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P&L reporting

description

Given account info A_j at t_j, write functions for the following:

(Familiarize yourself with std::accumulate and std::partial_sum from <numeric>.)
  • Final balance.
  • max/min/mean balance.
  • drawdown/up
  • variance of account
  • move per day ([sum_1^n |A_j|/dt_j]/n)

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