public RoundTripsTesterItem(RoundTripList parentRoundTripList, string title)
: base(title) {
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = this.name;
this.series.Title = title;
this.parentRoundTripList = parentRoundTripList;
this.lastNotUpdatedIndex = -1;
this.Connect();
}
public RoundTripsTesterItem(RoundTripList parentRoundTripList, string title)
: base(title)
{
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = this.name;
this.series.Title = title;
this.parentRoundTripList = parentRoundTripList;
this.lastNotUpdatedIndex = -1;
this.Connect();
}
public AllRoundTripsTotalPnL(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public ConsecutiveLosers(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public RoundTripsEntryEfficiency(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public WinningRoundTripsValues(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public LargestLosingRoundTrip(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public NumberOfRoundTrips(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public RoundTripListEnumerator(RoundTripList roundTripList) : base()
{
this.fC8yjAcy31 = -1;
this.HZMyZ8mCTS = roundTripList;
}
private void FgQyY8DxsR(RoundTripList obj0, string obj1)
{
// WinningRoundTrips winningRoundTrips = new WinningRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6376));
// this.AddComponent((TesterItem) winningRoundTrips);
// LosingRoundTrips losingRoundTrips = new LosingRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6436));
// this.AddComponent((TesterItem) losingRoundTrips);
// NumberOfRoundTrips numberOfRoundTrips = new NumberOfRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6494));
// this.AddComponent((TesterItem) numberOfRoundTrips);
// this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6538), (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) numberOfRoundTrips, (SeriesTesterItem) numberOfRoundTrips));
// AllRoundTripsTotalPnL roundTripsTotalPnL1 = new AllRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6592));
// this.AddComponent((TesterItem) roundTripsTotalPnL1);
// WinningRoundTripsTotalPnL roundTripsTotalPnL2 = new WinningRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6650));
// this.AddComponent((TesterItem) roundTripsTotalPnL2);
// LosingRoundTripsTotalPnL roundTripsTotalPnL3 = new LosingRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6716));
// this.AddComponent((TesterItem) roundTripsTotalPnL3);
// this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6780), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) winningRoundTrips));
// this.AddComponent((TesterItem) new LargestWinningRoundTrip(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6832)));
// this.AddComponent((TesterItem) new LargestLosingRoundTrip(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6886)));
// Division division1 = new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6938), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) roundTripsTotalPnL2);
// this.AddComponent((TesterItem) division1);
// Division division2 = new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6992), (SeriesTesterItem) roundTripsTotalPnL3, (SeriesTesterItem) losingRoundTrips, (SeriesTesterItem) roundTripsTotalPnL3);
// this.AddComponent((TesterItem) division2);
// this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7044), (SeriesTesterItem) roundTripsTotalPnL1, (SeriesTesterItem) numberOfRoundTrips, (SeriesTesterItem) roundTripsTotalPnL1));
// this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7082), (SeriesTesterItem) division1, (SeriesTesterItem) division2, (SeriesTesterItem) roundTripsTotalPnL1, -1.0));
// this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7138), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) roundTripsTotalPnL3, (SeriesTesterItem) roundTripsTotalPnL1, -1.0));
// this.AddComponent((TesterItem) new OpenRoundTripValue(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7168)));
// ConsecutiveWinners consecutiveWinners = new ConsecutiveWinners(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7214));
// this.AddComponent((TesterItem) consecutiveWinners);
// this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7256), (SeriesTesterItem) consecutiveWinners));
// ConsecutiveLosers consecutiveLosers = new ConsecutiveLosers(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7314));
// this.AddComponent((TesterItem) consecutiveLosers);
// this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7354), (SeriesTesterItem) consecutiveLosers));
// RoundTripsDuration roundTripsDuration1 = new RoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7410));
// this.AddComponent((TesterItem) roundTripsDuration1);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7466), (SeriesTesterItem) roundTripsDuration1));
// WinningRoundTripsDuration roundTripsDuration2 = new WinningRoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7530));
// this.AddComponent((TesterItem) roundTripsDuration2);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7602), (SeriesTesterItem) roundTripsDuration2));
// this.AddComponent((TesterItem) new Median(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7682), (SeriesTesterItem) roundTripsDuration2));
// this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7760), (SeriesTesterItem) roundTripsDuration2));
// this.AddComponent((TesterItem) new Minimum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7840), (SeriesTesterItem) roundTripsDuration2));
// LosingRoundTripsDuration roundTripsDuration3 = new LosingRoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7920));
// this.AddComponent((TesterItem) roundTripsDuration3);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7990), (SeriesTesterItem) roundTripsDuration3));
// this.AddComponent((TesterItem) new Median(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8068), (SeriesTesterItem) roundTripsDuration3));
// this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8144), (SeriesTesterItem) roundTripsDuration3));
// this.AddComponent((TesterItem) new Minimum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8222), (SeriesTesterItem) roundTripsDuration3));
// TotalRoundTripsEfficiency roundTripsEfficiency = new TotalRoundTripsEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8300));
// this.AddComponent((TesterItem) roundTripsEfficiency);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8366), (SeriesTesterItem) roundTripsEfficiency));
// RoundTripsEntryEfficiency tripsEntryEfficiency = new RoundTripsEntryEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8418));
// this.AddComponent((TesterItem) tripsEntryEfficiency);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8484), (SeriesTesterItem) tripsEntryEfficiency));
// RoundTripsExitEfficiency tripsExitEfficiency = new RoundTripsExitEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8536));
// this.AddComponent((TesterItem) tripsExitEfficiency);
// this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8600), (SeriesTesterItem) tripsExitEfficiency));
}
private void Init()
{
this.tempPortfolio = new Portfolio();
this.tempPortfolio.Performance.Enabled = false;
this.timeInterval = TimeIntervalSize.day1;
this.wealthSeries = new DoubleSeries();
this.drawdownSeries = new DoubleSeries();
this.percentDrawdownSeries = new DoubleSeries();
this.costSeries = new DoubleSeries();
this.pnLSeries = new DoubleSeries();
this.returnSeries = new DoubleSeries();
this.allocationSeries = new DoubleSeries();
this.allocationLongSeries = new DoubleSeries();
this.allocationShortSeries = new DoubleSeries();
this.roundTripList = new RoundTripList(this);
this.longRoundTripList = new RoundTripList(this);
this.shortRoundTripList = new RoundTripList(this);
this.isRoundTripsOnly = this.allowRoundTrips;
this.pnLSeries.Title = "Test PnL Series";
this.wealthSeries.Title = "Test Wealth Series";
this.drawdownSeries.Title = "Test Drawdown Series";
this.percentDrawdownSeries.Title = "Test Percent Drawdown Series";
this.costSeries.Title = "Test Cost Series";
this.returnSeries.Title = "Test Return Series";
this.pnLSeries.Name = "Test PnL Series";
this.wealthSeries.Name = "Test Wealth Series";
this.drawdownSeries.Name = "Test Drawdown Series";
this.percentDrawdownSeries.Name = "Test Percent Drawdown Series";
this.costSeries.Name = "Test Cost Series";
this.returnSeries.Name = "Test Return Series";
this.components = new TesterItemList();
this.components.ComponentListChanged += new EventHandler(this.GvwyC63XLV);
this.InitialWealth = -1.0;
this.riskFreeRate = 0.0;
this.businessDaysOnly = true;
this.totalCost = 0.0;
SimpleSeriesItem simpleSeriesItem1 = new SimpleSeriesItem("", this.wealthSeries);
SimpleSeriesItem simpleSeriesItem2 = new SimpleSeriesItem("", this.drawdownSeries);
SimpleSeriesItem simpleSeriesItem3 = new SimpleSeriesItem("", this.percentDrawdownSeries);
SimpleSeriesItem simpleSeriesItem4 = new SimpleSeriesItem("", this.costSeries);
SimpleSeriesItem simpleSeriesItem5 = new SimpleSeriesItem("", this.pnLSeries);
SimpleSeriesItem simpleSeriesItem6 = new SimpleSeriesItem("", this.returnSeries);
this.AddComponent(simpleSeriesItem1);
this.AddComponent(simpleSeriesItem2);
this.AddComponent(simpleSeriesItem3);
this.AddComponent(simpleSeriesItem4);
this.AddComponent(simpleSeriesItem5);
this.AddComponent(simpleSeriesItem6);
this.iLayprxSnG();
}
public LosingRoundTrips(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public OpenRoundTripValue(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title){
}
public WinningRoundTripsDuration(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}
public RoundTripListEnumerator(RoundTripList roundTripList):base()
{
this.fC8yjAcy31 = -1;
this.HZMyZ8mCTS = roundTripList;
}
public TotalRoundTripsEfficiency(RoundTripList parentRoundTripList, string title)
: base(parentRoundTripList, title) {
}