Exemplo n.º 1
0
        public static string MapRow(int rowIndex, string date,
                                    double sm1Ask, double sm1Bid, double sm2Ask, double sm2Bid, double sm3Ask, double sm3Bid)
        {
            Row row = RowList.Get(rowIndex);

            row.EntryTriangle.Symbol1.MarketData.Ask = sm1Ask;
            row.EntryTriangle.Symbol1.MarketData.Bid = sm1Bid;
            row.EntryTriangle.Symbol2.MarketData.Ask = sm2Ask;
            row.EntryTriangle.Symbol2.MarketData.Bid = sm2Bid;
            row.EntryTriangle.Symbol3.MarketData.Ask = sm3Ask;
            row.EntryTriangle.Symbol3.MarketData.Bid = sm3Bid;
            row.EntryTriangle.SetFactorValue();
            ExcelWriter.AddRow(rowIndex, date);
            if (row.EntryTriangle.CalculateArbitrage() > 0 && !row.EntryTriangle.isOpen)
            {
                return(row.EntryTriangle.Symbol1.Name + "," + row.EntryTriangle.Symbol1FactorAsset + "," +
                       row.EntryTriangle.Symbol2.Name + "," + row.EntryTriangle.Symbol2FactorAsset + ","
                       + row.EntryTriangle.Symbol3.Name + "," + row.EntryTriangle.Symbol3FactorAsset);
            }
            else
            {
                return("-1");
            }
        }
Exemplo n.º 2
0
        public static string CloseRobot()
        {
            string output = ExcelWriter.saveExcell();

            return(output);
        }
Exemplo n.º 3
0
 public static int FillList()
 {
     ExcelWriter.initalizeDocument();
     return(RowList.initalizeList());
 }