Add penality for bad risk reward
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@@ -1,3 +1,4 @@
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using Managing.Domain.MoneyManagements;
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using static Managing.Common.Enums;
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namespace Managing.Domain.Backtests;
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@@ -20,6 +21,7 @@ public class BacktestScoringParams
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public DateTime StartDate { get; }
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public DateTime EndDate { get; }
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public Timeframe Timeframe { get; }
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public MoneyManagement MoneyManagement { get; }
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public BacktestScoringParams(
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double sharpeRatio,
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@@ -35,7 +37,8 @@ public class BacktestScoringParams
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decimal tradingBalance = 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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Timeframe timeframe = Timeframe.OneHour,
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MoneyManagement moneyManagement = null)
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{
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SharpeRatio = sharpeRatio;
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GrowthPercentage = growthPercentage;
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@@ -51,5 +54,6 @@ public class BacktestScoringParams
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StartDate = startDate;
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EndDate = endDate;
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Timeframe = timeframe;
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MoneyManagement = moneyManagement;
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}
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}
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