/// <summary>
/// Returns a bar open time by giving its index, it supports both past and future bars but the future bars provided
/// open time is an approximation based on previous bars time differences not exact open time
/// </summary>
/// <param name="bars">The market series</param>
/// <param name="barIndex">The bar index</param>
/// <returns>DateTime</returns>
public static DateTime GetOpenTime(this Bars bars, double barIndex)
{
var currentIndex = bars.GetIndex();
TimeSpan timeDiff = bars.GetTimeDiff();
var indexDiff = barIndex - currentIndex;
var indexDiffAbs = Math.Abs(indexDiff);
var result = indexDiff <= 0 ? bars.OpenTimes[(int)barIndex] : bars.OpenTimes[currentIndex];
if (indexDiff > 0)
{
for (var i = 1; i <= indexDiffAbs; i++)
{
do
{
result = result.Add(timeDiff);
}while (result.DayOfWeek == DayOfWeek.Saturday || result.DayOfWeek == DayOfWeek.Sunday);
}
}
var barIndexFraction = barIndex % 1;
var barIndexFractionInMinutes = timeDiff.TotalMinutes * barIndexFraction;
result = result.AddMinutes(barIndexFractionInMinutes);
return(result);
}
/// <summary>
/// Returns the bar elapsed time or open time - close time
/// </summary>
/// <param name="bars">Bars</param>
/// <param name="index">Bar index</param>
/// <returns>TimeSpane</returns>
public static TimeSpan GetBarElapsedTime(this Bars bars, int index)
{
if (bars.GetIndex() <= index)
{
throw new ArgumentException("There must be another bar available after the current bar to calculate its" +
" elapsed time");
}
return(bars.OpenTimes[index + 1] - bars.OpenTimes[index]);
}
/// <summary>
/// Returns the most common time difference between two bar of a market series
/// </summary>
/// <param name="bars"></param>
/// <returns>TimeSpan</returns>
public static TimeSpan GetTimeDiff(this Bars bars)
{
var index = bars.GetIndex();
if (index < 4)
{
throw new InvalidOperationException("Not enough data in market series to calculate the time difference");
}
var timeDiffs = new List <TimeSpan>();
for (var i = index; i >= index - 4; i--)
{
timeDiffs.Add(bars.OpenTimes[i] - bars.OpenTimes[i - 1]);
}
return(timeDiffs.GroupBy(diff => diff).OrderBy(diffGroup => diffGroup.Count()).Last().First());
}