C# (CSharp) Entity PriceModel Examples

Example #1

File: OptionData.Calculation.cs Project: johnmensen/TradeSharp

 private void BuildModel()
 {
     var deltas = new List<double>();
     double shift = 0;
     if (RemoveTrend)
         shift = (candles.Last().close - candles.First().open) / candles.Count;
     candles.ForEach(c => deltas.Add(c.close - c.open - shift));
     deltas.Sort();
     model = new PriceModel(deltas, (double)CalcSettings.Instance.HighPercent);
 }

Example #2

File: OptionTraderRobot.cs Project: johnmensen/TradeSharp

 public bool PrepareForCalculation()
 {
     if (deltas.Count < maxSize) return false;
     model = new PriceModel(deltas.OrderBy(d => d).ToList());
     return true;
 }