ComputeNextValue(IndicatorDataPoint input) | QuantConnect.Indicators.SharpeRatio | protected |
IsReady | QuantConnect.Indicators.SharpeRatio | |
Numerator | QuantConnect.Indicators.SharpeRatio | protected |
RateOfChange | QuantConnect.Indicators.SharpeRatio | protected |
Ratio | QuantConnect.Indicators.SharpeRatio | protected |
Reset() | QuantConnect.Indicators.SharpeRatio | |
RiskFreeRate | QuantConnect.Indicators.SharpeRatio | protected |
SharpeRatio(string name, int period, IRiskFreeInterestRateModel riskFreeRateModel) | QuantConnect.Indicators.SharpeRatio | |
SharpeRatio(int period, IRiskFreeInterestRateModel riskFreeRateModel) | QuantConnect.Indicators.SharpeRatio | |
SharpeRatio(string name, int period, PyObject riskFreeRateModel) | QuantConnect.Indicators.SharpeRatio | |
SharpeRatio(int period, PyObject riskFreeRateModel) | QuantConnect.Indicators.SharpeRatio | |
SharpeRatio(string name, int period, decimal riskFreeRate=0.0m) | QuantConnect.Indicators.SharpeRatio | |
SharpeRatio(int period, decimal riskFreeRate=0.0m) | QuantConnect.Indicators.SharpeRatio | |
SortinoRatio(string name, int period, double minimumAcceptableReturn=0) | QuantConnect.Indicators.SortinoRatio | |
SortinoRatio(int period, double minimumAcceptableReturn=0) | QuantConnect.Indicators.SortinoRatio | |
WarmUpPeriod | QuantConnect.Indicators.SharpeRatio | |