zenix a5039de6aa feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint		2022-07-26 18:00:05 +09:00
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sortino.go	feature: implement omega, sharp, sortino related functions	2022-06-29 20:10:20 +09:00