PortfolioStats constructor

PortfolioStats({
  1. required Candles? candles,
  2. required double? riskFree,
  3. required double? totalReturn,
  4. required double? cagr,
  5. required List<List<PortfolioRiskModel>> correlation,
  6. required List<PortfolioRiskModel> riskModels,
  7. required double? maxDrawdown,
  8. required double? calmar,
  9. required double? mtd,
  10. required double? threeMonth,
  11. required double? sixMonth,
  12. required double? ytd,
  13. required double? oneYear,
  14. required double? threeYear,
  15. required double? fiveYear,
  16. required double? tenYear,
  17. required double? inception,
  18. required double? dailySharpe,
  19. required double? dailySortino,
  20. required double? dailyMean,
  21. required double? dailyVolume,
  22. required double? dailySkew,
  23. required double? dailyKurt,
  24. required double? bestDay,
  25. required double? worstDay,
  26. required double? monthlySharpe,
  27. required double? monthlySortino,
  28. required double? monthlyMean,
  29. required double? monthlyVol,
  30. required double? monthlySkew,
  31. required double? monthlyKurt,
  32. required double? bestMonth,
  33. required double? worstMonth,
  34. required double? yearlySharpe,
  35. required double? yearlySortino,
  36. required double? yearlyMean,
  37. required double? yearlyVol,
  38. required double? yearlySkew,
  39. required double? yearlyKurt,
  40. required double? bestYear,
  41. required double? worstYear,
  42. required double? avgDrawdown,
  43. required double? avgDrawdownDays,
  44. required double? avgUpMonth,
  45. required double? avgDownMonth,
  46. required double? winYearPerc,
  47. required double? twelveMonthWinPerc,
})

Implementation

PortfolioStats(
    {required this.candles,
    required this.riskFree,
    required this.totalReturn,
    required this.cagr,
    required this.correlation,
    required this.riskModels,
    required this.maxDrawdown,
    required this.calmar,
    required this.mtd,
    required this.threeMonth,
    required this.sixMonth,
    required this.ytd,
    required this.oneYear,
    required this.threeYear,
    required this.fiveYear,
    required this.tenYear,
    required this.inception,
    required this.dailySharpe,
    required this.dailySortino,
    required this.dailyMean,
    required this.dailyVolume,
    required this.dailySkew,
    required this.dailyKurt,
    required this.bestDay,
    required this.worstDay,
    required this.monthlySharpe,
    required this.monthlySortino,
    required this.monthlyMean,
    required this.monthlyVol,
    required this.monthlySkew,
    required this.monthlyKurt,
    required this.bestMonth,
    required this.worstMonth,
    required this.yearlySharpe,
    required this.yearlySortino,
    required this.yearlyMean,
    required this.yearlyVol,
    required this.yearlySkew,
    required this.yearlyKurt,
    required this.bestYear,
    required this.worstYear,
    required this.avgDrawdown,
    required this.avgDrawdownDays,
    required this.avgUpMonth,
    required this.avgDownMonth,
    required this.winYearPerc,
    required this.twelveMonthWinPerc});