本文整理汇总了C#中ConstructGen.GetValue_Previous方法的典型用法代码示例。如果您正苦于以下问题：C# ConstructGen.GetValue_Previous方法的具体用法？C# ConstructGen.GetValue_Previous怎么用？C# ConstructGen.GetValue_Previous使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类ConstructGen的用法示例。
在下文中一共展示了ConstructGen.GetValue_Previous方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: LongTermVolExpectedReturn
public LongTermVolExpectedReturn()
{
TargetVol = 0.06;
ShouldIncludeInstrument = (comId_, date_) => true;
LowerLimit = (comid_, date_) => (comid_.IsSector(ComSector.Meats) || comid_.IsSector(ComSector.Softs) ||
String.Compare("Lead", comid_.Name, StringComparison.OrdinalIgnoreCase) == 0)
? -0.15
: -0.3d;
UpperLimit = (comid_, date_) => (comid_.IsSector(ComSector.Meats) || comid_.IsSector(ComSector.Softs) ||
String.Compare("Lead", comid_.Name, StringComparison.OrdinalIgnoreCase) == 0)
? 0.15
: 0.3d;
RebalFreq = Backtest.RebalFreq.Monthly;
var spots = Singleton<ComIndexPrices>.Instance.GetData(DataConstants.DATA_START, DateTime.Today).ToReturns();
LongTermVols = spots.ProcessEachColumn((dailyRetunrs) => HelperMethods.GetRollingStat(dailyRetunrs, 750, Statistics.Stdev));
EER = (comid_, date_) => LongTermVols.GetValue_Previous(date_, comid_.ArrayIndex);
}