optmize

type BTResult struct {
	MaxOpenOrders   int
	MinReal         float64
	MaxReal         float64 // Maximum Assets 最大资产
	MaxDrawDownPct  float64 // Maximum drawdown percentage 最大回撤百分比
	ShowDrawDownPct float64 // Displays the maximum drawdown percentage 显示最大回撤百分比
	BarNum          int
	TimeNum         int
	OrderNum        int

	Plots        *PlotData
	StartMS      int64
	EndMS        int64
	PlotEvery    int
	TotalInvest  float64
	OutDir       string
	PairGrps     []*RowItem
	TotProfitPct float64
	SharpeRatio  float64
	SortinoRatio float64
	// contains filtered or unexported fields
}

type BackTest struct {
	biz.Trader
	*BTResult
	// contains filtered or unexported fields
}

type FuncOptTask func(params map[string]float64) (float64, *errs.Error)

type GroupScore struct {
	Items []*config.RunPolicyConfig
	Score float64
}

type OptGroup struct {
	Items []*OptInfo
	Score float64
	Name  string
	Pair  string
	TFStr string
}

type OptInfo struct {
	Dirt  string
	Score float64
	Param string
	OdNum int
}

type PlotData struct {
	Labels        []string
	OdNum         []int
	Real          []float64
	Available     []float64
	UnrealizedPOL []float64
	WithDraw      []float64
	// contains filtered or unexported fields
}

type RowItem struct {
	Title string
	RowPart
}

type RowPart struct {
	WinCount     int
	ProfitSum    float64
	ProfitPctSum float64
	CostSum      float64
	Durations    []int
	Orders       []*orm.InOutOrder
	Sharpe       float64 // 夏普比率
	Sortino      float64
}