// This is called as the values of a trade metric are saved, which occurs e.g. in the strategy analyzer on optimizer runs
protected override void OnCopyTo(PerformanceMetricBase target)
{
// You need to cast, in order to access the right type
SampleCumProfit targetMetrics = (target as SampleCumProfit);
if (targetMetrics != null)
{
Array.Copy(Values, targetMetrics.Values, Values.Length);
}
}
// This is called as the trade metric is merged, which occurs e.g. in the strategy analyzer for the total row and for aggregate
protected override void OnMergePerformanceMetric(PerformanceMetricBase target)
{
// You need to cast, in order to access the right type
SampleCumProfit targetMetrics = (target as SampleCumProfit);
// This is just a simple weighted average sample
if (targetMetrics != null && TradesPerformance.TradesCount + targetMetrics.TradesPerformance.TradesCount > 0)
{
for (int i = 0; i < Values.Length; i++)
{
targetMetrics.Values[i] = (targetMetrics.Values[i] * targetMetrics.TradesPerformance.TradesCount + Values[i] * TradesPerformance.TradesCount) / (TradesPerformance.TradesCount + targetMetrics.TradesPerformance.TradesCount);
}
}
}
