Get the Max Profit and Loss

Time Complexity: O(N)

Description:

series: 价格变动序列
pos1: 买入位置
pos2: 卖出位置
returns: 最大盈利或者亏损

public static double getMaxProfit(double[] series, out int pos1, out int pos2)
{
    double max_profit = 0;
    double profit = 0;
    int pos = 0;

    pos1 = -1;
    pos2 = -1;

    for (int i = 0; i < series.Length; i++)
    {
        profit += series[i];

        if (profit < 0)
        {
            profit = 0;
            pos = i;
        }
        else
        {
            if (profit > max_profit)
            {
                max_profit = profit;
                pos1 = pos;
                pos2 = i;
            }
        }
    }

    return max_profit;
}

 

public static double getMaxLoss(double[] series, out int pos1, out int pos2)
{
    double max_loss = 0;
    double profit = 0;
    int pos = 0;

    pos1 = -1;
    pos2 = -1;

    for (int i = 0; i < series.Length; i++)
    {
        profit += series[i];

        if (profit > 0)
        {
            profit = 0;
            pos = i;
        }
        else
        {
            if (profit < max_loss)
            {
                max_loss = profit;
                pos1 = pos;
                pos2 = i;
            }
        }
    }

    return max_loss;
}