public override void Assign(StrategyBase from) { base.Assign(from); StatisticalArbitrageStrategy s = from as StatisticalArbitrageStrategy; if (s == null) { return; } this.CloseSpread = s.CloseSpread; OrderGrid.Assign(s.OrderGrid); }
public override void Assign(StrategyBase from) { base.Assign(from); StatisticalArbitrageStrategy s = from as StatisticalArbitrageStrategy; if (s == null) { return; } SpreadClosePosition = s.SpreadClosePosition; SpreadOpenPosition = s.SpreadOpenPosition; OrderGrid.Assign(s.OrderGrid); }