public static TimeFrameUnit MoreGranular(this TimeFrameUnit unit)
{
switch (unit)
{
case TimeFrameUnit.Unspecified:
return(TimeFrameUnit.Unspecified);
case TimeFrameUnit.Tick:
return(TimeFrameUnit.Unspecified);
case TimeFrameUnit.Second:
return(TimeFrameUnit.Tick);
case TimeFrameUnit.Minute:
return(TimeFrameUnit.Second);
case TimeFrameUnit.Hour:
return(TimeFrameUnit.Minute);
case TimeFrameUnit.Day:
return(TimeFrameUnit.Hour);
case TimeFrameUnit.Week:
return(TimeFrameUnit.Day);
case TimeFrameUnit.Month:
return(TimeFrameUnit.Week);
case TimeFrameUnit.Year:
return(TimeFrameUnit.Month);
default:
throw new ArgumentOutOfRangeException();
}
}
public static string ToLetterCode(this TimeFrameUnit unit)
{
switch (unit)
{
//case TimeFrameUnit.Unspecified:
// break;
case TimeFrameUnit.Tick:
return("t");
case TimeFrameUnit.Second:
return("s");
case TimeFrameUnit.Minute:
return("m");
case TimeFrameUnit.Hour:
return("h");
case TimeFrameUnit.Day:
return("d");
case TimeFrameUnit.Week:
return("w");
case TimeFrameUnit.Month:
return("M");
case TimeFrameUnit.Year:
return("y");
default:
throw new ArgumentOutOfRangeException();
}
}
// FUTURE: Get factors of a timeframe
public TimeFrame MoreGranular(bool factorOfTwo = true)
{
var val = TimeFrameValue - 1;
for (TimeFrameUnit unit = TimeFrameUnit; unit != TimeFrameUnit.Unspecified; unit = unit.MoreGranular())
{
for (; val >= 1;)
{
var tf = TimeFrame.TryGet(unit, val);
if (tf != null)
{
return(tf);
}
if (factorOfTwo)
{
val /= 2;
}
else
{
val--;
}
}
val = Math.Max(1, val);
}
return(null);
}
protected override ITradeStatisticsWithKind InternalExecute(ISecurity security)
{
var timeFrame = TimeFrameFactory.Create(TimeFrame, TimeFrameUnit);
int topTimeFrameNumber;
TimeFrameUnit topTimeFrameUnit;
TimeSpan topTimeFrame;
if (UseTopTimeFrame)
{
topTimeFrameNumber = TopTimeFrame;
topTimeFrameUnit = TopTimeFrameUnit;
topTimeFrame = TimeFrameFactory.Create(topTimeFrameNumber, topTimeFrameUnit);
if (topTimeFrame.Ticks % timeFrame.Ticks != 0)
{
throw new InvalidOperationException(string.Format(RM.GetString("TopTimeFrameMustBeDivisableByTimeFrame"), ToString(TopTimeFrame, topTimeFrameUnit), ToString(TimeFrame, TimeFrameUnit)));
}
}
else
{
var maxTimeSpan = TimeSpan.FromSeconds(int.MaxValue);
switch (TimeFrameUnit)
{
case TimeFrameUnit.Second:
topTimeFrameNumber = (int)maxTimeSpan.TotalSeconds;
break;
case TimeFrameUnit.Minute:
topTimeFrameNumber = (int)maxTimeSpan.TotalMinutes;
break;
case TimeFrameUnit.Hour:
topTimeFrameNumber = (int)maxTimeSpan.TotalHours;
break;
case TimeFrameUnit.Day:
topTimeFrameNumber = (int)maxTimeSpan.TotalDays;
break;
default:
throw new InvalidEnumArgumentException(nameof(TimeFrameUnit), (int)TimeFrameUnit, TimeFrameUnit.GetType());
}
topTimeFrameNumber = topTimeFrameNumber / TimeFrame * TimeFrame;
topTimeFrameUnit = TimeFrameUnit;
topTimeFrame = TimeFrameFactory.Create(topTimeFrameNumber, topTimeFrameUnit);
}
var runTime = Context.Runtime;
var id = runTime != null?string.Join(".", runTime.TradeName, runTime.IsAgentMode, VariableId) : VariableId;
var stateId = string.Join(".", security.Symbol, security.Interval, security.IsAligned, CombinePricesCount, TimeFrameKind, TimeFrame, TimeFrameUnit, topTimeFrameNumber, topTimeFrameUnit);
var tradeStatistics = Context.GetTradeStatistics(stateId, () => new TradeStatistics(id, stateId, GetTradeHistogramsCache(security), TimeFrameKind, timeFrame, TimeFrameUnit, topTimeFrame));
return(new TradeStatisticsWithKind(tradeStatistics, Kind, WidthPercent));
}
private static string ToString(int timeFrame, TimeFrameUnit timeFrameUnit)
{
return(timeFrame + ":" + timeFrameUnit.GetDescription());
}
public static TimeFrame TryGet(TimeFrameUnit unit, int val)
{
return(TryParse(unit.ToLetterCode() + val.ToString()));
}
