CSurvival gains SurvivalSE (Greenwood), IncidenceSE and
ConditionalIncidenceSE (Aalen), and a free SurvProbCI that puts a
log-log interval around a probability so it cannot leave [0,1] on a
thin risk set. One IncidenceVar(from,to,cause) worker serves both the
unconditional and the conditional figures, since conditioning on
survival past a bar only re-bases the same increments.
TradeHistory: the comment on the unbounded HistorySelect gave the
wrong reason. A position whose only close falls after the cutoff is
censored correctly under a narrowed range; the case that actually
breaks is a position partially closed before the cutoff and fully
closed after, whose partial exit would be read as its final one.
SurvivalPanel: the refresh gate watched PositionsTotal() alone, which
misses every change that leaves the count intact - a partial close, a
netting reversal, a close and an open inside one bar, or a swap of
which position is described. LiveKey() folds the count together with
the tracked position's ticket, volume and open time.
SurvivalCore: ConditionalIncidence's header now states the
conditioning convention exactly rather than describing it as the
trades that reached the age.
SurvivalDemo: the iCustom note now states the input group behaviour
positively instead of contrasting it with the documentation.
README rewritten to match what the project became: competing risks
rather than cumulative hazard, the standard errors, and an honest
disclaimer about the demonstration Expert's result.
ayantrader
8e5f45bb2a