private static IEnumerable <IExampleSpace <T> > TraverseUnencountered <TAccumulator, T>(
IEnumerable <TAccumulator> accumulators,
ImmutableHashSet <ExampleId> encounteredIds,
Func <TAccumulator, ImmutableHashSet <ExampleId>, IExampleSpace <T> > nextExampleSpace)
{
return(accumulators
.Scan(
new UnfoldSubspaceState <T>(
new Option.None <IExampleSpace <T> >(),
encounteredIds),
(acc, curr) =>
{
var exampleSpace = nextExampleSpace(curr, acc.Encountered);
var hasBeenEncountered = acc.Encountered.Contains(exampleSpace.Current.Id);
if (hasBeenEncountered)
{
return new UnfoldSubspaceState <T>(
new Option.None <IExampleSpace <T> >(),
acc.Encountered);
}
return new UnfoldSubspaceState <T>(
new Option.Some <IExampleSpace <T> >(exampleSpace),
acc.Encountered.Add(exampleSpace.Current.Id));
}
)
.Select(x => x.UnencounteredExampleSpace switch
{
Option.Some <IExampleSpace <T> > some => some.Value,
_ => null
})
private static IEnumerable <IExampleSpace <ContextualValue <T, TContext> > > TraverseUnencountered <TAccumulator, TContext, T>(
IEnumerable <TAccumulator> accumulators,
TContext context,
NextContextFunc <T, TContext> nextContext,
Func <TAccumulator, TContext, IExampleSpace <ContextualValue <T, TContext> > > nextExampleSpace)
{
return(accumulators
.Scan(
new UnfoldSubspaceState <T, TContext>(
new Option.None <IExampleSpace <ContextualValue <T, TContext> > >(),
context),
(acc, curr) =>
{
var exampleSpace = nextExampleSpace(curr, acc.Context);
var context0 = nextContext(exampleSpace.Current.Value.Value, acc.Context);
return new UnfoldSubspaceState <T, TContext>(
new Option.Some <IExampleSpace <ContextualValue <T, TContext> > >(exampleSpace),
context0);
}
)
.Select(x => x.UnencounteredExampleSpace switch
{
Option.Some <IExampleSpace <ContextualValue <T, TContext> > > some => some.Value,
_ => null
})
public static Option <R> Map <T, R>(this Option.Some <T> some, Func <T, R> func) => Some(func(some.Value));
new Trade(TestMarket, TestStrategy, TestLevels, TestOpen, Option.Some(TestClose), (Option.Some(6020.00), Option.Some(5930.00)), EntryOrderType.Limit)
