/// <summary>
/// Gets a copy of this data from a date, to a date.
/// </summary>
/// <param name="start">Date to start from</param>
/// <param name="end">Date to end at</param>
/// <returns>New object with the data from the requested dates</returns>
public TickerData SubSet(DateTime start, DateTime end)
{
TickerData copyData = new TickerData(TickerAndExchange);
int copyStartIndex = -1;
int copyEndIndex = -1;
for (int i = 0; i < Dates.Count; i++)
{
if (copyStartIndex == -1 && Dates[i] >= start)
{
copyStartIndex = i;
}
if (copyEndIndex == -1 && Dates[i] >= end)
{
copyEndIndex = i;
}
if (copyStartIndex > -1 && copyEndIndex > -1)
{
break;
}
}
if (copyStartIndex != -1)
{
if (copyEndIndex == -1 && end > Dates.Last())
{
copyEndIndex = Dates.Count - 1;
}
int amountToCopy = (copyEndIndex - copyStartIndex) + 1;
copyData.Dates.AddRange(Dates.GetRange(copyStartIndex, amountToCopy));
copyData.Open.AddRange(Open.GetRange(copyStartIndex, amountToCopy));
copyData.Close.AddRange(Close.GetRange(copyStartIndex, amountToCopy));
copyData.High.AddRange(High.GetRange(copyStartIndex, amountToCopy));
copyData.Low.AddRange(Low.GetRange(copyStartIndex, amountToCopy));
copyData.Volume.AddRange(Volume.GetRange(copyStartIndex, amountToCopy));
// Extras
copyData.Typical.AddRange(Typical.GetRange(copyStartIndex, amountToCopy));
copyData.Median.AddRange(Median.GetRange(copyStartIndex, amountToCopy));
copyData.HigherTimeframeTrend.AddRange(HigherTimeframeTrend.GetRange(copyStartIndex, amountToCopy));
for (int i = 0; i < HigherTimeframeValueStrings.Length; i++)
{
string key = HigherTimeframeValueStrings[i];
copyData.HigherTimeframeValues[key].AddRange(HigherTimeframeValues[key].GetRange(copyStartIndex, amountToCopy));
}
copyData.Start = copyData.Dates[0];
copyData.End = copyData.Dates[copyData.Dates.Count - 1];
copyData.NumBars = copyData.Dates.Count;
copyData.SaveDates();
}
return(copyData);
}
public QuoteBasicBase Extract(int sindex, int eindex)
{
if (sindex < 0 || eindex > this.Count - 1 || eindex < sindex)
{
throw new ArgumentException(string.Format("Function {0} sindex: {1}, eindex: {2}, Count: {3}",
"Extract", sindex, eindex, this.Count));
}
int num = eindex - sindex + 1;
var quote = new QuoteBasicBase(Symbol, Interval);
quote.Time.AddRange(Time.GetRange(sindex, num));
quote.Open.AddRange(Open.GetRange(sindex, num));
quote.High.AddRange(High.GetRange(sindex, num));
quote.Low.AddRange(Low.GetRange(sindex, num));
quote.Close.AddRange(Close.GetRange(sindex, num));
quote.Volume.AddRange(Volume.GetRange(sindex, num));
return(quote);
}