Removed references to SharpeRatioRiskAllocation

2025-01-14 12:45:11 -05:00
parent 323b259fc5
commit 712ce1df84
1 changed files with 0 additions and 14 deletions
--- a/MarketDataLib/Generator/Momentum/SRRiskAllocation.cs
+++ b/MarketDataLib/Generator/Momentum/SRRiskAllocation.cs
@@ -1,14 +0,0 @@
-using System;
-using System.Text;
-
-namespace MarketData.Generator.Momentum
-{
-  public class SRRiskAllocation
-  {
-    public String Symbol { get; set; }
-    public double SharpeRatioBaseOne { get; set; }  // This applies an offset to the Sharpe Ratios so that we are working with zero based SharpeRatios for allocation purposes.
-    public double Weight { get; set; }
-    public double Allocation { get; set; }
-    public int Shares { get; set; }
-  }
-}