public KospiIntradayTester(DeltaVolInput input, MarketDataSetKey key, List<IPnLResultHandler> resultHandlers) { this.Key = key; _input = input; _onePointAmount = ProductInfoManager.Ins().GetProductInfo(key).OnePointAmount; _resultHandlers = resultHandlers; AddMATrendTester(10, 50); UseMASpreadSwitch(0.005, -0.005); }
public EquityDeltaVolTester(DeltaVolInput input, List<string> tickers, List<IPnLResultHandler> handlers) { _input = input; _startDate = input.StartDate; _endDate = input.EndDate; _resultHandlers = handlers; _selectionPeriod = EquityVolPredefinedVariables.SelectionPeriod; _lookupPeriod = EquityVolPredefinedVariables.LookupPeriod; LoadMarketDataSet(tickers); }