public static void UpdateVolumes(ResizeableArray <CandleStickData> candles, TradeInfoItem trade, int period)
{
if (candles.Count == 0)
{
return;
}
CandleStickData saved = candles.Last();
if (saved.Time > trade.Time || saved.Time.AddMinutes(period) <= saved.Time)
{
UpdateCandle(saved, trade);
return;
}
saved = null;
for (int ci = 0; ci < candles.Count; ci++)
{
CandleStickData c = candles[ci];
if (c.Time <= trade.Time & c.Time.AddMinutes(period) > trade.Time)
{
saved = c;
break;
}
}
UpdateCandle(saved, trade);
}
public static void UpdateCandle(CandleStickData candle, TradeInfoItem trade)
{
if (candle == null)
{
return;
}
if (trade.Type == TradeType.Buy)
{
candle.BuyVolume += trade.Amount;
}
else
{
candle.SellVolume += trade.Amount;
}
candle.BuySellVolume = candle.BuyVolume - candle.SellVolume;
}
protected internal virtual void InsertTradeHistoryItem(TradeInfoItem item)
{
if (TradeHistory.Count > 0)
{
TradeInfoItem first = TradeHistory.First();
if (first.Time > item.Time)
{
throw new Exception("Invalid Trade History Items Order By Time");
}
if (first.Id != 0 && first.Id != item.Id - 1)
{
throw new Exception("Invalid Trade History Items Order By Id");
}
}
TradeHistory.AddFirst(item);
ShortTradeHistory.AddFirst(item);
}
public void AddAccountTradeHistoryItem(TradeInfoItem item)
{
AccountTradeHistory.AddLast(item);
AccountShortTradeHistory.Add(item);
}
protected internal void UpdateSimulationTradeData(TradeInfoItem tradeInfoItem)
{
TradeHistory.AddLast(tradeInfoItem);
}
protected internal virtual void AddTradeHistoryItem(TradeInfoItem item)
{
TradeHistory.AddLast(item);
ShortTradeHistory.Add(item);
}
