FastQuant.TradeDetector.method_1 C# (CSharp) Méthode

method_1() private méthode

private method_1 ( FastQuant.Fill fill_1 ) : FastQuant.Fill
fill_1 FastQuant.Fill
Résultat FastQuant.Fill
        private Fill method_1(Fill fill_1)
        {
            Fill fill = new Fill(fill_1);
            if (this.fill_0 != null)
            {
                if (fill.Instrument.Factor != 0.0)
                {
                    fill.Price = (fill_1.Value + this.fill_0.Value) / (fill_1.Qty + this.fill_0.Qty) / fill.Instrument.Factor;
                }
                else
                {
                    fill.Price = (fill_1.Value + this.fill_0.Value) / (fill_1.Qty + this.fill_0.Qty);
                }
                fill.Qty = fill_1.Qty + this.fill_0.Qty;
                fill.Commission = fill_1.Commission + this.fill_0.Commission;
            }
            this.fill_0 = null;
            return fill;
        }