internal void ProcessSell(DateTime time, double bid, double ask, UnilateralTickCollection <DateTime> ticks)
{
KeyValuePair <DateTime, double>?whenTP = ticks.FirstEventWhenLessOrEqual(time, bid - m_tp);
AllCount++;
if (null == whenTP)
{
return;
}
Count++;
KeyValuePair <DateTime, double> when = (KeyValuePair <DateTime, double>)whenTP;
TimeSpan interval = when.Key - time;
double hours = interval.TotalHours;
Sum += hours;
Sum2 += hours * hours;
if (time == when.Key)
{
return;
}
double maximum = ticks.FindMaximum(time, when.Key);
maximum = maximum - bid;
Spread += maximum;
Spread2 += (maximum * maximum);
}
internal void ProcessSell(int time, double bid, double ask)
{
KeyValuePair <int, double>?whenTP = m_asks.FirstEventWhenLessOrEqual(time, bid - TakeProfit);
m_allCount++;
if (null == whenTP)
{
//AP it will be more fair
whenTP = m_asks.LastTick;
//return;
}
m_count++;
KeyValuePair <int, double> when = (KeyValuePair <int, double>)whenTP;
double interval = (when.Key - time) * this.TimeFactor;
m_timeSum += interval;
m_timeSum2 += interval * interval;
if (time < when.Key)
{
double maximum = m_asks.FindMaximum(time, when.Key);
maximum = maximum - bid;
m_lossSum += maximum;
m_lossSum2 += (maximum * maximum);
}
}
private void FindMaximumTest(DateTime from, DateTime to)
{
double control = double.NegativeInfinity;
foreach (var element in m_items)
{
if ((element.Key >= from) && (element.Key <= to))
{
if (control < element.Value)
{
control = element.Value;
}
}
}
double value = m_ticks.FindMaximum(from, to);
if (value != control)
{
Assert.Fail("FindMaximum is failed");
}
}