private double calculateModelReturn(Strategy strategy)
{
//var prices = strategy.GetStrategyReturn();
//double endPrice = prices.Last().Value.Value;
//double startPrice = prices.ElementAt(prices.Count - 121).Value.Value;
double rtrn = 0;// = Math.Log(endPrice / startPrice);
return rtrn;
}
private double calculateModelReturn(Strategy strategy, string status)
{
var prices = strategy.GetStrategyPrices(status);
double endPrice = prices.Last().Value.Value;
double startPrice = prices.ElementAt(prices.Count - 121).Value.Value;
double rtrn = Math.Log(endPrice / startPrice);
return rtrn;
}
