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Trading System API
3.0
Library for Simulating and Deploying Trading and Investment Strategies
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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. | |
Function objects.