public override decimal Calculate(ITimeSeries series, ITradingRecord tradingRecord)
{
int numberOfProfitable = 0;
foreach (Trade trade in tradingRecord.Trades)
{
int entryIndex = trade.GetEntry().getIndex();
int exitIndex = trade.GetExit().getIndex();
decimal result;
if (trade.GetEntry().isBuy())
{
// buy-then-sell trade
result = series.GetBar(exitIndex).ClosePrice.DividedBy(series.GetBar(entryIndex).ClosePrice);
}
else
{
// sell-then-buy trade
result = series.GetBar(entryIndex).ClosePrice.DividedBy(series.GetBar(exitIndex).ClosePrice);
}
if (result.IsGreaterThan(Decimals.ONE))
{
numberOfProfitable++;
}
}
return(((decimal)numberOfProfitable).DividedBy(tradingRecord.GetTradeCount()));
}
public void GetTradeCount()
{
Assert.AreEqual(0, emptyRecord.GetTradeCount());
Assert.AreEqual(1, openedRecord.GetTradeCount());
Assert.AreEqual(2, closedRecord.GetTradeCount());
}
public override decimal Calculate(ITimeSeries series, ITradingRecord tradingRecord)
{
return(tradingRecord.GetTradeCount());
}