Examples of sharpeRatio()

Examples of org.wkh.bateman.trade.Session.sharpeRatio()

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                    Session tradingSession = model.generateSignals(asset.getTimeSeries().beginningOfSeries(),
                            asset.getTimeSeries().lastOfSeries());

                    //return -tradingSession.grossProfit().doubleValue();
                    return -tradingSession.sharpeRatio();
                } catch (Exception ex) {
                    ex.printStackTrace();

                    return Double.MAX_VALUE;
                }
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