public MARRatio(string name, SeriesTesterItem parentSeriesItem, SeriesTesterItem maxDrawDownSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.maxDrawDown = maxDrawDownSeriesItem;
this.maxDrawDown.FillSeries = true;
this.parentList.Add((object) this.maxDrawDown);
}
public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem, double multiplier)
: base(name, signalSeriesItem, name) {
this.Q6TKkEvoQ = numeratorSeriesItem;
this.BMbVKSFYY = denominatorSeriesItem;
this.parentList.Add((object) numeratorSeriesItem);
this.parentList.Add((object) denominatorSeriesItem);
this.KVogOByx1 = multiplier;
}
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
{
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = name;
this.series.Title = title;
this.parentComponent = parentSeriesItem;
this.parentSeries = parentSeriesItem.Series;
if (this.parentSeries != null)
{
this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
}
this.FillSeries = fillSeries;
}
private void XD5mZhm60([In] SeriesTesterItem obj0, [In] SeriesTesterItem obj1)
{
this.Reset();
if (obj0 != null)
{
obj0.Series.ItemAdded -= new ItemAddedEventHandler(this.syrQYCdiq);
}
this.isUpdating = true;
if (this.fillSeries)
{
obj1.FillSeries = true;
}
this.isUpdating = false;
obj1.Series.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
}
public CompoundAverageReturn(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
{
}
public SeriesTesterItem(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
: base(name)
{
this.parentList = new ArrayList();
this.Init(name, parentSeriesItem, title, fillSeries);
}
public CumulativeDailySeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
public Maximum(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
{
this.Vn2ymVwktw = double.MinValue;
}
public Median(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
{
this.sortedSeries = new ArrayList();
this.lastInsertedValue = double.NaN;
}
public SeriesTesterItem(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
: base(name) {
this.parentList = new ArrayList();
this.Init(name, parentSeriesItem, title, fillSeries);
}
public Kurtosis(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.intervalSize = intervalSize;
this.periodLength = periodLength;
}
public LossDays(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
public VaR(string name, SeriesTesterItem parentSeriesItem, double level)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.level = level;
this.sortedSeries = new ArrayList();
}
public StandardDeviation(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
this.FillSeries = true;
}
public ModifiedSharpeRatio(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
public Average(string name, SeriesTesterItem parentSeriesItem): base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
{
}
public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem)
:this(name, numeratorSeriesItem, denominatorSeriesItem, signalSeriesItem, 1.0) {
}
public PositiveSeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
public CumulativeMonthlySeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
public SharpeRatio(string name, SeriesTesterItem parentSeriesItem, double riskFreeRate)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.riskFreeRate = riskFreeRate;
}
public Minimum(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
{
this.h7MhwLxuw = double.MaxValue;
}
public SimpleDailySeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
{
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = name;
this.series.Title = title;
this.parentComponent = parentSeriesItem;
this.parentSeries = parentSeriesItem.Series;
if (this.parentSeries != null)
this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
this.FillSeries = fillSeries;
}
public NegativeSeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
public LossStandardDeviation(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
public Skewness(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title) {
}
public SimpleAnnualSeries(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
public Return(string name, SeriesTesterItem parentSeriesItem)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
}
