Exemplo n.º 1
0
        public FoxOverlapDatum(
            FoxBeforeCapturePriceDatum f,
            FoxBeforeCapturePriceDatum v,
            int targetBeforeDatumCount)
        {
            Debug.Assert(f.GetTuples().Count == targetBeforeDatumCount);
            Debug.Assert(v.GetTuples().Count == targetBeforeDatumCount);

            List<double> fList = GetPriceList(f);
            List<double> vList = GetPriceList(v);

            Init(fList, f.Code, vList, v.Code, targetBeforeDatumCount);
        }
Exemplo n.º 2
0
        List<double> GetPriceList(FoxBeforeCapturePriceDatum datum)
        {
            List<double> ret = new List<double>();

            List<FoxBeforeCapturePriceTuple> tuples = datum.GetTuples();

            foreach (FoxBeforeCapturePriceTuple tuple in tuples)
            {
                ret.Add(tuple.CurPrice);
            }

            return ret;
        }