Ejemplo n.º 1
0
        void populateSlippageCache(Symbol symbol)
        {
            var manager    = new SpudManager();
            var bars       = bars_[symbol];
            var spud       = new BarSpud(manager);
            var calculator = symbol.slippageCalculator(spud);

            each(sort(bars.Keys), date => {
                spud.set(bars[date]);
                slippageCache.get(date)[symbol] = calculator.slippage();
                manager.newBar();
            });
        }