public static DateTime GetOpenTime(this Bars bars, double barIndex, Symbol symbol)
{
var currentIndex = bars.Count - 1;
var timeDiff = bars.GetTimeDiff();
var indexDiff = barIndex - currentIndex;
var result = indexDiff <= 0 ? bars.OpenTimes[(int)barIndex] : bars.OpenTimes[currentIndex];
if (indexDiff > 0)
{
var isDiffLessThanDay = timeDiff < TimeSpan.FromDays(1);
for (var i = 1; i <= indexDiff; i++)
{
result = result.Add(timeDiff);
if (isDiffLessThanDay)
{
while (!symbol.IsInTradingTime(result))
{
result = result.Add(timeDiff);
}
}
}
}
return(result);
}
/// <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);
}
public static double GetBarIndex(this Bars bars, DateTime time, Symbol symbol)
{
if (time <= bars.OpenTimes.LastValue)
{
return(bars.OpenTimes.GetIndexByTime(time));
}
var timeDiff = bars.GetTimeDiff();
var timeDiffWithLastTime = (time - bars.OpenTimes.LastValue);
if (bars.TimeFrame < TimeFrame.Daily)
{
var outsideTradingTime = symbol.GetOutsideTradingTimeAmount(bars.OpenTimes.LastValue, time, timeDiff);
timeDiffWithLastTime = timeDiffWithLastTime.Add(-outsideTradingTime);
}
var futureIndex = (bars.Count - 1) + timeDiffWithLastTime.TotalHours / timeDiff.TotalHours;
return(futureIndex);
}
