private (double, SimAccount) evaluationSimWin(int from, int to, List <int[]> sim_windows, int chro_id, Gene2 chro, double nn_threshold)
{
var ac = new SimAccount();
var sim_win = new WinSim();
ac = sim_win.sim_win_market(from, to, sim_windows, chro, ac, nn_threshold);
return(ac.performance_data.total_pl, ac);
}
private (double, SimAccount) evaluationSimWin(int from, int to, List <int[]> sim_windows, int chro_id, Gene2 chro, double nn_threshold)
{
var ac = new SimAccount();
var sim_win = new WinSim();
ac = sim_win.sim_win_market(from, to, sim_windows, chro, ac, nn_threshold);
var eva = ac.performance_data.num_trade > 0 ? ac.performance_data.total_pl / Math.Sqrt(Convert.ToDouble(ac.performance_data.num_trade)) : 0;
return(eva, ac);
}
