=encoding utf8

=for comment POD_DERIVED_INDEX_GENERATED
The following documentation is automatically generated.  Please do not edit
this file, but rather the original, inline with Performance::Probability
at lib/Performance/Probability.pm
(on the system that originally ran this).
If you do edit this file, and don't want your changes to be removed, make
sure you change the first line.

=cut

=head1 NAME

Performance::Probability - The performance probability is a likelihood measure of a client reaching his/her current profit and loss.

=head1 SYNOPSYS

  use Performance::Probability qw(get_performance_probability);

  my $probability = Performance::Probability::get_performance_probability(
                                   types        => [qw/CALL PUT/],
                                   payout       => [100, 100],
                                   bought_price => [75, 55],
                                   pnl          => 1000.0,
                                   underlying   => [qw/EURUSD EURUSD/],
                                   start_time   => [1461847439, 1461930839], #time in epoch
                                   sell_time    => [1461924960, 1461931561], #time in epoch
                                   );

=head1 DESCRIPTION

The performance probability is a likelihood measure of a client reaching his/her current profit and loss.

=head2 get_shared_winning_probability

Calculate probability that a pair of digit contracts winning together.

The outcome of a digit contract pairs are correlated if they expire at same time( same digit).

The probability of a digit contract pair expiring at same digit is equal to the number of shared winning digits of the pair divied by 10.

Example:
i. The shared winning digits for a DIGITEVEN and a DIGITOVER 2 are: 4,6, and 8. The probability would be equal to 3/10.

ii. For a DIGITOVER 3 and a DIGITUNDER 9: 4,5,6,7, and 8. The probability would be equal to 5/10.

=head2 get_winning_digits

Return the digits that contribute to a winning contract.

Example:DIGITEVEN : 0, 2, 4, 6, 8.
DIGITODD: 1, 3, 5,7,9

=head2 get_performance_probability

Calculate performance probability ( modified sharpe ratio )

=head1 INHERITED METHODS

=over 4

=item L<Exporter>

L<as_heavy|Exporter/as_heavy>, L<export|Exporter/export>, L<export_fail|Exporter/export_fail>, L<export_ok_tags|Exporter/export_ok_tags>, L<export_tags|Exporter/export_tags>, L<export_to_level|Exporter/export_to_level>, L<import|Exporter/import>, L<require_version|Exporter/require_version>

=back

