Beispiel #1
0
        public List <string> ToLine(double t, double[] deltas, double tracking_error, double price, double cash)
        {
            List <string> line = new List <string>();
            DateTime      date = doubleToDate(t);

            line.Add(date.ToString("dd/MM/yyyy", CultureInfo.InvariantCulture));
            line.Add(t.ToString());
            line.Add(deltas[0].ToString());
            line.Add(deltas[1].ToString());
            line.Add(deltas[2].ToString());
            line.Add(deltas[3].ToString());
            line.Add(deltas[4].ToString());
            line.Add(tracking_error.ToString());
            line.Add(price.ToString());
            foreach (var s in data.getSymbols())
            {
                line.Add(data.GetClosestData(date, data.getData(s)).ToString());
            }
            line.Add(cash.ToString());
            return(line);
        }