Documentación

Última actualización el 5. 5. 2015 por Mark Fric

Constantes StatsValues

A continuación se muestra una lista de constantes estándar para StatsValues anuncio definido en com.strategyquant.lib.results.StatsConst medthod.

Puede utilizarlas directamente como cadenas, por ejemplo:

double grossProfit = stats.getDouble("GrossProfit");

o (para evitar errores tipográficos) utilizando las constantes de clase:

double grossProfit = stats.getDouble(StatsConst.GROSS_PROFIT);

  • NET_PROFIT = “NetProfit”;
  • GROSS_PROFIT = “GrossProfit”;
  • GROSS_LOSS = “GrossLoss”;
  • PROFIT_FACTOR = "Factor_de_ganancia";
  • NUMBER_OF_TRADES = “NumberOfTrades”;
  • NUMBER_OF_LOSSES = “NumberOfLosses”;
  • NUMBER_OF_PROFITS = "Número de beneficios" & #157;;
  • NUMBER_OF_CANCELED = “NumberOfCanceled”;
  • WIN_LOSS_RATIO = “WinLossRatio”;
  • AVG_BARS_TRADE = “AvgBarsTrade”;
  • AVG_BARS_WIN = “AvgBarsWin”;
  • AVG_BARS_LOSS = “AvgBarsLoss”;
  • AVG_TRADE = “AvgTrade”;
  • AVG_WIN = “AvgWin”;
  • AVG_LOSS = “AvgLoss”;
  • PAYOUT_RATIO = “PayoutRatio”;
  • AVG_PROFIT_BY_DAY = “AvgProfitByDay”;
  • AVG_PROFIT_BY_MONTH = “AvgProfitByMonth”;
  • AVG_PROFIT_BY_YEAR = “AvgProfitByYear”;
  • AVG_TRADES_PER_DAY = “AvgTradesPerDay”;
  • AVG_TRADES_PER_MONTH = “AvgTradesPerMonth”;
  • AVG_TRADES_PER_YEAR = “AvgTradesPerYear”;
  • MAX_CONSEC_WINS = “MaxConsecWins”;
  • MAX_CONSEC_LOSS = "MaxConsecLoss" & #157;;
  • AVG_CONSEC_WIN = “AvgConsecWin”;
  • AVG_CONSEC_LOSS = “AvgConsecLoss”;
  • MAX_PROFIT = “MaxProfit”;
  • MAX_LOSS = “MaxLoss”;
  • STANDARD_DEV = “StandardDev”;
  • Z_SCORE = “ZScore”;
  • Z_PROBABILITY = “ZProbabilidad”;
  • EXPECTANCY = "Expectativa";
  • R_EXPECTANCY = "Expectativa";
  • R_EXPECTANCY_SCORE = "Puntuación de expectativas" & #157;;
  • SYMMETRY = "Simetría" & #157;;
  • STAGNATION_FROM = "EstancamientoDesde";
  • STAGNATION_TO = "Estancamiento hacia";
  • STAGNATION_PERIOD = "PeriodoDeEstancamiento";
  • STAGNATION_PERIOD_PCT = “PeriodoDeEstancamientoPct”;
  • EXPOSICIÓN = "Exposición";
  • DRAWDOWN = “Drawdown”;
  • PCT_DRAWDOWN = "PctDrawdown" & #157;;
  • PIPS_DRAWDOWN = "PipsDrawdown" & #157;;
  • RETURN_DD_RATIO = “ReturnDDRatio”;
  • ESTABILIDAD = "Estabilidad";
  • DEGREES_OF_FREEDOM = “GradosDeLibertad”;
  • AHPR = "AHPR" & #157;;
  • SHARPE_RATIO = “SharpeRatio”;
  • SQN = “sqn”;
  • SQN_SCORE = “Sqn_score”;
  • AAR_DD_RATIO = "AarDDRatio";
  • TOTAL_TRADING_DAYS = “TotalTradingDays”;
  • TOTAL_TRADING_MONTHS = “TotalTradingMonths”;
  • TOTAL_TRADING_YEARS = “TotalTradingYears”;
  • CAGR = CAGR;
  • WINNING_PCT = “WinningPct”;

¿Le ha resultado útil este artículo? El artículo era útil El artículo no era útil

Suscríbase a
Notificar a
0 Comentarios
Feedbacks de Inline
Ver todos los comentarios