public override string ToString()
{
return("\nStrategy Results for " + Name + "\n\n" +
Count + " trades. " + ProfitLoss + " total profit.\n" +
Average.ToString("N2") + " average. " +
StandardDeviation.ToString("N2") + " std dev. " +
ModifiedSharpe.ToString("N2") + " mod Sharpe.\n");
}
public override string GetCommandLineArguments()
{
ArgumentFormatter argFormatter = new ArgumentFormatter();
StringBuilder arguments = new StringBuilder();
arguments.Append(" " + "UserValues"); //4
arguments.Append(" " + argFormatter.GetFormattedArgument(GroupMean.ToString(), false)); //5
if (DeviationType == DeviationType.StandardDeviation)
{
arguments.Append(" " + "StandardDeviation"); //6
arguments.Append(" " + argFormatter.GetFormattedArgument(StandardDeviation.ToString(), false)); //7
}
else
{
arguments.Append(" " + "Variance"); //6
arguments.Append(" " + argFormatter.GetFormattedArgument(Variance)); //7
}
arguments.Append(" " + argFormatter.GetFormattedArgument(Significance, false)); //8
if (ChangeType == ChangeTypeOption.Percent)
{
arguments.Append(" " + "Percent"); //9
arguments.Append(" " + argFormatter.GetFormattedArgument(PercentChange, false)); //10
}
else
{
arguments.Append(" " + "Absolute"); //9
arguments.Append(" " + argFormatter.GetFormattedArgument(AbsoluteChange, false)); //10
}
if (PlottingRangeType == PlottingRangeTypeOption.SampleSize)
{
arguments.Append(" " + "SampleSize"); //11
arguments.Append(" " + argFormatter.GetFormattedArgument(SampleSizeFrom)); //12
arguments.Append(" " + argFormatter.GetFormattedArgument(SampleSizeTo)); //13
}
else
{
arguments.Append(" " + "PowerAxis"); //11
arguments.Append(" " + argFormatter.GetFormattedArgument(PowerFrom)); //12
arguments.Append(" " + argFormatter.GetFormattedArgument(PowerTo)); //13
}
arguments.Append(" " + argFormatter.GetFormattedArgument(GraphTitle, false)); //14
return(arguments.ToString().Trim());
}
public string ToString(IFormatProvider format)
{
StringBuilder sb = new StringBuilder();
sb.AppendFormat("{0}: {1}\r\n", nameof(Minimum), Minimum.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Maximum), Maximum.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Range), Range.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Median), Median.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Mode), Mode.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Sum), Sum.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Average), Average.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(RootMeanSquare), RootMeanSquare.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(Variance), Variance.ToString(format));
sb.AppendFormat("{0}: {1}\r\n", nameof(StandardDeviation), StandardDeviation.ToString(format));
return(sb.ToString());
}
public void WriteXml(XmlWriter writer)
{
writer.WriteAttributeString("nominal", Nominal.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("mean", Mean.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("standardDeviation", StandardDeviation.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("lowerSpecLimit", LowerSpecLimit.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("upperSpecLimit", UpperSpecLimit.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("cp", Cp.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("cpk", Cpk.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("distribution", Distribution);
writer.WriteAttributeString("skewness", Skewness.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("kurtosis", Kurtosis.ToString(CultureInfo.InvariantCulture));
writer.WriteAttributeString("sampleSize", SampleSize.ToString(CultureInfo.InvariantCulture));
writer.WriteStartElement("Sample");
Sample.WriteXml(writer);
writer.WriteEndElement();
writer.WriteStartElement("Estimate");
Estimate.WriteXml(writer);
writer.WriteEndElement();
}
