示例#1
0
 public MARRatio(string name, SeriesTesterItem parentSeriesItem, SeriesTesterItem maxDrawDownSeriesItem)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
     this.maxDrawDown            = maxDrawDownSeriesItem;
     this.maxDrawDown.FillSeries = true;
     this.parentList.Add((object)this.maxDrawDown);
 }
示例#2
0
 public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem, double multiplier)
     : base(name, signalSeriesItem, name)
 {
     this.Q6TKkEvoQ = numeratorSeriesItem;
     this.BMbVKSFYY = denominatorSeriesItem;
     this.parentList.Add((object)numeratorSeriesItem);
     this.parentList.Add((object)denominatorSeriesItem);
     this.KVogOByx1 = multiplier;
 }
示例#3
0
 public void LoadState()
 {
     foreach (TesterItem testerItem in this.fNyFvVvOo.Components)
     {
         SeriesTesterItem seriesTesterItem = testerItem as SeriesTesterItem;
         if (seriesTesterItem != null)
         {
             if (this.U8g72RfTo.Contains(seriesTesterItem.Name))
             {
                 seriesTesterItem.Enabled = true;
             }
             if (this.SZctPlnKv.Contains(seriesTesterItem.Name))
             {
                 seriesTesterItem.FillSeries = true;
             }
         }
     }
 }
示例#4
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 private void FXUR2afwm()
 {
     this.U8g72RfTo = new TesterItemList();
     this.SZctPlnKv = new TesterItemList();
     foreach (TesterItem testerItem in this.fNyFvVvOo.Components)
     {
         SeriesTesterItem seriesTesterItem = testerItem as SeriesTesterItem;
         if (seriesTesterItem != null)
         {
             if (seriesTesterItem.Enabled)
             {
                 this.U8g72RfTo.f9Ww98OVG((TesterItem)seriesTesterItem);
             }
             if (seriesTesterItem.FillSeries)
             {
                 this.SZctPlnKv.f9Ww98OVG((TesterItem)seriesTesterItem);
             }
         }
     }
 }
示例#5
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 public GainDays(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
示例#6
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 public StandardDeviation(string name, SeriesTesterItem parentSeriesItem)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
     this.FillSeries = true;
 }
示例#7
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 public VaR(string name, SeriesTesterItem parentSeriesItem, double level)
     :  base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
     this.level        = level;
     this.sortedSeries = new ArrayList();
 }
示例#8
0
        public Maximum(string name, SeriesTesterItem parentSeriesItem)  :  base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)

        {
            this.Vn2ymVwktw = double.MinValue;
        }
 public CompoundAverageReturn(string name, SeriesTesterItem parentSeriesItem)
     :     base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
 {
 }
示例#10
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 public GainStandardDeviation(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
示例#11
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 public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
     this.intervalSize = intervalSize;
     this.periodLength = periodLength;
 }
示例#12
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 public ModifiedSharpeRatio(string name, SeriesTesterItem parentSeriesItem)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
示例#13
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 public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem)
     : this(name, numeratorSeriesItem, denominatorSeriesItem, signalSeriesItem, 1.0)
 {
 }
示例#14
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 public Skewness(string name, SeriesTesterItem parentSeriesItem)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
示例#15
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 public Kurtosis(string name, SeriesTesterItem parentSeriesItem)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }
示例#16
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 public SotrinoRatio(string name, SeriesTesterItem parentSeriesItem, double riskFreeRate)
     :      base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
     this.riskFreeRate = riskFreeRate;
 }
示例#17
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 public Average(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
 {
 }
示例#18
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 public Median(string name, SeriesTesterItem parentSeriesItem)
     : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
 {
     this.sortedSeries      = new ArrayList();
     this.lastInsertedValue = double.NaN;
 }
示例#19
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 public Minimum(string name, SeriesTesterItem parentSeriesItem)
     :      base(name, parentSeriesItem, name + parentSeriesItem.Series.Title)
 {
     this.h7MhwLxuw = double.MaxValue;
 }
示例#20
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 public Return(string name, SeriesTesterItem parentSeriesItem)
     :     base(name, parentSeriesItem, parentSeriesItem.Series.Title)
 {
 }