public double GetIndex(DateTime targetDate)
{
MA ma_10 = new MA(10);
MA ma_long = new MA(50);
DateTime pivot = GetNearestDate(targetDate);
SetData(ma_10, pivot, 10);
SetData(ma_long, pivot, 50);
List<double> ma_10_diff = MathUtil.GetDiffData(ma_10.GetData());
List<double> ma_long_diff = MathUtil.GetDiffData(ma_long.GetData());
double vol_10 = MathUtil.GetYearVol(ma_10_diff);
double vol_long = MathUtil.GetYearVol(ma_long_diff);
double rawValue = vol_long / (vol_10 + 0.0000005);
if (double.IsNaN(rawValue))
{
rawValue = 1.0;
return rawValue;
}
return MathUtil.CapAndFloor(rawValue);
}
