private static double GetFundResult(Fund fund, double score)
{
double result = 0;
if (score > fund.μMax - fund.σMax)
{ //卖出
double vμ = fund.MaxNormalDistribution(fund.μMax);
double vx = fund.MaxNormalDistribution(score);
double vσ = fund.MaxNormalDistribution(fund.μMax - fund.σMax);
result = score > fund.μMax ? 2 * (vμ - vσ) - (vx - vσ) : vx - vσ;
return(-result); //卖出为负
}
else if (score < fund.μMin + fund.σMin)
{ //买入
double vμ = fund.MinNormalDistribution(fund.μMin);
double vx = fund.MinNormalDistribution(score);
double vσ = fund.MinNormalDistribution(fund.μMin - fund.σMin);
result = score < fund.μMin ? 2 * (vμ - vσ) - (vx - vσ) : vx - vσ;
return(result); //卖出为负
}
return(result);
}