public static MyTrade.Core.Model.Candle WeeklyBar(List <MyTrade.Core.Model.Candle> candles)
{
MyTrade.Core.Model.Candle candle = new Model.Candle();
double mHigh = 0;
double mOPen = 0;
double mClose = 0;
double mLow = 0;
int i = 0;
foreach (var item in candles.OrderBy(x => x.Time))
{
if (i == 0)
{
mClose = item.Close;
mLow = item.Low;
}
mHigh = Math.Max(item.High, mHigh);
mOPen = Math.Max(item.Open, mOPen);
mClose = Math.Min(item.Close, mClose);
mLow = Math.Min(item.Low, mLow);
i += 1;
}
candle.Open = mOPen;
candle.High = mHigh;
candle.Low = mLow;
candle.Close = mClose;
return(candle);
}
private void btnStocksWeeklyCandles_Click(object sender, EventArgs e)
{
MyTrade.Core.SqliteDataAccess.WeekyStocksCandles.CleanData();
List <Instrument> instruments = MyTrade.Alpaca.Data.Instrument.AllFromDB().Where(x => x.IsFavorite == true).ToList();
DateTime start = new DateTime();
DateTime end = new DateTime();
MyTrade.Core.Utilities.Calculate.Date.StartEndOfWeekBefore(DateTime.Now, out start, out end);
foreach (Instrument item in instruments)
{
List <MyTrade.Core.Model.Candle> candles = MyTrade.Alpaca.Data.Prices.GetCandles(item.Name, start, end, "1D");
List <MyTrade.Core.Model.Candle> _candles = new List <Candle>();
MyTrade.Core.Model.Candle weeklyBar = MyTrade.Core.Utilities.Calculate.Bars.WeeklyBar(candles);
weeklyBar.Instrument = item.Name;
_candles.Add(weeklyBar);
MyTrade.Core.SqliteDataAccess.WeekyStocksCandles.SaveCandles(_candles);
}
}
