public override BuyPriceFilteringComponentResult IsPriceAcceptable(ITradingObject tradingObject, double price)
{
var result = new BuyPriceFilteringComponentResult(price);
var baseValue = _metricProxy.GetMetricValues(tradingObject)[0];
var upLimit = baseValue * PriceUpLimitPercentage / 100.0;
var downLimit = baseValue * PriceDownLimitPercentage / 100.0;
if (price < downLimit || price > upLimit)
{
result.Comments = string.Format(
"Price {0:0.000} out of [{1:0.000}%..{2:0.000}%] of metric[{3}]:{4:0.000}",
price,
PriceDownLimitPercentage,
PriceUpLimitPercentage,
RawMetric,
baseValue);
if (price > upLimit && IsUpLimitPriceAcceptable)
{
result.AcceptablePrice = upLimit;
result.IsPriceAcceptable = true;
}
else
{
result.IsPriceAcceptable = false;
result.AcceptablePrice = double.NaN;
}
}
return(result);
}
public override BuyPriceFilteringComponentResult IsPriceAcceptable(ITradingObject tradingObject, double price)
{
var result = new BuyPriceFilteringComponentResult(price);
double buyPriceDownLimit = GetBuyPriceLimit(tradingObject);
if (price < buyPriceDownLimit)
{
result.Comments = string.Format(
"Price {0:0.000} lower than buy price limit {1:0.000}",
price,
buyPriceDownLimit);
result.IsPriceAcceptable = false;
result.AcceptablePrice = double.NaN;
}
return(result);
}
