| 1 | #region License Information
|
|---|
| 2 | /* HeuristicLab
|
|---|
| 3 | * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
|---|
| 4 | *
|
|---|
| 5 | * This file is part of HeuristicLab.
|
|---|
| 6 | *
|
|---|
| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
|
|---|
| 8 | * it under the terms of the GNU General Public License as published by
|
|---|
| 9 | * the Free Software Foundation, either version 3 of the License, or
|
|---|
| 10 | * (at your option) any later version.
|
|---|
| 11 | *
|
|---|
| 12 | * HeuristicLab is distributed in the hope that it will be useful,
|
|---|
| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|---|
| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|---|
| 15 | * GNU General Public License for more details.
|
|---|
| 16 | *
|
|---|
| 17 | * You should have received a copy of the GNU General Public License
|
|---|
| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
|
|---|
| 19 | */
|
|---|
| 20 | #endregion
|
|---|
| 21 |
|
|---|
| 22 | using System.Collections.Generic;
|
|---|
| 23 | using HEAL.Attic;
|
|---|
| 24 |
|
|---|
| 25 | namespace HeuristicLab.Problems.DataAnalysis.Trading {
|
|---|
| 26 | [StorableType("f0f78fec-6361-4032-b6d1-e36fbbf63381")]
|
|---|
| 27 | public interface ISolution : IDataAnalysisSolution {
|
|---|
| 28 | new IModel Model { get; }
|
|---|
| 29 | new IProblemData ProblemData { get; }
|
|---|
| 30 |
|
|---|
| 31 | IEnumerable<double> Signals { get; }
|
|---|
| 32 | IEnumerable<double> TrainingSignals { get; }
|
|---|
| 33 | IEnumerable<double> TestSignals { get; }
|
|---|
| 34 | IEnumerable<double> GetSignals(IEnumerable<int> rows);
|
|---|
| 35 |
|
|---|
| 36 | double TrainingSharpeRatio { get; }
|
|---|
| 37 | double TestSharpeRatio { get; }
|
|---|
| 38 | }
|
|---|
| 39 | }
|
|---|
