Update scoring system
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@@ -1,3 +1,5 @@
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using static Managing.Common.Enums;
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namespace Managing.Domain.Backtests;
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public class BacktestScoringParams
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@@ -11,6 +13,14 @@ public class BacktestScoringParams
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public double Fees { get; }
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public int TradeCount { get; }
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public TimeSpan MaxDrawdownRecoveryTime { get; }
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// New properties for enhanced scoring
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public decimal MaxDrawdown { get; }
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public decimal InitialBalance { get; }
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public DateTime StartDate { get; }
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public DateTime EndDate { get; }
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public decimal FeesPaid { get; }
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public Timeframe Timeframe { get; }
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public BacktestScoringParams(
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double sharpeRatio,
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@@ -21,7 +31,12 @@ public class BacktestScoringParams
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double totalPnL,
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double fees,
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int tradeCount,
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TimeSpan maxDrawdownRecoveryTime)
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TimeSpan maxDrawdownRecoveryTime,
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decimal maxDrawdown = 0,
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decimal initialBalance = 0,
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DateTime startDate = default,
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DateTime endDate = default,
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Timeframe timeframe = Timeframe.OneHour)
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{
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SharpeRatio = sharpeRatio;
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MaxDrawdownPc = maxDrawdownPc;
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@@ -32,5 +47,10 @@ public class BacktestScoringParams
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Fees = fees;
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TradeCount = tradeCount;
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MaxDrawdownRecoveryTime = maxDrawdownRecoveryTime;
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MaxDrawdown = maxDrawdown;
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InitialBalance = initialBalance;
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StartDate = startDate;
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EndDate = endDate;
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Timeframe = timeframe;
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}
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}
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