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Feature issue#4581 Maximum Drawdown Recovery Time. #8280

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e036eac
Implement a prototype of the maximum recovery time function.
swisstackle Aug 14, 2024
7c4cbc3
Add unit test skeletons.
swisstackle Aug 14, 2024
93590a0
Add failing test
swisstackle Aug 14, 2024
6bd5cee
Issue #4581: Implement MaxDrawdownRecoveryTime.
swisstackle Aug 21, 2024
83270c0
Issue 4581: Add DTO for Drawdown Percentage, Drawdown Enddate, and Hi…
swisstackle Aug 22, 2024
3ac7b75
Issue 4581: Fix bgu for when lDrawdowns list is empty.
swisstackle Aug 22, 2024
2aa999c
Issue 4581: Change names of tests. Change name of file.
swisstackle Aug 22, 2024
5135892
Issue 4581: Make adjustements to flow of adding drawdowns to lDrawdowns.
swisstackle Aug 23, 2024
7bfcef9
Issue 4581: Add multiple unit tests.
swisstackle Aug 23, 2024
c0e3d83
Issue #4581: Change name of unit test
swisstackle Aug 24, 2024
ffd3160
Issue #4581: Add to PerformanceMetrics
swisstackle Aug 24, 2024
cc507f0
Issue #4581: Add Maximum Drawdown Recovery to PortolioStatistics class.
swisstackle Aug 24, 2024
32b3afa
Issue #4581: Add to portolfio statistics class.
swisstackle Aug 24, 2024
6a81574
Issue #4581: Add to statistics builder.
swisstackle Aug 24, 2024
c0a53ab
Issue #4581: Add report key.
swisstackle Aug 24, 2024
fca85cc
Case #4581: Convert to decimal.
swisstackle Aug 24, 2024
8fddd3b
Issue #4581: Correct comment.
swisstackle Aug 24, 2024
95a6c42
Issue #4581: Correct performance metrics view model string.
swisstackle Aug 24, 2024
e2c9d20
Case #4581: Correct statistics builder view model string..again.
swisstackle Aug 24, 2024
a3f0c58
Issue #4581: Placed DradownDradownDateHighValueDTO at the end of the …
swisstackle Aug 24, 2024
cb7f28f
Issue #4581: Add 2 new tests.
swisstackle Aug 24, 2024
2b0bb2a
Issue #4581: Change algorithm so that when multiple maximum drawdowns…
swisstackle Aug 24, 2024
49ac507
Issue #4581: Add unit test.
swisstackle Aug 24, 2024
845bc8c
Issue #4581: Remove reportkey. Change dto name.
swisstackle Aug 24, 2024
83fbce0
Issue #4581: Change summary.
swisstackle Aug 24, 2024
854c5b1
Issue #4581: Change comment.
swisstackle Aug 24, 2024
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Issue #4581: Correct comment.
swisstackle committed Aug 24, 2024
commit 8fddd3bf26af9f94bb91bf43d9366169ddfe9904
2 changes: 1 addition & 1 deletion Common/Statistics/PerformanceMetrics.cs
Original file line number Diff line number Diff line change
@@ -158,7 +158,7 @@ public static class PerformanceMetrics
public const string PortfolioTurnover = "Portfolio Turnover";

/// <summary>
/// The average Portfolio Turnover
/// The recovery time of the maximum drawdown.
/// </summary>
public const string MaxDrawdownRecovery = "Maximum Drawdown Recovery";