C# Class FastQuant.Statistics.StandardDeviation

Inheritance: PortfolioStatisticsItem

Exibir arquivo 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_oe property

protected double longAvg
return	double

shortAvg protected_oe property

protected double shortAvg
return	double

totalAvg protected_oe property

protected double totalAvg
return	double

type protected_oe property

protected int type
return	int