public double Execute(ISecurity source, int barNum)
{
if (barNum - m_lastBarNum == 1)
{
m_lastProfit = source.GetProfit(barNum);
if (m_lastMaxProfit < m_lastProfit)
{
m_lastMaxProfit = m_lastProfit;
}
}
else if (m_lastBarNum != barNum)
{
double profit = 0, maxProfit = double.NegativeInfinity;
for (var i = 0; i <= barNum; i++)
{
profit = source.GetProfit(i);
if (maxProfit < profit)
{
maxProfit = profit;
}
}
m_lastProfit = profit;
m_lastMaxProfit = maxProfit;
}
m_lastBarNum = barNum;
return(m_lastMaxProfit - m_lastProfit);
}
public override double Execute(ISecurity source, int barNum)
{
switch (ProfitKind)
{
case ProfitKind.Unfixed:
return(source.GetProfit(barNum));
case ProfitKind.Fixed:
return(source.GetAccumulatedProfit(barNum));
default:
throw new InvalidEnumArgumentException(nameof(ProfitKind), (int)ProfitKind, ProfitKind.GetType());
}
}
public double Execute(ISecurity source, int barNum)
{
var securityRt = source as ISecurityRt;
return(securityRt?.EstimatedBalance ?? source.InitDeposit + source.GetProfit(barNum));
}
