private decimal GetBetSize(Symbol symbol, SignalInfo signalInfo) { // ********************************* // ToDo: Kelly Goes here in a custom bet sizer // This implementation uses the same as the original algo // and just refactors it out to a class. // ********************************* IBetSizer allocator = new InstantTrendBetSizer(this); return(allocator.BetSize(symbol, signalInfo.Price[0].Value, _transactionSize, signalInfo)); }
private decimal GetBetSize(Symbol symbol, SignalInfo signalInfo) { // ********************************* // ToDo: Kelly Goes here in a custom bet sizer // This implementation uses the same as the original algo // and just refactors it out to a class. // ********************************* IBetSizer allocator = new InstantTrendBetSizer(this); return allocator.BetSize(symbol, signalInfo.Price[0].Value, _transactionSize, signalInfo); }