public static List <double> extremas(List <Quote> spreads)
{
List <double> mids = new List <double>();
foreach (Quote q in spreads)
{
mids.Add((q.bid + q.ask) * 0.5);
}
return(LocalExtrema.extremas(mids));
}
public static Convergence releventWrap(List <double> zlist)
{
List <double> ext = LocalExtrema.extremas(zlist);
return(LocalExtrema.relevant(ext));
}
public static Convergence releventWrap(List <Quote> spreads)
{
List <double> ext = LocalExtrema.extremas(spreads);
return(LocalExtrema.relevant(ext));
}