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); }
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; }
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries) { this.isUpdating = false; this.lastDateTime = DateTime.MinValue; this.series = new DoubleSeries(); this.series.Name = name; this.series.Title = title; this.parentComponent = parentSeriesItem; this.parentSeries = parentSeriesItem.Series; if (this.parentSeries != null) { this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq); } this.FillSeries = fillSeries; }
private void XD5mZhm60([In] SeriesTesterItem obj0, [In] SeriesTesterItem obj1) { this.Reset(); if (obj0 != null) { obj0.Series.ItemAdded -= new ItemAddedEventHandler(this.syrQYCdiq); } this.isUpdating = true; if (this.fillSeries) { obj1.FillSeries = true; } this.isUpdating = false; obj1.Series.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq); }
public CompoundAverageReturn(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title) { }
public SeriesTesterItem(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries) : base(name) { this.parentList = new ArrayList(); this.Init(name, parentSeriesItem, title, fillSeries); }
public CumulativeDailySeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public Maximum(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title) { this.Vn2ymVwktw = double.MinValue; }
public Median(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title) { this.sortedSeries = new ArrayList(); this.lastInsertedValue = double.NaN; }
public Kurtosis(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { this.intervalSize = intervalSize; this.periodLength = periodLength; }
public LossDays(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public VaR(string name, SeriesTesterItem parentSeriesItem, double level) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { this.level = level; this.sortedSeries = new ArrayList(); }
public StandardDeviation(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { this.FillSeries = true; }
public ModifiedSharpeRatio(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public Average(string name, SeriesTesterItem parentSeriesItem): base(name, parentSeriesItem, name + parentSeriesItem.Series.Title) { }
public Division(string name, SeriesTesterItem numeratorSeriesItem, SeriesTesterItem denominatorSeriesItem, SeriesTesterItem signalSeriesItem) :this(name, numeratorSeriesItem, denominatorSeriesItem, signalSeriesItem, 1.0) { }
public PositiveSeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public CumulativeMonthlySeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public SharpeRatio(string name, SeriesTesterItem parentSeriesItem, double riskFreeRate) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { this.riskFreeRate = riskFreeRate; }
public Minimum(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, name + parentSeriesItem.Series.Title) { this.h7MhwLxuw = double.MaxValue; }
public SimpleDailySeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries) { this.isUpdating = false; this.lastDateTime = DateTime.MinValue; this.series = new DoubleSeries(); this.series.Name = name; this.series.Title = title; this.parentComponent = parentSeriesItem; this.parentSeries = parentSeriesItem.Series; if (this.parentSeries != null) this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq); this.FillSeries = fillSeries; }
public NegativeSeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public LossStandardDeviation(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public Skewness(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public SimpleAnnualSeries(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }
public Return(string name, SeriesTesterItem parentSeriesItem) : base(name, parentSeriesItem, parentSeriesItem.Series.Title) { }