public virtual double Price(Instrument instrument) { if (instrument.Trade.DateTime != DateTime.MinValue && instrument.Trade.DateTime >= instrument.Bar.DateTime) return instrument.Trade.Price; if (instrument.Bar.DateTime != DateTime.MinValue) return instrument.Bar.Close; Daily last = (Daily)(instrument.GetDailySeries()).Last; if (last != null) return last.Close; else return 0.0; }
public virtual double Price(Instrument instrument) { if (instrument.Trade.DateTime != DateTime.MinValue && instrument.Trade.DateTime >= instrument.Bar.DateTime) { return(instrument.Trade.Price); } if (instrument.Bar.DateTime != DateTime.MinValue) { return(instrument.Bar.Close); } Daily last = (Daily)(instrument.GetDailySeries()).Last; if (last != null) { return(last.Close); } else { return(0.0); } }
public virtual double Price(Instrument instrument, DateTime dateTime) { return instrument.GetDailySeries()[dateTime.Date, EIndexOption.Prev].Close; }
public virtual double Price(Instrument instrument, DateTime dateTime) { return(instrument.GetDailySeries()[dateTime.Date, EIndexOption.Prev].Close); }