void Report::max_cons_neg( void ) const { if( _rf.num() == 0 ) return; // avoid exception during report PositionSet pset = _rf.max_cons_neg(); cout << "Max cons neg: "; if( pset.empty() ) { cout << 0 << endl; return; } cout << (int)pset.size(); _begin_end(pset); }
void Report::max_dd( void ) const { if( _rf.num() == 0 ) return; // avoid exception during report PositionSet pset = _rf.dd(); cout << "Max drawdown: "; if( pset.empty() ) { cout << 0 << endl; return; } ReturnFactors ddrf(pset); cout << ddrf.roi()*100 << '%'; _begin_end(pset); }