/// <summary>
/// Call this at the end to add any open drawdowns to the drawdown length
/// </summary>
public void CalcFinalValues(DateTime dt)
{
if (DrawdownPct.Last() < -0.0000001)
{
DrawdownLengths.Add(dt - _drawdownStart);
}
}
private void AddDrawdownLengths(DateTime dt)
{
if (Returns.Count > 1 && DrawdownPct[DrawdownPct.Count - 2] < -0.0000001 && DrawdownPct.Last() > -0.0000001)
{
DrawdownLengths.Add(dt - _drawdownStart);
}
if (DrawdownPct.Last() < -0.000001 && (Returns.Count <= 1 || DrawdownPct[DrawdownPct.Count - 2] > -0.000001))
{
_drawdownStart = dt;
}
}
