/// <summary> /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class /// </summary> /// <param name="trades">The list of closed trades</param> /// <param name="profitLoss">Trade record of profits and losses</param> /// <param name="equity">The list of daily equity values</param> /// <param name="listPerformance">The list of algorithm performance values</param> /// <param name="listBenchmark">The list of benchmark values</param> /// <param name="startingCapital">The algorithm starting capital</param> public AlgorithmPerformance( List <Trade> trades, SortedDictionary <DateTime, decimal> profitLoss, SortedDictionary <DateTime, decimal> equity, List <double> listPerformance, List <double> listBenchmark, decimal startingCapital) { TradeStatistics = new TradeStatistics(trades); PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, listPerformance, listBenchmark, startingCapital); ClosedTrades = trades; }
/// <summary> /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class /// </summary> public AlgorithmPerformance() { TradeStatistics = new TradeStatistics(); PortfolioStatistics = new PortfolioStatistics(); ClosedTrades = new List <Trade>(); }