C# Class FastQuant.Statistics.Drawdown

Inheritance: PortfolioStatisticsItem

Datei anzeigen 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_oe property

protected double longAccValue
return	double

longEquityMax protected_oe property

protected double longEquityMax
return	double

shortAccValue protected_oe property

protected double shortAccValue
return	double

shortEquityMax protected_oe property

protected double shortEquityMax
return	double

totalEquityMax protected_oe property

protected double totalEquityMax
return	double