internal static GraphPart CreateBids(double requiredVolume, Quotes quotes)
{
GraphPart result = new GraphPart(quotes);
List<Point2F> points = result.m_points;
long now = quotes.Time;
foreach (var element in quotes.Items)
{
Point2F point = new Point2F();
point.X = (element.Time - now) / 1000.0F;
point.Y = MathEx.CalculateWAVP(requiredVolume, element.Quote.Bids);
points.Add(point);
}
if (0 == quotes.Items.Count)
{
quotes.Items.Clear();
}
QuoteEx quote = quotes.Last;
if (null != quote.Quote)
{
Point2F point = new Point2F();
point.X = (quote.Time - now) / 1000.0F;
if (point.X < - quotes.Interval)
{
point.X = -(float)quotes.Interval;
}
point.Y = MathEx.CalculateWAVP(requiredVolume, quote.Quote.Bids);
points.Add(point);
}
return result;
}
internal static GraphPart CreateAsks(double requiredVolume, Quotes quotes)
{
GraphPart result = new GraphPart(quotes);
List <Point2F> points = result.m_points;
long now = quotes.Time;
foreach (var element in quotes.Items)
{
Point2F point = new Point2F();
point.X = (element.Time - now) / 1000.0F;
point.Y = MathEx.CalculateWAVP(requiredVolume, element.Quote.Asks);
points.Add(point);
}
QuoteEx quote = quotes.Last;
if (null != quote.Quote)
{
Point2F point = new Point2F();
point.X = (quote.Time - now) / 1000.0F;
if (point.X < -quotes.Interval)
{
point.X = -(float)quotes.Interval;
}
point.Y = MathEx.CalculateWAVP(requiredVolume, quote.Quote.Asks);
points.Add(point);
}
return(result);
}
internal Graph(double requiredVolume, Quotes quotes)
{
m_bids = GraphPart.CreateBids(requiredVolume, quotes);
m_asks = GraphPart.CreateAsks(requiredVolume, quotes);
}
internal Graph(double requiredVolume, Quotes quotes)
{
m_bids = GraphPart.CreateBids(requiredVolume, quotes);
m_asks = GraphPart.CreateAsks(requiredVolume, quotes);
}