C# Class FastQuant.Statistics.StandardDeviation

Inheritance: PortfolioStatisticsItem

Show file Open project: fastquant/fastquant.dll

Protected Properties

Property	Type	Description
longAvg	double
shortAvg	double
totalAvg	double
type	int

Public Methods

Method	Description
StandardDeviation ( int type ) : System

Protected Methods

Method	Description
GetStdDev ( TimeSeries ts, double avg ) : double
OnInit ( ) : void
OnStatistics ( PortfolioStatisticsItem statistics ) : void

Method Details

GetStdDev() protected method

protected GetStdDev ( TimeSeries ts, double avg ) : double
ts	TimeSeries
avg	double
return	double

OnInit() protected method

protected OnInit ( ) : void
return	void

OnStatistics() protected method

protected OnStatistics ( PortfolioStatisticsItem statistics ) : void
statistics	PortfolioStatisticsItem
return	void

StandardDeviation() public method

public StandardDeviation ( int type ) : System
type	int
return	System

Property Details

longAvg protected property

protected double longAvg
return	double

shortAvg protected property

protected double shortAvg
return	double

totalAvg protected property

protected double totalAvg
return	double

type protected property

protected int type
return	int