private (double, SimAccount) evaluationSimWin(int from, int to, List <int[]> sim_windows, int chro_id, Gene2 chro, double nn_threshold) { var ac = new SimAccount(); var sim_win = new WinSim(); ac = sim_win.sim_win_market(from, to, sim_windows, chro, ac, nn_threshold); return(ac.performance_data.total_pl, ac); }
private (double, SimAccount) evaluationSimWin(int from, int to, List <int[]> sim_windows, int chro_id, Gene2 chro, double nn_threshold) { var ac = new SimAccount(); var sim_win = new WinSim(); ac = sim_win.sim_win_market(from, to, sim_windows, chro, ac, nn_threshold); var eva = ac.performance_data.num_trade > 0 ? ac.performance_data.total_pl / Math.Sqrt(Convert.ToDouble(ac.performance_data.num_trade)) : 0; return(eva, ac); }