public RateData(double bid, double ask, double high, double low, DateTime date, RateDirection direction)
{
this.bid = bid;
this.ask = ask;
this.high = high;
this.low = low;
this.date = date;
this.direction = direction;
}
public ContractPricingComponent(Money tradeVolume,
Money settlementVolume,
Rate customerSpotRate,
Rate costSpotRate,
RateDirection rateDirection,
TradeDirection tradeDirection,
DateRange startEndDates,
bool isAmountInSettlementCurrency)
{
TradeVolume = tradeVolume;
SettlementVolume = settlementVolume;
CustomerSpotRate = customerSpotRate;
CostSpotRate = costSpotRate;
RateDirection = rateDirection;
TradeDirection = tradeDirection;
StartEndDates = startEndDates;
IsAmountInSettlementCurrency = isAmountInSettlementCurrency;
}
public Rate(string symbol, double bid, double ask, double high, double low, DateTime date, RateDirection direction)
{
this.symbol = symbol;
this.data = new List<RateData>();
data.Add(new RateData(bid, ask, high, low, date, direction));
}
public void GetTrend(out int?trend, out bool flag, decimal?firstPeriodRate, decimal?secondPeriodRate, RateDirection rateDirection)
{
trend = null;
flag = false;
if (!firstPeriodRate.HasValue || !secondPeriodRate.HasValue)
{
return;
}
if (firstPeriodRate - secondPeriodRate > 0.05m)
{
trend = 1;
}
else if (secondPeriodRate - firstPeriodRate > 0.05m)
{
trend = -1;
if (rateDirection == RateDirection.OneToZero && secondPeriodRate - firstPeriodRate > 0.1m)
{
flag = true;
}
}
else
{
trend = 0;
}
}
private void GetTrendByStudent(int firstPeriodTotal, int secondPeriodTotal, decimal firstPeriodAttendance, decimal secondPeriodAttendance, RateDirection rateDirection, out int?trend, out bool flag)
{
flag = false;
trend = null;
if (firstPeriodTotal == 0 || secondPeriodTotal == 0)
{
return;
}
var firstPeriodRate = firstPeriodAttendance / firstPeriodTotal;
var secondPeriodRate = secondPeriodAttendance / secondPeriodTotal;
GetTrend(out trend, out flag, firstPeriodRate, secondPeriodRate, rateDirection);
}
private void GetTrendByAttendance(int firstPeriodTotal, int secondPeriodTotal, int firstPeriodAttendance, int secondPeriodAttendance, RateDirection rateDirection, out int?trend, out bool flag)
{
flag = false;
trend = null;
if (firstPeriodTotal != secondPeriodTotal || firstPeriodTotal == 0 || secondPeriodTotal == 0)
{
return;
}
GetTrendByStudent(firstPeriodTotal, secondPeriodTotal, firstPeriodAttendance, secondPeriodAttendance, rateDirection, out trend, out flag);
}
public AutoSpotContractPricingComponent(Money tradeVolume, Money settlementVolume, Pricing.Rate customerSpotRate, Pricing.Rate costSpotRate, RateDirection rateDirection, TradeDirection tradeDirection, DateRange startEndDates, bool isAmountInSettlementCurrency) : base(tradeVolume, settlementVolume, customerSpotRate, costSpotRate, rateDirection, tradeDirection, startEndDates, isAmountInSettlementCurrency)
{
}
