public bool Equals(WeightedPosition obj)
{
if (ReferenceEquals(null, obj))
{
return(false);
}
if (ReferenceEquals(this, obj))
{
return(true);
}
return(Equals(obj.p, p) && obj.weight == weight);
}
public void addMaybe(WeightedPosition position, double pnl)
{
if (!includes(position, pnl))
{
consecutive = 0;
return;
}
positions.Add(position);
maxPnl_ = Math.Max(pnl, maxPnl_);
minPnl_ = Math.Min(pnl, minPnl_);
sumPnl_ += pnl;
consecutive++;
maxConsecutive_ = Math.Max(consecutive, maxConsecutive_);
totalBarsHeld_ += position.barsHeld();
}
public void addOrder(WeightedPosition position, WeightedTrade trade)
{
currentTrades.Add(trade);
if (position.isEntry(trade))
{
open++; return;
}
if (!position.isClosed())
{
return;
}
var profit = position.pnl(true, arguments.runInNativeCurrency);
each(trackers.Values, tracker => tracker.addMaybe(position, profit));
open--;
}