C# Class FastQuant.Statistics.RecoveryFactor

Inheritance: PortfolioStatisticsItem
Mostrar archivo Open project: fastquant/fastquant.dll

Protected Properties

Property Type Description
maxDrawdown PortfolioStatisticsItem
netProfit PortfolioStatisticsItem

Protected Methods

Method Description
OnInit ( ) : void
OnStatistics ( PortfolioStatisticsItem statistics ) : void

Method Details

OnInit() protected method

protected OnInit ( ) : void
return void

OnStatistics() protected method

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

Property Details

maxDrawdown protected_oe property

protected PortfolioStatisticsItem maxDrawdown
return PortfolioStatisticsItem

netProfit protected_oe property

protected PortfolioStatisticsItem netProfit
return PortfolioStatisticsItem