void operator() ( Bar &bar ) {
if ( bar.Close() >= dblMax ) {
dblMax = bar.Close();
dtMax = bar.DateTime();
}
}
void TSReturns::Append( const Bar& bar ) {
price_t price_ = std::log( bar.Close() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( bar.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
void operator() ( const Bar &bar ) {
m_dblSumOfPrices += bar.Close();
++m_nNumberOfValues;
}