コード例 #1
0
        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;
        }
コード例 #2
0
        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;
        }