Beispiel #1
0
    public MARRatio(string name, SeriesTesterItem parentSeriesItem, SeriesTesterItem maxDrawDownSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)
		 {
      this.maxDrawDown = maxDrawDownSeriesItem;
      this.maxDrawDown.FillSeries = true;
      this.parentList.Add((object) this.maxDrawDown);
    }
Beispiel #2
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    public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem, double multiplier)
			: base(name, signalSeriesItem, name) {
      this.Q6TKkEvoQ = numeratorSeriesItem;
      this.BMbVKSFYY = denominatorSeriesItem;
      this.parentList.Add((object) numeratorSeriesItem);
      this.parentList.Add((object) denominatorSeriesItem);
      this.KVogOByx1 = multiplier;
    }
Beispiel #3
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 protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
 {
     this.isUpdating      = false;
     this.lastDateTime    = DateTime.MinValue;
     this.series          = new DoubleSeries();
     this.series.Name     = name;
     this.series.Title    = title;
     this.parentComponent = parentSeriesItem;
     this.parentSeries    = parentSeriesItem.Series;
     if (this.parentSeries != null)
     {
         this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
     }
     this.FillSeries = fillSeries;
 }
Beispiel #4
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 private void XD5mZhm60([In] SeriesTesterItem obj0, [In] SeriesTesterItem obj1)
 {
     this.Reset();
     if (obj0 != null)
     {
         obj0.Series.ItemAdded -= new ItemAddedEventHandler(this.syrQYCdiq);
     }
     this.isUpdating = true;
     if (this.fillSeries)
     {
         obj1.FillSeries = true;
     }
     this.isUpdating        = false;
     obj1.Series.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
 }
Beispiel #5
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    public CompoundAverageReturn(string name, SeriesTesterItem parentSeriesItem)
			:     base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
		{
    }
Beispiel #6
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 public SeriesTesterItem(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
     : base(name)
 {
     this.parentList = new ArrayList();
     this.Init(name, parentSeriesItem, title, fillSeries);
 }
 public CumulativeDailySeries(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
Beispiel #8
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		public Maximum(string name, SeriesTesterItem parentSeriesItem)  :  base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)

    {
      this.Vn2ymVwktw = double.MinValue;
    }
Beispiel #9
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    public Median(string name, SeriesTesterItem parentSeriesItem)
			: base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
		 {
      this.sortedSeries = new ArrayList();
      this.lastInsertedValue = double.NaN;
    }
Beispiel #10
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    public SeriesTesterItem(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
			: base(name) {
      this.parentList = new ArrayList();
      this.Init(name, parentSeriesItem, title, fillSeries);
    }
Beispiel #11
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    public Kurtosis(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)
		{
    }
Beispiel #12
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    public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)
		 {
    this.intervalSize = intervalSize;
      this.periodLength = periodLength;
    }
Beispiel #13
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    public LossDays(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)
		  {
    }
Beispiel #14
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    public VaR(string name, SeriesTesterItem parentSeriesItem, double level)
			:  base(name, parentSeriesItem, parentSeriesItem.Series.Title)
		 {
    this.level = level;
      this.sortedSeries = new ArrayList();
    }
Beispiel #15
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    public StandardDeviation(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title) {
      this.FillSeries = true;
    }
Beispiel #16
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    public ModifiedSharpeRatio(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)  {
     }
Beispiel #17
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		public Average(string name, SeriesTesterItem parentSeriesItem): base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
    {
    }
Beispiel #18
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    public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem)
			:this(name, numeratorSeriesItem, denominatorSeriesItem, signalSeriesItem, 1.0) {
    }
Beispiel #19
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    public PositiveSeries(string name, SeriesTesterItem parentSeriesItem)
			: base(name, parentSeriesItem, parentSeriesItem.Series.Title)    {
     }
Beispiel #20
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    public CumulativeMonthlySeries(string name, SeriesTesterItem parentSeriesItem)
			: base(name, parentSeriesItem, parentSeriesItem.Series.Title)  {
    }
Beispiel #21
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    public SharpeRatio(string name, SeriesTesterItem parentSeriesItem, double riskFreeRate)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)
		{
       this.riskFreeRate = riskFreeRate;
    }
Beispiel #22
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    public Minimum(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
		 {
      this.h7MhwLxuw = double.MaxValue;
    }
Beispiel #23
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    public SimpleDailySeries(string name, SeriesTesterItem parentSeriesItem)
			: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
   }
Beispiel #24
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 protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
 {
   this.isUpdating = false;
   this.lastDateTime = DateTime.MinValue;
   this.series = new DoubleSeries();
   this.series.Name = name;
   this.series.Title = title;
   this.parentComponent = parentSeriesItem;
   this.parentSeries = parentSeriesItem.Series;
   if (this.parentSeries != null)
     this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
   this.FillSeries = fillSeries;
 }
Beispiel #25
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 public NegativeSeries(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
Beispiel #26
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    public LossStandardDeviation(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title) {

		    }
Beispiel #27
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    public Skewness(string name, SeriesTesterItem parentSeriesItem)
			:      base(name, parentSeriesItem,  parentSeriesItem.Series.Title)  {
     }
 public SimpleAnnualSeries(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
Beispiel #29
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    public Return(string name, SeriesTesterItem parentSeriesItem)
			:     base(name, parentSeriesItem, parentSeriesItem.Series.Title)
		 {
    }