#region License Information
/* HeuristicLab
* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System.Collections.Generic;
using HEAL.Attic;
namespace HeuristicLab.Problems.DataAnalysis.Trading {
[StorableType("f0f78fec-6361-4032-b6d1-e36fbbf63381")]
public interface ISolution : IDataAnalysisSolution {
new IModel Model { get; }
new IProblemData ProblemData { get; }
IEnumerable Signals { get; }
IEnumerable TrainingSignals { get; }
IEnumerable TestSignals { get; }
IEnumerable GetSignals(IEnumerable rows);
double TrainingSharpeRatio { get; }
double TestSharpeRatio { get; }
}
}