Module Trading_engine.Metric

Typed, dimensioned strategy observations.

type numeric
type value =
  1. | Numeric of numeric
  2. | String of string
  3. | Boolean of bool
type aggregation =
  1. | Last
  2. | Sum
  3. | Minimum
  4. | Maximum
  5. | Mean
type dimension = {
  1. key : string;
  2. value : string;
}
type t = private {
  1. name : string;
  2. value : value;
  3. unit_ : string option;
  4. dimensions : dimension list;
  5. aggregation : aggregation option;
}
val create : name:string -> value:value -> ?unit_:string -> ?dimensions:(string * string) list -> ?aggregation:aggregation -> unit -> (t, string) Stdlib.result
val aggregation_to_string : aggregation -> string
val aggregation_of_string : string -> (aggregation, string) Stdlib.result
val numeric_of_string : string -> (numeric, string) Stdlib.result
val numeric_to_string : numeric -> string