SharpeRatioParameter

SharpeRatioParameter()

Initialize a new instance of the SharpeRatioParameter class.

AddRiskSample(decimal)

Adds a new sample to the risk accumulator.

ret

The return value.

GetRisk(int, decimal) : decimal

Gets the risk value (e.g., stddev or downside deviation).

count

Count of samples.

sumReturn

Sum of all returns.

Возвращает: Risk value.

HasEnoughRiskSamples(int) : bool

Checks if enough risk samples accumulated for calculation.

count

Count of samples.

Возвращает: Check result.

Load(SettingsStorage)

Load settings.

storage

Settings storage.

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

storage

Settings storage.