wehub-resource-sync
47 lines
1.8 KiB
C#
47 lines
1.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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namespace QuantConnect.Statistics
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{
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/// <summary>
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/// Represents the result of a drawdown analysis, including the maximum drawdown percentage
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/// and the maximum recovery time in days.
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/// </summary>
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public class DrawdownMetrics
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{
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/// <summary>
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/// Gets the maximum drawdown as a positive percentage.
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/// </summary>
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public decimal Drawdown { get; }
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/// <summary>
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/// Gets the maximum recovery time in days from peak to full recovery.
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/// </summary>
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public int DrawdownRecovery { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="DrawdownMetrics"/> class
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/// with the specified maximum drawdown and recovery time.
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/// </summary>
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/// <param name="drawdown">The maximum drawdown as a positive percentage.</param>
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/// <param name="recoveryTime">The maximum number of days it took to recover from a drawdown.</param>
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public DrawdownMetrics(decimal drawdown, int recoveryTime)
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{
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Drawdown = drawdown;
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DrawdownRecovery = recoveryTime;
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}
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}
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} |