srfm::backtest::ExtendedBacktester Member List

This is the complete list of members for srfm::backtest::ExtendedBacktester, including all inherited members.

ExtendedBacktester(BacktestConfig config=BacktestConfig{}, std::size_t rolling_window=100) noexcept	srfm::backtest::ExtendedBacktester	explicit
geodesic_returns(const std::vector< GeodesicBarData > &bars, const std::vector< double > &asset_returns) const noexcept	srfm::backtest::ExtendedBacktester
run_triple(const std::vector< GeodesicBarData > &bars, const std::vector< double > &asset_returns, const std::string &ticker="") const noexcept	srfm::backtest::ExtendedBacktester