Update scoring

This commit is contained in:
2025-07-17 21:53:19 +07:00
parent 7de18673f9
commit 7bf7f783a9
4 changed files with 59 additions and 60 deletions

View File

@@ -5,7 +5,6 @@ namespace Managing.Domain.Backtests;
public class BacktestScoringParams
{
public double SharpeRatio { get; }
public double MaxDrawdownPc { get; }
public double GrowthPercentage { get; }
public double HodlPercentage { get; }
public double WinRate { get; }
@@ -17,14 +16,13 @@ public class BacktestScoringParams
// New properties for enhanced scoring
public decimal MaxDrawdown { get; }
public decimal InitialBalance { get; }
public decimal TradingBalance { get; }
public DateTime StartDate { get; }
public DateTime EndDate { get; }
public decimal FeesPaid { get; }
public Timeframe Timeframe { get; }
public BacktestScoringParams(
double sharpeRatio,
double maxDrawdownPc,
double growthPercentage,
double hodlPercentage,
double winRate,
@@ -34,12 +32,12 @@ public class BacktestScoringParams
TimeSpan maxDrawdownRecoveryTime,
decimal maxDrawdown = 0,
decimal initialBalance = 0,
decimal tradingBalance = 0,
DateTime startDate = default,
DateTime endDate = default,
Timeframe timeframe = Timeframe.OneHour)
{
SharpeRatio = sharpeRatio;
MaxDrawdownPc = maxDrawdownPc;
GrowthPercentage = growthPercentage;
HodlPercentage = hodlPercentage;
WinRate = winRate;
@@ -49,6 +47,7 @@ public class BacktestScoringParams
MaxDrawdownRecoveryTime = maxDrawdownRecoveryTime;
MaxDrawdown = maxDrawdown;
InitialBalance = initialBalance;
TradingBalance = tradingBalance;
StartDate = startDate;
EndDate = endDate;
Timeframe = timeframe;