private void rollDetail(string pair, int offset, TimeFrame baseTimeFrame,
IAccumulator accumHi, IAccumulator accumLo, PriceComponent highComp, PriceComponent lowComp)
{
double high = Double.NaN;
double low = Double.NaN;
IAccumulator accumHi2 = getAccum(pair, baseTimeFrame, highComp);
IAccumulator accumLo2 = getAccum(pair, baseTimeFrame, lowComp);
List<double> ldh = accumHi2.getList();
if (ldh.Count >= offset)
{
List<double> ldh2 = ldh.GetRange(ldh.Count - offset, offset);
high = ldh2.Max();
}
List<double> ldl = accumLo2.getList();
if (ldl.Count >= offset)
{
List<double> ldl2 = ldh.GetRange(ldh.Count - offset, offset);
low = ldl2.Min();
}
if (!Double.IsNaN(high))
accumHi.addLast(high);
if (!Double.IsNaN(low))
accumLo.addLast(low);
}
