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  • 11401 a7b2d9450f
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    Fixes Double to Decimal Cast in GetAnnualPerformance (#5492)

    frostbyte_neo 发布于 2021-04-19 13:43:47 +00:00 | 2433 次提交 在此版本后已推送到 master

    GetAnnualPerformance raises an exception if the AnnualPerformance calculation returns a double that cannot be cast to decimal (smaller than decimal.MinValue or bigger than decimal.MaxValue).
    See ProbabilisticSharpeRatio where the same solution was applied.

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