PnL

#region Namespaces
using System;
using System.IO;
using System.Linq;
#endregion

namespace ScriptCode
{
    /// <summary>
    /// Performance metric scripts are used for calculating performance statistics.
    /// 
    /// This script can be used in several ways:
    /// (1) It can be displayed as part of a desktop's performance results.
    /// (2) It can be used as an optimization score when optimizing a desktop.
    /// </summary>
    public partial class MyPerformanceMetric : PerformanceMetricScriptBase // NEVER CHANGE THE CLASS NAME 
    {
        #region Variables
        // Indicates whether to find the maximum or minimum value.
		private bool _findMaximum;
        #endregion

        #region OnInitialize
        /// <summary>
        /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
        /// Once the script is assigned to a desktop, its parameter values can be specified by the user. 
        /// </summary>
        /// --------------------------------------------------------------------------------------------------
        /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
        /// --------------------------------------------------------------------------------------------------
        /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
        /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
        /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

        /// REQUIRED ATTRIBUTES:
        /// (1) name: The exact parameter name.
        /// (2) type: The type of data to collect from the user: 
        /// Set to "Integer" when the data type is 'int'
        /// Set to "IntegerArray" when the data type is 'int[]'
        /// Set to "DateTime" when the data type is 'long'  
        /// Set to "DateTimeArray" when the data type is 'long[]'  
        /// Set to "Boolean" when the data type is 'bool'
        /// Set to "BooleanArray" when the data type is 'bool[]'
        /// Set to "Double" when the data type is 'double'
        /// Set to "DoubleArray" when the data type is 'double[]'
        /// Set to "String" when the data type is 'string'
        /// Set to "StringArray" when the data type is 'string[]'

        /// OPTIONAL ATTRIBUTES:
        /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
        /// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
        /// (5) max: The maximum parameter value is only valid when the type is Integer or Double.

        /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param> 
        /// --------------------------------------------------------------------------------------------------
		/// <param name="findMaximum" type="Boolean" default="True">Indicates whether to find the maximum or minimum value.</param>       
		public void OnInitialize(
			bool findMaximum)
        {
            // Set the find maximum flag.
			_findMaximum = findMaximum;
        }
        #endregion

        #region OnCalculateMetric 
        /// <summary>
        /// This function calculates the performance metric for the specified desktop strategies.
        /// </summary>
        /// <param name="startUtcDateTime" type="DateTime">The start UTC date/time from which to calculate the metric</param>
        /// <param name="endUtcDateTime" type="DateTime">The end UTC date/time up to which to calculate the metric</param>
        /// <param name="strategyNumbers" type="IntegerArray">The desktop strategy numbers on which to calculate the metric</param>
        /// <returns type="Double">The performance metric based on the specified settings.</returns>
        public override double OnCalculateMetric(
            long startUtcDateTime,
            long endUtcDateTime,
            int[] strategyNumbers)
        {
            // The statistics request that is used to calculate the performance metric.
			StatsRequest(strategyNumbers, startUtcDateTime, endUtcDateTime, true, true, true, true);
			// Check whether to calculate the maximum value.
			if (_findMaximum) {
				return StatsProfitLoss();
			} else {
				return - 1 * StatsProfitLoss();
			}
        }
        #endregion

        #region OnShutdown
        /// <summary>
        /// This function is called when the script is shutdown.
        /// </summary>
        public override void OnShutdown()
        {
		    
        }
        #endregion
    }
}