Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
Functors

Function objects. More...

Classes

class  tsa::functor::average
 Functor for calculating the average of all values in a series over a given period. More...
 
class  tsa::functor::average_exp
 Functor for calculating the exponential average of all values in a series over a given period. More...
 
class  tsa::functor::correlation
 Functor for calculating the correlation between two series over a given period. More...
 
class  tsa::functor::max
 Functor for calculating the maximum value in a series over a given period. More...
 
class  tsa::functor::min
 Functor for calculating the minimum value in a series over a given period. More...
 
class  tsa::functor::stdev
 Functor for calculating the population standard deviation of all values in a series over a given period. More...
 
class  tsa::functor::sum
 Functor for calculating the sum of all values in a series over a given period. More...
 
class  tsa::functor::sum_neg
 Functor for calculating the sum of all negative values in a series over a given period. More...
 
class  tsa::functor::sum_pos
 Functor for calculating the sum of all positive values in a series over a given period. More...
 
class  tsa::functor::sum_squares
 Functor for calculating the sum of all values in a series over a given period. More...
 
class  tsa::functor::variance
 Functor for calculating the population standard deviation of all values in a series over a given period. More...
 

Typedefs

typedef correlation tsa::functor::CORR
 Typedef. Same as class functor::correlation.
 
typedef average_exp tsa::functor::EMA
 Typedef. Save as class functor::average_exp.
 
typedef max tsa::functor::highest
 Typedef. Same as class max;.
 
typedef min tsa::functor::lowest
 Typedef. Same as class max;.
 
typedef average tsa::functor::SMA
 Typedef. Save as class functor::average.
 

Detailed Description

Function objects.