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
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