C# (CSharp) Wrapper.CalculateExpectedMaximum Exemples

Exemple #1

Fichier : DeflatedSharpeRatioFitnessTest.cs Projet : espirulina/LeanOptimization

        public void CalculateExpectedMaximumTest()
        {
            var unit = new Wrapper(null);

            unit.Initialize();
            var actual = unit.CalculateExpectedMaximum();

            Assert.AreEqual(0.1132, actual, 0.0002);
        }