43 lines
1.1 KiB
C#
43 lines
1.1 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace MarketData.Generator.CMMomentum
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{
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public class CMCandidates : List<CMCandidate>
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{
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public CMCandidates()
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{
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}
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public CMCandidates(List<CMCandidate> cmCandidates)
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{
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foreach (CMCandidate cmCandidate in cmCandidates) Add(cmCandidate);
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}
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}
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public class CMCandidate
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{
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public CMCandidate()
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{
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Violation = false;
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}
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public String Symbol { get; set; }
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public DateTime AnalysisDate { get; set; }
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public DateTime TradeDate { get; set; }
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public int DayCount { get; set; }
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public double Slope { get; set; }
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public double AnnualizedReturn { get; set; }
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public double Score { get; set; }
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public double RSquared { get; set; }
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public double Beta { get; set; }
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public int BetaMonths { get; set; }
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public double SharpeRatio { get; set; }
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public long Volume { get; set; }
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public bool Violation { get; set; }
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public String Reason { get; set; }
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public bool CNNPrediction{get;set;}
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}
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}
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