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K-Ratio in RiskAssessment plugin: Source Code

Posted By Co0olCat 3 Years Ago
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Posted Tuesday March 25 2014
Hi,

In my work I found it very useful to grade performance based on K-Ratio. You can read about it here: http://www.styleadvisor.com/content/k-ratio
I am not associated with the company in the link.

I have implemented it in addition to other metrics. See source files.

All mistakes are mine. Use it at your own risk.

I would appreciate feedback.

Thank you.

Kind regards,
TY

P.S. While working on the plugin I was using Sharpe ratio as template. I have noticed that arguments are passed as values (not ref). Is it general practice with other RE code? I would expect performance and memory penalties.

Attachments
KRatio.cs (273 views, 9.00 KB)
KRatioPlugin.cs (252 views, 3.00 KB)

Edited: Tuesday March 25 2014 by Co0olCat
Posted Friday March 28 2014
Co0olCat (3/25/2014)
P.S. While working on the plugin I was using Sharpe ratio as template. I have noticed that arguments are passed as values (not ref). Is it general practice with other RE code? I would expect performance and memory penalties.


In .NET, only value types (ie primitive types or structs) are really passed by value. Classes are reference types, which mean that you are always passing a reference (ie a pointer) to the actual object around.

Thanks,
Daniel
Posted Sunday March 30 2014
I stand corrected.

Thank you.

Kind regards,
TY


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