MaxDrawdownParameter
StockSharp.Algo.Statistics
整个期间最大绝对缩编.
继承自: BasePnLStatisticParameter<decimal>
构造函数
MaxDrawdownParameter
public MaxDrawdownParameter()
maxDrawdownParameter = MaxDrawdownParameter()
Initialize MaxDrawdownParameter.
方法
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)
maxDrawdownParameter.Add(marketTime, pnl, commission)
要添加新数据到参数中 。
- marketTime
- 交换时间。
- pnl
- 损益之相.
- commission
- 执会.
LoadAsync
public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxDrawdownParameter.LoadAsync(storage, cancellationToken)
To load the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
返回值: Task
SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = maxDrawdownParameter.SaveAsync(storage, cancellationToken)
To save the state of statistic parameter.
- storage
- Storage.
- cancellationToken
- CancellationToken
返回值: Task