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source: stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Interfaces/ISolution.cs

Last change on this file was 17181, checked in by swagner, 5 years ago

#2875: Merged r17180 from trunk to stable

File size: 1.4 KB
Line 
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
22using System.Collections.Generic;
23using HEAL.Attic;
24
25namespace 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}
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