Example #1
0
 private void pushEval()
 {
     double[] af = new double[_traders.Count];
     for (int i = 0; i < _traders.Count; i++)
     {
         AbstractStrategy abstracttrader = (AbstractStrategy)_traders[i];
         af[i] = abstracttrader.GetPnL();
     }
     _evalHistory.Insert(0, af);
 }
Example #2
0
 private void UpdateCumulative()
 {
     for (int i = 0; i < _traderAgent.Agents.Count; i++)
     {
         AbstractStrategy abstracttrader = (AbstractStrategy)_traderAgent.Agents[i];
         double           score          = (abstracttrader.GetTransactionCount() == 0) ? 0 : abstracttrader.GetPnL() / (abstracttrader.GetDaysHeld() / abstracttrader.GetTransactionCount());
         double           transactions   = abstracttrader.GetTransactionCount();
         double           pnl            = abstracttrader.GetPnL();
         //double days = abstracttrader.GetDaysHeld();
         total             += score;
         totalpnl          += pnl;
         totaltransactions += transactions;
         //totaldays += days;
     }
 }