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ATAS.DataFeedsCore.Statistics Namespace Reference

Classes

class  AccountAgeParameter
 
class  AvgLossInMoneyParameter
 
class  AvgLossParameter
 
class  AvgPnLParameter
 
class  AvgProfitParameter
 
class  AvgTradeLengthParameter
 
class  AvgTradesPerDayParameter
 
class  AvgWinParameter
 
class  BestTradeParameter
 
class  CommissionParameter
 
class  DailyPnLParameter
 
interface  IStatisticsParameterGroup
 
interface  ITradingStatistics
 
interface  ITradingStatisticsProvider
 
class  LastTradeDateParameter
 
class  LossDaysParameter
 
class  LossPnLParameter
 
class  LossTradesParameter
 
class  MaxConsecutiveLossesParameter
 
class  MaxConsecutiveWinsParameter
 
class  MaxDrawdownDateParameter
 
class  MaxDrawdownParameter
 
class  MaxRelativeDrawdownParameter
 
class  MyTradeQueue
 
class  NetPnLParameter
 
class  ProfitDaysParameter
 
class  ProfitFactorParameter
 
class  ProfitPnLParameter
 
class  ProfitTradesParameter
 
class  RecoveryFactorParameter
 
class  SharpeRatioParameter
 
class  StatisticsManager
 
class  StatisticsParameter
 
class  StatisticsParameterGroup
 
class  TotalDaysParameter
 
class  TotalLossParameter
 
class  TotalPnLParameter
 
class  TotalProfitParameter
 
class  TotalTradesParameter
 
class  TradingStatistics
 
class  WinLossRatioParameter
 
class  WinningDaysPercentParameter
 
class  WinRateParameter
 
class  WorstTradeParameter
 

Typedefs

using PnlTuple = System.Tuple< decimal, decimal >
 

Functions

record struct EquityValue (string SecurityId, DateTime Time, decimal TotalEquity, decimal Equity)
 

Typedef Documentation

◆ PnlTuple

using ATAS.DataFeedsCore.Statistics.PnlTuple = typedef System.Tuple<decimal, decimal>

Function Documentation

◆ EquityValue()

record struct ATAS.DataFeedsCore.Statistics.EquityValue ( string  SecurityId,
DateTime  Time,
decimal  TotalEquity,
decimal  Equity 
)