Public Attributes
std::size_t	bar_index = 0

std::string	interval_type

double	next_bar_abs_return = 0.0

double	next_bar_return = 0.0
	Signed return (may be 0 if column absent)

double	beta = 0.0

double	geodesic_deviation = 0.0

Detailed Description

Definition at line 84 of file backtest_runner.cpp.

Member Data Documentation

std::size_t RegimeRow::bar_index = 0

Definition at line 85 of file backtest_runner.cpp.

double RegimeRow::beta = 0.0

Definition at line 89 of file backtest_runner.cpp.

double RegimeRow::geodesic_deviation = 0.0

Definition at line 90 of file backtest_runner.cpp.

std::string RegimeRow::interval_type

Definition at line 86 of file backtest_runner.cpp.

double RegimeRow::next_bar_abs_return = 0.0

Definition at line 87 of file backtest_runner.cpp.

double RegimeRow::next_bar_return = 0.0

Signed return (may be 0 if column absent)

Definition at line 88 of file backtest_runner.cpp.

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