Esempi in C# (CSharp) per Wrapper.CalculateDeflatedSharpeRatio

Esempio n. 1

File: DeflatedSharpeRatioFitnessTest.cs Progetto: espirulina/LeanOptimization

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

            unit.Initialize();
            var actual = unit.CalculateDeflatedSharpeRatio(0.1132);

            Assert.AreEqual(0.9004, actual, 0.0002);
        }