Polished DataProvider & Converter, RTTI field access

This commit is contained in:
Michael Schimmel
2025-07-15 01:56:44 +02:00
parent 4247fde7cd
commit 1a2b6cf8a0
15 changed files with 687 additions and 1044 deletions
-6
View File
@@ -236,9 +236,6 @@ type
// A bot executes a strategy
IAuraBot = interface(IAuraLiveObject)
function GetPnL: TMutable<TDataSeries<Double>>;
// Zero-based PnL series
property PnL: TMutable<TDataSeries<Double>> read GetPnL;
end;
// A strategy creates a bot that executes that strategy with given parameters and within a given time slot.
@@ -262,11 +259,8 @@ type
IAuraTradeResult = interface
function GetPerformance: TAuraTradePerformance;
function GetTrades: TDataSeries<Double>;
// Perform Monte Carlo Simulation and generate performance distribution
function CalcMonteCarloSimulation(Steps: Integer): TFuture<TAuraMonteCarloResult>;
// PnLs of each trade = Equity curve
property Trades: TDataSeries<Double> read GetTrades;
// The performance of this equity curve
property Performance: TAuraTradePerformance read GetPerformance;
end;