MaxRelativeDrawdownParameter

StockSharp.Algo.Statistics

期間全体で最大相対的な株式の引下げ。

継承元: BasePnLStatisticParameter<decimal>

コンストラクター

MaxRelativeDrawdownParameter
public MaxRelativeDrawdownParameter()
maxRelativeDrawdownParameter = MaxRelativeDrawdownParameter()

Initialize MaxRelativeDrawdownParameter.

メソッド

Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)
maxRelativeDrawdownParameter.Add(marketTime, pnl, commission)

パラメータに新しいデータを追加する。

marketTime
交換時間。
pnl
利益損失の価値。
commission
委員会。
LoadAsync
public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxRelativeDrawdownParameter.LoadAsync(storage, cancellationToken)

To load the state of statistic parameter.

storage
Storage.
cancellationToken
CancellationToken

戻り値: Task

Reset
public override void Reset()
maxRelativeDrawdownParameter.Reset()

リセット状態。

SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxRelativeDrawdownParameter.SaveAsync(storage, cancellationToken)

To save the state of statistic parameter.

storage
Storage.
cancellationToken
CancellationToken

戻り値: Task