示例#1
0
 @Override
 public double calculate(TimeSeries series, Trade trade) {
   return totalProfit.calculate(series, trade) / maxDrawdown.calculate(series, trade);
 }
示例#2
0
 @Override
 public double calculate(TimeSeries series, TradingRecord tradingRecord) {
   return totalProfit.calculate(series, tradingRecord)
       / maxDrawdown.calculate(series, tradingRecord);
 }