kjh2064
2ba8def9bb
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (push) Has been cancelled
Quant Engine CI/CD Pipeline / validate-core (pull_request) Has been cancelled
Quant Engine CI/CD Pipeline / validate-ui-and-storage (pull_request) Has been cancelled
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (pull_request) Has been cancelled
44 lines
1.1 KiB
C#
44 lines
1.1 KiB
C#
using System;
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namespace QuantEngine.Core.Domain
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{
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public class AntiChasingResult
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{
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public string AntiChasingVerdict { get; set; } = "CLEAR";
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public string AntiChasingVelocityStatus { get; set; } = "PASS";
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public double Velocity1dInput { get; set; }
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}
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public static class AntiChasingCalculator
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{
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public static AntiChasingResult ComputeAntiChasing(double velocity1d)
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{
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string verdict;
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string status;
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if (velocity1d >= 3.0)
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{
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verdict = "BLOCK_CHASE";
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status = "BLOCKED";
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}
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else if (velocity1d >= 1.5)
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{
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verdict = "PULLBACK_WAIT";
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status = "WAIT";
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}
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else
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{
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verdict = "CLEAR";
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status = "PASS";
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}
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return new AntiChasingResult
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{
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AntiChasingVerdict = verdict,
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AntiChasingVelocityStatus = status,
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Velocity1dInput = Math.Round(velocity1d, 4)
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};
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}
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}
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}
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