Changeset 15973 for branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators
- Timestamp:
- 06/28/18 11:13:37 (6 years ago)
- Location:
- branches/2522_RefactorPluginInfrastructure
- Files:
-
- 3 edited
Legend:
- Unmodified
- Added
- Removed
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branches/2522_RefactorPluginInfrastructure
- Property svn:ignore
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old new 24 24 protoc.exe 25 25 obj 26 .vs
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- Property svn:mergeinfo changed
- Property svn:ignore
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branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineProfitCalculator.cs
r12012 r15973 1 1 #region License Information 2 2 /* HeuristicLab 3 * Copyright (C) 2002-201 5Heuristic and Evolutionary Algorithms Laboratory (HEAL)3 * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) 4 4 * 5 5 * This file is part of HeuristicLab. -
branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineSharpeRatioCalculator.cs
r12012 r15973 1 1 #region License Information 2 2 /* HeuristicLab 3 * Copyright (C) 2002-201 5Heuristic and Evolutionary Algorithms Laboratory (HEAL)3 * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) 4 4 * 5 5 * This file is part of HeuristicLab. … … 31 31 public double SharpeRatio { 32 32 get { 33 if (meanAndVarianceCalculator. Variance > 0)34 return meanAndVarianceCalculator.Mean / Math.Sqrt(meanAndVarianceCalculator. Variance);33 if (meanAndVarianceCalculator.PopulationVariance > 0) 34 return meanAndVarianceCalculator.Mean / Math.Sqrt(meanAndVarianceCalculator.PopulationVariance); 35 35 else return 0.0; 36 36 } … … 46 46 public OnlineCalculatorError ErrorState { 47 47 get { 48 return meanAndVarianceCalculator.MeanErrorState | meanAndVarianceCalculator. VarianceErrorState | profitCalculator.ErrorState;48 return meanAndVarianceCalculator.MeanErrorState | meanAndVarianceCalculator.PopulationVarianceErrorState | profitCalculator.ErrorState; 49 49 } 50 50 }
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