usim

Stat Modules

Simple statistic module for simulation.

define:

<module id="StatsSimple" type="stat"
path="${usimpath}/bin/libstatssimple.so" />

use:

<stats module="StatsSimple" vwap="true" print="false" />

Dependency: BaseData, return, suspend, adjfactor

parameter	type	default	description
print	bool	true	print out daily summary when simulation
futuresleverage	float	1	the leverage of futures when hedging
vwap	bool	false	if true, use VWAP to calc pnl. otherwise use close

Simple statistic module for simulation of futures.

define:

<module id="StatsFuture" type="stat"
path="${usimpath}/bin/libstatsfut.so" />

use:

<stats module="StatsFuture" vwap="false"
print="true" summary="true" />

Dependency: FutBaseData, FutProfile

parameter	type	default	description
print	bool	true	print out daily summary when simulation.
summary	bool	false	if true, will output summary when sim ends.