srfm::engine::EngineOutput Struct Reference

Aggregated engine output for one process() call. More...

#include <n_asset_engine.hpp>

Public Attributes
std::vector< AssetMomentumResult >	assets
	Per-asset results.
IntervalType	portfolio_regime
	Portfolio-level regime.
double	portfolio_interval_sq
	Portfolio ds².
double	timestamp
	Timestamp of latest bar.

Detailed Description

Aggregated engine output for one process() call.

Definition at line 114 of file n_asset_engine.hpp.

Member Data Documentation

assets

std::vector<AssetMomentumResult> srfm::engine::EngineOutput::assets

Per-asset results.

Definition at line 115 of file n_asset_engine.hpp.

portfolio_interval_sq

double srfm::engine::EngineOutput::portfolio_interval_sq

Portfolio ds².

Definition at line 117 of file n_asset_engine.hpp.

portfolio_regime

IntervalType srfm::engine::EngineOutput::portfolio_regime

Portfolio-level regime.

Definition at line 116 of file n_asset_engine.hpp.

timestamp

double srfm::engine::EngineOutput::timestamp

Timestamp of latest bar.

Definition at line 118 of file n_asset_engine.hpp.

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

• include/srfm/engine/n_asset_engine.hpp