public override double Execute(ISecurity source, int barNum)
{
var barDate = source.Bars[barNum].Date;
var startDay = barDate.Date.Add(SessionStart);
if (startDay > barDate)
{
startDay = startDay.AddDays(-1);
}
var endDay = startDay.AddDays(1);
if (startDay > m_oldStartDate)
{
m_oldStartDate = startDay;
m_oldStartBarNum = barNum;
}
Func <IPosition, int, double> getProfitFunc;
switch (ProfitKind)
{
case ProfitKind.Unfixed:
getProfitFunc = ProfitExtensions.GetProfit;
break;
case ProfitKind.Fixed:
getProfitFunc = ProfitExtensions.GetAccumulatedProfit;
break;
default:
throw new InvalidEnumArgumentException(nameof(ProfitKind), (int)ProfitKind, ProfitKind.GetType());
}
var profit = CalcProfit(source, barNum, getProfitFunc, startDay, endDay, m_oldStartBarNum);
return(profit);
}
public override double Execute(ISecurity source, int barNum)
{
switch (ProfitKind)
{
case ProfitKind.Unfixed:
return(source.GetProfit(barNum));
case ProfitKind.Fixed:
return(source.GetAccumulatedProfit(barNum));
default:
throw new InvalidEnumArgumentException(nameof(ProfitKind), (int)ProfitKind, ProfitKind.GetType());
}
}
