

Public Attributes
std::string	strategy_id
	Stable strategy identifier.
std::string	market_id
	Stable market or dataset identifier.
double	weight = 0.0
	Portfolio weight used for this sleeve.
double	initial_equity = 0.0
	Sleeve equity at the beginning of the observation window.
double	final_equity = 0.0
	Sleeve equity at the end of the observation window.

Detailed Description

Compact start/end summary for one independently evaluated portfolio sleeve.

Definition at line 31 of file portfolio.hpp.

Member Data Documentation

final_equity

double pineforge::hpo::SleeveSummary::final_equity = 0.0

Sleeve equity at the end of the observation window.

Definition at line 41 of file portfolio.hpp.

initial_equity

double pineforge::hpo::SleeveSummary::initial_equity = 0.0

Sleeve equity at the beginning of the observation window.

Definition at line 39 of file portfolio.hpp.

market_id

std::string pineforge::hpo::SleeveSummary::market_id

Stable market or dataset identifier.

Definition at line 35 of file portfolio.hpp.

strategy_id

std::string pineforge::hpo::SleeveSummary::strategy_id

Stable strategy identifier.

Definition at line 33 of file portfolio.hpp.

weight

double pineforge::hpo::SleeveSummary::weight = 0.0

Portfolio weight used for this sleeve.

Definition at line 37 of file portfolio.hpp.

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

• portfolio.hpp