public static void BuildLines(List <Currency> currencies, List <Indicator> indicators, List <Watcher> watchers, List <Line> lines, int dependencyLevel, int stopAt)
{
foreach (var currency in currencies)
{
foreach (var indicator in indicators)
{
if (indicator.DependencyLevel == dependencyLevel) // We set the consecutive ones
{
// Get latest line for this currency indicator pair
var line = lines.FirstOrDefault(LineExpression.Line(lines[0].Time, currency.CurrencyId, indicator.IndicatorId).Compile());
// Get all watchers for this currency indicator pair
var filteredWatchers = watchers.Where(WatcherExpression.WatcherFilter(null, currency.CurrencyId, indicator.IndicatorId).Compile()).ToList();
// Build
var value = IndicatorBuilder.BuildValue(currency, indicator, lines);
var averageBuy = IndicatorBuilder.BuildAverageBuy(filteredWatchers);
var averageSell = IndicatorBuilder.BuildAverageSell(filteredWatchers);
// Set
line?.Set(value, averageBuy, averageSell);
}
}
}
// Do the same with the next level recursively
if (dependencyLevel < stopAt)
{
BuildLines(currencies, indicators, watchers, lines, dependencyLevel + 1, stopAt);
}
}
public static List <Line> BuildLines(List <Currency> currencies, List <Indicator> indicators, List <Watcher> watchers)
{
var time = DateTime.Now;
var lines = new List <Line>();
var stopAt = indicators.Count > 0 ? indicators.Max(x => x.DependencyLevel) : 0;
// We create the lines in the order that is given. We build the first level (DependencyLevel = 0) for now
foreach (var currency in currencies)
{
foreach (var indicator in indicators)
{
decimal?value = null;
decimal?averageBuy = null;
decimal?averageSell = null;
if (indicator.DependencyLevel == 0)
{
// Get all watchers for this currency indicator pair
var filteredWatchers = watchers.Where(WatcherExpression.WatcherFilter(null, currency.CurrencyId, indicator.IndicatorId).Compile()).ToList();
// Build
value = IndicatorBuilder.BuildValue(currency, indicator);
averageBuy = IndicatorBuilder.BuildAverageBuy(filteredWatchers);
averageSell = IndicatorBuilder.BuildAverageSell(filteredWatchers);
}
// Add
var line = new Line(currency.CurrencyId, indicator.IndicatorId, indicator.IndicatorType, indicator.UserId, value, averageBuy, averageSell, time);
lines.Add(line);
}
}
// Now we build the deper levels
if (stopAt > 0)
{
BuildLines(currencies, indicators, watchers, lines, 1, stopAt);
}
// Return
return(lines);
}
