Пример #1
0
 public double Execute(ISecurity source, int barNum)
 {
     if (barNum - m_lastBarNum == 1)
     {
         m_lastProfit = source.GetProfit(barNum);
         if (m_lastMaxProfit < m_lastProfit)
         {
             m_lastMaxProfit = m_lastProfit;
         }
     }
     else if (m_lastBarNum != barNum)
     {
         double profit = 0, maxProfit = double.NegativeInfinity;
         for (var i = 0; i <= barNum; i++)
         {
             profit = source.GetProfit(i);
             if (maxProfit < profit)
             {
                 maxProfit = profit;
             }
         }
         m_lastProfit    = profit;
         m_lastMaxProfit = maxProfit;
     }
     m_lastBarNum = barNum;
     return(m_lastMaxProfit - m_lastProfit);
 }
Пример #2
0
        public override double Execute(ISecurity source, int barNum)
        {
            switch (ProfitKind)
            {
            case ProfitKind.Unfixed:
                return(source.GetProfit(barNum));

            case ProfitKind.Fixed:
                return(source.GetAccumulatedProfit(barNum));

            default:
                throw new InvalidEnumArgumentException(nameof(ProfitKind), (int)ProfitKind, ProfitKind.GetType());
            }
        }
Пример #3
0
        public double Execute(ISecurity source, int barNum)
        {
            var securityRt = source as ISecurityRt;

            return(securityRt?.EstimatedBalance ?? source.InitDeposit + source.GetProfit(barNum));
        }