public RoundTripsTesterItem(RoundTripList parentRoundTripList, string title) : base(title) { this.isUpdating = false; this.lastDateTime = DateTime.MinValue; this.series = new DoubleSeries(); this.series.Name = this.name; this.series.Title = title; this.parentRoundTripList = parentRoundTripList; this.lastNotUpdatedIndex = -1; this.Connect(); }
public AllRoundTripsTotalPnL(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public ConsecutiveLosers(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public RoundTripsEntryEfficiency(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public WinningRoundTripsValues(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public LargestLosingRoundTrip(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public NumberOfRoundTrips(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public RoundTripListEnumerator(RoundTripList roundTripList) : base() { this.fC8yjAcy31 = -1; this.HZMyZ8mCTS = roundTripList; }
private void FgQyY8DxsR(RoundTripList obj0, string obj1) { // WinningRoundTrips winningRoundTrips = new WinningRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6376)); // this.AddComponent((TesterItem) winningRoundTrips); // LosingRoundTrips losingRoundTrips = new LosingRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6436)); // this.AddComponent((TesterItem) losingRoundTrips); // NumberOfRoundTrips numberOfRoundTrips = new NumberOfRoundTrips(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6494)); // this.AddComponent((TesterItem) numberOfRoundTrips); // this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6538), (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) numberOfRoundTrips, (SeriesTesterItem) numberOfRoundTrips)); // AllRoundTripsTotalPnL roundTripsTotalPnL1 = new AllRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6592)); // this.AddComponent((TesterItem) roundTripsTotalPnL1); // WinningRoundTripsTotalPnL roundTripsTotalPnL2 = new WinningRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6650)); // this.AddComponent((TesterItem) roundTripsTotalPnL2); // LosingRoundTripsTotalPnL roundTripsTotalPnL3 = new LosingRoundTripsTotalPnL(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6716)); // this.AddComponent((TesterItem) roundTripsTotalPnL3); // this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6780), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) winningRoundTrips)); // this.AddComponent((TesterItem) new LargestWinningRoundTrip(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6832))); // this.AddComponent((TesterItem) new LargestLosingRoundTrip(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6886))); // Division division1 = new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6938), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) winningRoundTrips, (SeriesTesterItem) roundTripsTotalPnL2); // this.AddComponent((TesterItem) division1); // Division division2 = new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6992), (SeriesTesterItem) roundTripsTotalPnL3, (SeriesTesterItem) losingRoundTrips, (SeriesTesterItem) roundTripsTotalPnL3); // this.AddComponent((TesterItem) division2); // this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7044), (SeriesTesterItem) roundTripsTotalPnL1, (SeriesTesterItem) numberOfRoundTrips, (SeriesTesterItem) roundTripsTotalPnL1)); // this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7082), (SeriesTesterItem) division1, (SeriesTesterItem) division2, (SeriesTesterItem) roundTripsTotalPnL1, -1.0)); // this.AddComponent((TesterItem) new Division(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7138), (SeriesTesterItem) roundTripsTotalPnL2, (SeriesTesterItem) roundTripsTotalPnL3, (SeriesTesterItem) roundTripsTotalPnL1, -1.0)); // this.AddComponent((TesterItem) new OpenRoundTripValue(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7168))); // ConsecutiveWinners consecutiveWinners = new ConsecutiveWinners(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7214)); // this.AddComponent((TesterItem) consecutiveWinners); // this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7256), (SeriesTesterItem) consecutiveWinners)); // ConsecutiveLosers consecutiveLosers = new ConsecutiveLosers(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7314)); // this.AddComponent((TesterItem) consecutiveLosers); // this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7354), (SeriesTesterItem) consecutiveLosers)); // RoundTripsDuration roundTripsDuration1 = new RoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7410)); // this.AddComponent((TesterItem) roundTripsDuration1); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7466), (SeriesTesterItem) roundTripsDuration1)); // WinningRoundTripsDuration roundTripsDuration2 = new WinningRoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7530)); // this.AddComponent((TesterItem) roundTripsDuration2); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7602), (SeriesTesterItem) roundTripsDuration2)); // this.AddComponent((TesterItem) new Median(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7682), (SeriesTesterItem) roundTripsDuration2)); // this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7760), (SeriesTesterItem) roundTripsDuration2)); // this.AddComponent((TesterItem) new Minimum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7840), (SeriesTesterItem) roundTripsDuration2)); // LosingRoundTripsDuration roundTripsDuration3 = new LosingRoundTripsDuration(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7920)); // this.AddComponent((TesterItem) roundTripsDuration3); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(7990), (SeriesTesterItem) roundTripsDuration3)); // this.AddComponent((TesterItem) new Median(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8068), (SeriesTesterItem) roundTripsDuration3)); // this.AddComponent((TesterItem) new Maximum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8144), (SeriesTesterItem) roundTripsDuration3)); // this.AddComponent((TesterItem) new Minimum(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8222), (SeriesTesterItem) roundTripsDuration3)); // TotalRoundTripsEfficiency roundTripsEfficiency = new TotalRoundTripsEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8300)); // this.AddComponent((TesterItem) roundTripsEfficiency); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8366), (SeriesTesterItem) roundTripsEfficiency)); // RoundTripsEntryEfficiency tripsEntryEfficiency = new RoundTripsEntryEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8418)); // this.AddComponent((TesterItem) tripsEntryEfficiency); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8484), (SeriesTesterItem) tripsEntryEfficiency)); // RoundTripsExitEfficiency tripsExitEfficiency = new RoundTripsExitEfficiency(obj0, obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8536)); // this.AddComponent((TesterItem) tripsExitEfficiency); // this.AddComponent((TesterItem) new Average(obj1 + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(8600), (SeriesTesterItem) tripsExitEfficiency)); }
private void Init() { this.tempPortfolio = new Portfolio(); this.tempPortfolio.Performance.Enabled = false; this.timeInterval = TimeIntervalSize.day1; this.wealthSeries = new DoubleSeries(); this.drawdownSeries = new DoubleSeries(); this.percentDrawdownSeries = new DoubleSeries(); this.costSeries = new DoubleSeries(); this.pnLSeries = new DoubleSeries(); this.returnSeries = new DoubleSeries(); this.allocationSeries = new DoubleSeries(); this.allocationLongSeries = new DoubleSeries(); this.allocationShortSeries = new DoubleSeries(); this.roundTripList = new RoundTripList(this); this.longRoundTripList = new RoundTripList(this); this.shortRoundTripList = new RoundTripList(this); this.isRoundTripsOnly = this.allowRoundTrips; this.pnLSeries.Title = "Test PnL Series"; this.wealthSeries.Title = "Test Wealth Series"; this.drawdownSeries.Title = "Test Drawdown Series"; this.percentDrawdownSeries.Title = "Test Percent Drawdown Series"; this.costSeries.Title = "Test Cost Series"; this.returnSeries.Title = "Test Return Series"; this.pnLSeries.Name = "Test PnL Series"; this.wealthSeries.Name = "Test Wealth Series"; this.drawdownSeries.Name = "Test Drawdown Series"; this.percentDrawdownSeries.Name = "Test Percent Drawdown Series"; this.costSeries.Name = "Test Cost Series"; this.returnSeries.Name = "Test Return Series"; this.components = new TesterItemList(); this.components.ComponentListChanged += new EventHandler(this.GvwyC63XLV); this.InitialWealth = -1.0; this.riskFreeRate = 0.0; this.businessDaysOnly = true; this.totalCost = 0.0; SimpleSeriesItem simpleSeriesItem1 = new SimpleSeriesItem("", this.wealthSeries); SimpleSeriesItem simpleSeriesItem2 = new SimpleSeriesItem("", this.drawdownSeries); SimpleSeriesItem simpleSeriesItem3 = new SimpleSeriesItem("", this.percentDrawdownSeries); SimpleSeriesItem simpleSeriesItem4 = new SimpleSeriesItem("", this.costSeries); SimpleSeriesItem simpleSeriesItem5 = new SimpleSeriesItem("", this.pnLSeries); SimpleSeriesItem simpleSeriesItem6 = new SimpleSeriesItem("", this.returnSeries); this.AddComponent(simpleSeriesItem1); this.AddComponent(simpleSeriesItem2); this.AddComponent(simpleSeriesItem3); this.AddComponent(simpleSeriesItem4); this.AddComponent(simpleSeriesItem5); this.AddComponent(simpleSeriesItem6); this.iLayprxSnG(); }
public LosingRoundTrips(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public OpenRoundTripValue(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title){ }
public WinningRoundTripsDuration(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }
public RoundTripListEnumerator(RoundTripList roundTripList):base() { this.fC8yjAcy31 = -1; this.HZMyZ8mCTS = roundTripList; }
public TotalRoundTripsEfficiency(RoundTripList parentRoundTripList, string title) : base(parentRoundTripList, title) { }