protected override void Calculate(bool isNewBar)
{
var res = double.NaN;
if (_currencyId != -1)
{
if (_lastSearchTime + _delay < DateTime.Now)
{
var graphSnapshot = _symbolGraph.GetSnapshot(edge => double.IsNaN(edge.ReverseWeight) ? null : new Edge <CurrencyNode>(edge.From, edge.To, edge.ReverseWeight));
_lastSearch = BellmanFord <CurrencyNode, Edge <CurrencyNode> > .CalculateShortestPaths(graphSnapshot, _pathLogic, _currencyId);
_lastSearchTime = DateTime.Now;
}
res = 0;
foreach (var nodeId in _currencyListIds)
{
res += !_lastSearch.Distance[nodeId].E(_pathLogic.UnreachableValue)
? -_lastSearch.Distance[nodeId]
: double.NaN;
}
}
Output[0] = res;
}
protected override void Calculate(bool isNewBar)
{
var res = double.NaN;
if (_currencyId != -1 && Account.Type == AccountTypes.Cash)
{
if (_lastSearchTime + _delay < DateTime.Now)
{
var graphSnapshot = _symbolGraph.GetSnapshot(edge => double.IsNaN(edge.ReverseWeight) ? null : new Edge <CurrencyNode>(edge.From, edge.To, edge.ReverseWeight));
_lastSearch = BellmanFord <CurrencyNode, Edge <CurrencyNode> > .CalculateShortestPaths(graphSnapshot, _pathLogic, _currencyId);
_lastSearchTime = DateTime.Now;
}
res = 0;
foreach (var asset in Account.Assets)
{
var node = _symbolGraph[asset.Currency];
res += (node != null && !_lastSearch.Distance[node.Id].E(_pathLogic.UnreachableValue))
? asset.Volume * Math.Exp(-_lastSearch.Distance[node.Id])
: double.NaN;
}
}
Output[0] = res;
}
