public String NewDeal(Merchant merch1, Merchant merch2) { Deals.Add(new Deal(merch1, merch2, merch1.Strategy(merch2), merch2.Strategy(merch1))); String result = Deals.Last().MakeDeal(); return(merch1.Name + ": +" + result[0] + "\t" + merch2.Name + ": +" + result[1]); }
private void SetCumulativePnL(Deal deal) { if (Deals.Count > 0) { deal.CumulativePnL = deal.PnL + Deals.Last().CumulativePnL; if (deal.IsProfit == Deals.Last().IsProfit) { deal.InSeries = Deals.Last().InSeries + 1; deal.InSeriesMax = deal.InSeries; Deals.Last().InSeriesMax = 0; } else { deal.InSeries = 1; deal.InSeriesMax = 1; } } else { deal.CumulativePnL = deal.PnL; deal.InSeries = 1; deal.InSeriesMax = 1; } }