C# Class FastQuant.Statistics.Drawdown

Inheritance: PortfolioStatisticsItem

Show file Open project: fastquant/fastquant.dll

Protected Properties

Property	Type	Description
longAccValue	double
longEquityMax	double
shortAccValue	double
shortEquityMax	double
totalEquityMax	double

Protected Methods

Method	Description
OnEquity ( double equity ) : void
OnPositionChanged ( Position position ) : void
OnPositionClosed ( Position position ) : void
OnPositionSideChanged ( Position position ) : void
OnRoundTrip ( TradeInfo trade ) : void

Method Details

OnEquity() protected method

protected OnEquity ( double equity ) : void
equity	double
return	void

OnPositionChanged() protected method

protected OnPositionChanged ( Position position ) : void
position	Position
return	void

OnPositionClosed() protected method

protected OnPositionClosed ( Position position ) : void
position	Position
return	void

OnPositionSideChanged() protected method

protected OnPositionSideChanged ( Position position ) : void
position	Position
return	void

OnRoundTrip() protected method

protected OnRoundTrip ( TradeInfo trade ) : void
trade	TradeInfo
return	void

Property Details

longAccValue protected property

protected double longAccValue
return	double

longEquityMax protected property

protected double longEquityMax
return	double

shortAccValue protected property

protected double shortAccValue
return	double

shortEquityMax protected property

protected double shortEquityMax
return	double

totalEquityMax protected property

protected double totalEquityMax
return	double