Class LogAnalysis
Helper class to analyze order log.
Inherited Members
Namespace: TuringTrader.Simulator
Assembly: TuringTrader.Simulator.dll
Syntax
public class LogAnalysisMethods
| Edit this page View SourceGroupPositions(List<LogEntry>, bool)
Analyse log files and transform entries and exits into positions held.
Declaration
public static List<LogAnalysis.Position> GroupPositions(List<LogEntry> log, bool lifo = true)Parameters
| Type | Name | Description |
|---|---|---|
| List<LogEntry> | log | input log |
| bool | lifo | grouping method. true (default) = last in/ first out. false = first in/ first out |
Returns
| Type | Description |
|---|---|
| List<LogAnalysis.Position> | container w/ positions |