public FoxOverlapDatum( FoxBeforeCapturePriceDatum f, FoxBeforeCapturePriceDatum v, int targetBeforeDatumCount) { Debug.Assert(f.GetTuples().Count == targetBeforeDatumCount); Debug.Assert(v.GetTuples().Count == targetBeforeDatumCount); List<double> fList = GetPriceList(f); List<double> vList = GetPriceList(v); Init(fList, f.Code, vList, v.Code, targetBeforeDatumCount); }
List<double> GetPriceList(FoxBeforeCapturePriceDatum datum) { List<double> ret = new List<double>(); List<FoxBeforeCapturePriceTuple> tuples = datum.GetTuples(); foreach (FoxBeforeCapturePriceTuple tuple in tuples) { ret.Add(tuple.CurPrice); } return ret; }