public List<IAlloc> GetAllocs() { List<IAlloc> allocs = new List<IAlloc>(); Boolean useStatic = false; if (useStatic) { StaticAlloc alloc = new StaticAlloc("Same", 0.33, 0.33, 0.34); allocs.Add(alloc); } else { StaticAlloc staticAlloc = new StaticAlloc("B", 0.33, 0.33, 0.34); List<IAdj> adjs = new List<IAdj>(); AddAdjsForAdjAlloc(adjs); AdjAlloc alloc = new AdjAlloc("adjalloc", adjs, staticAlloc, MixupRule.Multiply); allocs.Add(alloc); } return allocs; }
public AdjAlloc(String key, List<IAdj> adjs, StaticAlloc staticAlloc, MixupRule rule) { Trace.Assert(adjs != null); Trace.Assert(staticAlloc != null); _key = key; _adjs = adjs; _staticAlloc = staticAlloc; this.Rule = rule; }
void RunCalculateThread(object o) { // calculate adjs TradingSessionData sessionData = o as TradingSessionData; IAlloc alloc = new StaticAlloc("sa", 0.333334, 0.333333, 0.333333); List<IAdj> adjs = LoadCurrentAdjs(); MarketDataSet mds = sessionData.GetMarketDataSet(); SimCase simCase = new SimCase(sessionData.SessionKey, alloc, adjs, sessionData.InputData, MixupRule.Multiply, mds); simCase.Test(); this.Invoke(new AddNewResult(AddNewResult_Raw), new object[] { simCase, }); }