Ejemplo n.º 1
0
        protected override void OnUpdate(MarketData mktData, DateTime updateTime, Price value)
        {
            if (_calendar == null)
            {
                _calendar = new Calendar(updateTime);
            }
            decimal proximity = 100m - (Math.Min((decimal)_calendar.SecondsToEvent(updateTime), _periodSeconds) * 100m / _periodSeconds);

            Publish(updateTime, proximity);
        }