FastQuant.OrderBook.GetAvgPrice C# (CSharp) Méthode

GetAvgPrice() private méthode

private GetAvgPrice ( IList ticks ) : double
ticks IList
Résultat double
        private double GetAvgPrice(IList<Tick> ticks)
        {
            double sum = 0;
            int size = 0;
            foreach (var t in ticks)
            {
                sum += t.Price * t.Size;
                size += t.Size;
            }
            return sum / size;
        }
    }