Add penality for bad risk reward

This commit is contained in:
2025-07-18 19:19:22 +07:00
parent 259e479b18
commit cb031522b4
4 changed files with 22 additions and 3 deletions

View File

@@ -1,3 +1,4 @@
using Managing.Domain.MoneyManagements;
using static Managing.Common.Enums;
namespace Managing.Domain.Backtests;
@@ -20,6 +21,7 @@ public class BacktestScoringParams
public DateTime StartDate { get; }
public DateTime EndDate { get; }
public Timeframe Timeframe { get; }
public MoneyManagement MoneyManagement { get; }
public BacktestScoringParams(
double sharpeRatio,
@@ -35,7 +37,8 @@ public class BacktestScoringParams
decimal tradingBalance = 0,
DateTime startDate = default,
DateTime endDate = default,
Timeframe timeframe = Timeframe.OneHour)
Timeframe timeframe = Timeframe.OneHour,
MoneyManagement moneyManagement = null)
{
SharpeRatio = sharpeRatio;
GrowthPercentage = growthPercentage;
@@ -51,5 +54,6 @@ public class BacktestScoringParams
StartDate = startDate;
EndDate = endDate;
Timeframe = timeframe;
MoneyManagement = moneyManagement;
}
}