public void Update(double prev, double curr)
{
_linearFilter.Update(prev, curr - prev);
Period = _linearFilter.Slope == 0
? Decimal.MaxValue
: Convert.ToDecimal(-Math.Log(2) / _linearFilter.Slope);
}
public void Update(double fstPrice, double sndPrice)
{
_linearFilter.Update(sndPrice, fstPrice);
Spread = Convert.ToDecimal(fstPrice - _linearFilter.Predict(sndPrice));
}