public MatchAggregate(string tickerSymbol, decimal initialPrice = 0.0m,
double initialVolume = 0.0d, int sampleSize = DefaultSampleSize)
{
TickerSymbol = tickerSymbol;
AvgPrice = EMWAm.Init(sampleSize, initialPrice);
AvgVolume = EMWA.Init(sampleSize, initialVolume);
}
/// <summary>
/// Feed the most recent match for <see cref="TickerSymbol"/> to update moving price averages.
/// </summary>
/// <param name="latestTrade">The most recent matched trade for this symbol.</param>
public bool WithMatch(Match latestTrade)
{
if (!latestTrade.StockId.Equals(TickerSymbol))
{
return(false); // Someone fed a match for a stock other than TickerSymbol
}
// Update EMWA quantity and volume
AvgVolume += latestTrade.Quantity;
AvgPrice += latestTrade.SettlementPrice;
return(true);
}
