Exemplo n.º 1
0
 private bool BarrierIsBreached(CommodityBarrierOption option, FuturesQuote quote)
 {
     if (option.Barrier.Direction == BarrierDirection.Down)
     {
         return(option.Barrier.Level > quote.Low);
     }
     return(option.Barrier.Level < quote.High);
 }
Exemplo n.º 2
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 public BarrierBreachNotice(CommodityBarrierOption option, QuoteWithContract quote)
 {
     Option = option;
     Quote  = quote;
 }
Exemplo n.º 3
0
 private void NotifyTheHumans(CommodityBarrierOption option, FuturesQuote quote)
 {
 }
Exemplo n.º 4
0
 private bool NoticeNotAlreadySent(CommodityBarrierOption option)
 {
     return(_NotifiedTrades.TryAdd(option, option));
 }