Ejemplo n.º 1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class
 /// </summary>
 /// <param name="trades">The list of closed trades</param>
 /// <param name="profitLoss">Trade record of profits and losses</param>
 /// <param name="equity">The list of daily equity values</param>
 /// <param name="listPerformance">The list of algorithm performance values</param>
 /// <param name="listBenchmark">The list of benchmark values</param>
 /// <param name="startingCapital">The algorithm starting capital</param>
 public AlgorithmPerformance(
     List <Trade> trades,
     SortedDictionary <DateTime, decimal> profitLoss,
     SortedDictionary <DateTime, decimal> equity,
     List <double> listPerformance,
     List <double> listBenchmark,
     decimal startingCapital)
 {
     TradeStatistics     = new TradeStatistics(trades);
     PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, listPerformance, listBenchmark, startingCapital);
     ClosedTrades        = trades;
 }
Ejemplo n.º 2
0
 /// <summary>
 /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class
 /// </summary>
 public AlgorithmPerformance()
 {
     TradeStatistics     = new TradeStatistics();
     PortfolioStatistics = new PortfolioStatistics();
     ClosedTrades        = new List <Trade>();
 }