/// <summary>
/// Converts a list of Trades into candles
/// </summary>
/// <param name="trades"></param>
/// <param name="candlesDurationInMin"></param>
/// <param name="tradeSource"></param>
/// <returns></returns>
private static IList <OHLC> CalculateOHLCFromTrades(IList <BitcoinCharts.Models.Trade> trades, int candlesDurationInMin, TradeSource tradeSource)
{
var result = from trade in trades
group trade by(long)(trade.Datetime.DateTime.Subtract(DateTime.MinValue).TotalMinutes / candlesDurationInMin) into candleTrades
let key = candleTrades.Key
select new OHLC()
{
Date = DateTime.MinValue.AddMinutes(candleTrades.Key * candlesDurationInMin).ChangeTypeToUtc(),
Open = candleTrades.First().Price,
Close = candleTrades.Last().Price,
Low = candleTrades.Min(x => x.Price),
High = candleTrades.Max(x => x.Price),
TradesCount = candleTrades.Count(),
TradeSource = tradeSource
};
return(result.ToList());
}
public TradeReport(TradeSource source)
{
this.source = source;
}
/// <summary>
/// Converts a list of Trades into candles
/// </summary>
/// <param name="trades"></param>
/// <param name="candlesDurationInMin"></param>
/// <param name="tradeSource"></param>
/// <returns></returns>
private static IList<OHLC> CalculateOHLCFromTrades(IList<BitcoinCharts.Models.Trade> trades, int candlesDurationInMin, TradeSource tradeSource)
{
var result = from trade in trades
group trade by (long)(trade.Datetime.DateTime.Subtract(DateTime.MinValue).TotalMinutes / candlesDurationInMin) into candleTrades
let key = candleTrades.Key
select new OHLC()
{
Date = DateTime.MinValue.AddMinutes(candleTrades.Key * candlesDurationInMin).ChangeTypeToUtc(),
Open = candleTrades.First().Price,
Close = candleTrades.Last().Price,
Low = candleTrades.Min(x => x.Price),
High = candleTrades.Max(x => x.Price),
TradesCount = candleTrades.Count(),
TradeSource = tradeSource
};
return result.ToList();
}
public IList<OHLC> CalculateOHLCFromTrades(IList<BitcoinCharts.Models.Trade> trades, double interval, TradeSource tradeSource)
{
var result = from trade in trades
group trade by (long)(trade.Datetime.DateTime.Subtract(DateTime.MinValue).TotalMinutes / interval) into candleTrades
let key = candleTrades.Key
select new OHLC()
{
Date = DateTime.MinValue.AddMinutes(candleTrades.Key * interval),
Open = candleTrades.First().Price,
Close = candleTrades.Last().Price,
Low = candleTrades.Min(x => x.Price),
High = candleTrades.Max(x => x.Price),
TradesCount = candleTrades.Count(),
TradeSource = tradeSource
};
return result.ToList();
}
