public virtual double Price(Instrument instrument)
{
if (instrument.Trade.DateTime != DateTime.MinValue && instrument.Trade.DateTime >= instrument.Bar.DateTime)
return instrument.Trade.Price;
if (instrument.Bar.DateTime != DateTime.MinValue)
return instrument.Bar.Close;
Daily last = (Daily)(instrument.GetDailySeries()).Last;
if (last != null)
return last.Close;
else
return 0.0;
}
public virtual double Price(Instrument instrument)
{
if (instrument.Trade.DateTime != DateTime.MinValue && instrument.Trade.DateTime >= instrument.Bar.DateTime)
{
return(instrument.Trade.Price);
}
if (instrument.Bar.DateTime != DateTime.MinValue)
{
return(instrument.Bar.Close);
}
Daily last = (Daily)(instrument.GetDailySeries()).Last;
if (last != null)
{
return(last.Close);
}
else
{
return(0.0);
}
}
public virtual double Price(Instrument instrument, DateTime dateTime)
{
return instrument.GetDailySeries()[dateTime.Date, EIndexOption.Prev].Close;
}
public virtual double Price(Instrument instrument, DateTime dateTime)
{
return(instrument.GetDailySeries()[dateTime.Date, EIndexOption.Prev].Close);
}
