C# (CSharp) CovarianceType 예제들

예제 #1

파일: Job_CorrelationMatrix.cs 프로젝트: ifzz/QuantSys

 public Job_CorrelationMatrix(string[] symbols, string timeframe, int numTicks, CovarianceType c)
 {
     this.symbols = symbols;
     this.timeframe = timeframe;
     this.numTicks = numTicks;
     correlation = new DenseMatrix(symbols.Length, symbols.Length, 0.0);
     covariance = new DenseMatrix(symbols.Length, symbols.Length, 0.0);
     cType = c;
     mktData = new List<MarketDataEventArg>();
 }

예제 #2

 public Job_CorrelationMatrix(string[] symbols, string timeframe, int numTicks, CovarianceType c)
 {
     this.symbols   = symbols;
     this.timeframe = timeframe;
     this.numTicks  = numTicks;
     correlation    = new DenseMatrix(symbols.Length, symbols.Length, 0.0);
     covariance     = new DenseMatrix(symbols.Length, symbols.Length, 0.0);
     cType          = c;
     mktData        = new List <MarketDataEventArg>();
 }