Is it possible to add my own Statistic (e.g. Result Value) to Q's Metrics Report?
(Like a Sharpe Ratio based on daily returns for example)
Is there an API for this?
Is it possible to add my own Statistic (e.g. Result Value) to Q's Metrics Report?
(Like a Sharpe Ratio based on daily returns for example)
Is there an API for this?
There's ModelResultViewerBase interface to inherit your class from to implement a model result viewer which apparently isn't documented.
Which assembly/dll?
which namespace?
Assembly: Quantacula.WPF.dll
Namespace: Quantacula.WPF
While it is possible to create a completely new Model Result Viewer, we can probably provide an easier method to add custom metrics to the standard metrics report. Let me think about it ...
Could you please publish the source code (possibly stripped and simplified) of
Model -> Backtest Results -> Metrics Report
(a table Result Viewer)
and
Model -> Backtest Result -> Equity Curve
(A Chart Result Viewer)
These could serve as working examples and a good starting point for the implementation of new Result Viewers.
DrKoch said: "Could you please publish the source code (possibly stripped and simplified)..."
Let me second DrKoch's request.