C# (CSharp) Quqe DataSeries.SignalAccuracy Examples

Example #1

File: Transforms.cs Project: wintonpc/Quqe

        public static double SignalAccuracyPercent(this DataSeries <Bar> bars, DataSeries <Value> signal)
        {
            var accuracy = bars.SignalAccuracy(signal);
            var result   = (double)accuracy.Count(x => x > 0) / accuracy.Count(x => x != 0);

            //Trace.WriteLine(string.Format("SignalAccuracyPercent = {0} ({1} of {2} of {3})",
            //  result, accuracy.Count(x => x > 0), accuracy.Count(x => x != 0), accuracy.Count()));
            return(result);
        }