Polished DataProvider & Converter, RTTI field access
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@@ -236,9 +236,6 @@ type
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// A bot executes a strategy
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IAuraBot = interface(IAuraLiveObject)
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function GetPnL: TMutable<TDataSeries<Double>>;
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// Zero-based PnL series
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property PnL: TMutable<TDataSeries<Double>> read GetPnL;
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end;
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// A strategy creates a bot that executes that strategy with given parameters and within a given time slot.
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@@ -262,11 +259,8 @@ type
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IAuraTradeResult = interface
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function GetPerformance: TAuraTradePerformance;
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function GetTrades: TDataSeries<Double>;
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// Perform Monte Carlo Simulation and generate performance distribution
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function CalcMonteCarloSimulation(Steps: Integer): TFuture<TAuraMonteCarloResult>;
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// PnLs of each trade = Equity curve
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property Trades: TDataSeries<Double> read GetTrades;
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// The performance of this equity curve
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property Performance: TAuraTradePerformance read GetPerformance;
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end;
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