public void OnCurrentValueChanged(DateTime time, double value)
{
MaxValue = Math.Max(value, MaxValue);
if (!AllowHistory)
{
return;
}
DateTime lastValueTime = DateTime.MinValue;
if (ValueHistory.Count > 0)
{
lastValueTime = ValueHistory.Last().Time;
}
if (time - lastValueTime > AggregationTime)
{
ValueHistory.Add(new TimeBaseValue()
{
Time = time, Value = value
});
}
DateTime stopLossTime = DateTime.MinValue;
if (StopLossHistory.Count > 0)
{
stopLossTime = StopLossHistory.Last().Time;
}
if (time - stopLossTime > AggregationTime)
{
StopLossHistory.Add(new TimeBaseValue()
{
Time = time, Value = StopLoss
});
}
}
public void Reset(System.Random random)
{
try
{
Capital = CAPITAL_INITIALIZE;
Deposit.Reset(random);
ValueHistory.Reset(random);
ValueHistory.Add(Value);
}
catch (System.Exception ex)
{
throw ex;
}
}