public void AverageReturnFrom_ReturnsAverage()
{
var returns = new Returns();
var emptyBoard = Board.CreateEmptyBoard();
var action = new TicTacToeAction();
returns.Add(emptyBoard, action, 2);
returns.Add(emptyBoard, action, 4);
Assert.AreEqual(3, returns.AverageReturnFrom(emptyBoard, action));
}
/// <summary>
/// Ends the execution of the current method.
///
/// If the current method does not return void, pops a value from the stack and returns it to the calling method.
///
/// Return should leave the stack empty.
/// </summary>
public Emit <DelegateType> Return()
{
if (ReturnType == TypeOnStack.Get(typeof(void)))
{
UpdateState(Wrap(new[] { new StackTransition(0) }, "Return"));
UpdateState(OpCodes.Ret, Wrap(StackTransition.None(), "Return"));
Returns.Add(IL.Index);
MustMark = true;
return(this);
}
UpdateState(OpCodes.Ret, Wrap(StackTransition.Pop(ReturnType), "Return"));
Returns.Add(IL.Index);
UpdateState(Wrap(new[] { new StackTransition(0) }, "Return"));
MustMark = true;
var verify = CurrentVerifiers.Return();
if (!verify.Success)
{
throw new SigilVerificationException("Return", verify, IL.Instructions(AllLocals));
}
return(this);
}
protected virtual void FillReturns(ColumnInfo column)
{
if (!_processedColumns.ContainsKey(column.Table))
{
_processedColumns.Add(column.Table, new List <string> ( ));
FillReturns(column.Table.KeyColumn);
if (null != column.Table.ForeignColumn)
{
FillReturns(column.Table.ForeignColumn);
}
}
if (!_processedColumns[column.Table].Contains(column.Name))
{
//always return any matching
Returns.Add(string.Format(SqlQueries.Table_Column_Formatted, column.Table.Name, column.Name));
_processedColumns[column.Table].Add(column.Name);
ColumnDefenitions.Add(column.Defenition);
}
}
public Node(IEnumerable <string> contents)
{
NodeId = int.Parse(contents.First().Substring(12, 2));
foreach (string str in contents)
{
bool skip = false;
foreach (string check in Blacklist)
{
if (str.Contains(check))
{
skip = true;
}
}
if (skip)
{
continue;
}
Body.Add(str);
if (str.Contains("return"))
{
Returns.Add(int.Parse(str.Split('n')[1].Split(';')[0]));
}
}
Body.Add("}");
}
public void AddValue(double value, DateTime?dt = null)
{
if (Equity.Count == 0)
{
Returns.Add(0);
Changes.Add(0);
}
else
{
Returns.Add(Equity.Last() != 0 ? value / Equity.Last() - 1 : 0);
Changes.Add(value - Equity[Equity.Count - 1]);
}
Equity.Add(value);
_maxEquity = Math.Max(_maxEquity, value);
DrawdownPct.Add(_maxEquity == 0 ? 0 : value / _maxEquity - 1);
DrawdownAmt.Add(Equity.Last() - _maxEquity);
if (dt != null)
{
AddDrawdownLengths(dt.Value);
}
Dates.Add(dt);
}
public void AddChange(double change, DateTime?dt = null)
{
if (Equity.Count == 0)
{
Returns.Add(0);
Equity.Add(change);
}
else
{
Returns.Add(Equity.Last() != 0 ? change / Equity.Last() : 0);
Equity.Add(Equity[Equity.Count - 1] + change);
}
Changes.Add(change);
_maxEquity = Math.Max(_maxEquity, Equity.Last());
DrawdownPct.Add(_maxEquity == 0 ? 0 : Equity.Last() / _maxEquity - 1);
DrawdownAmt.Add(Equity.Last() - _maxEquity);
if (dt != null)
{
AddDrawdownLengths(dt.Value);
}
Dates.Add(dt);
}
/// <summary>
///
/// </summary>
/// <param name="ret">Net Return</param>
public void AddReturn(double ret, DateTime?dt = null)
{
if (Equity.Count == 0)
{
Equity.Add(1);
Changes.Add(0);
}
else
{
Equity.Add(Equity.Last() * (1 + ret));
Changes.Add(Equity[Equity.Count - 1] - Equity[Equity.Count - 2]);
}
_maxEquity = Math.Max(_maxEquity, Equity.Last());
Returns.Add(ret);
DrawdownPct.Add(_maxEquity == 0 ? 0 : Equity.Last() / _maxEquity - 1);
DrawdownAmt.Add(Equity.Last() - _maxEquity);
if (dt != null)
{
AddDrawdownLengths(dt.Value);
}
Dates.Add(dt);
}