/// <summary>
/// take candles by instrument
/// взять свечи по инструменту
/// </summary>
/// <param name="security"> short security name/короткое название бумаги</param>
/// <param name="timeSpan">timeframe/таймФрейм</param>
/// <returns>failure will return null/в случае неудачи вернётся null</returns>
public List <Candle> GetQuikLuaCandleHistory(Security security, TimeSpan timeSpan)
{
try
{
lock (_getCandlesLocker)
{
if (timeSpan.TotalMinutes > 1440 ||
timeSpan.TotalMinutes < 1)
{
return(null);
}
CandleInterval tf = CandleInterval.M5;
if (Convert.ToInt32(timeSpan.TotalMinutes) == 1)
{
tf = CandleInterval.M1;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 2)
{
tf = CandleInterval.M2;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 5)
{
tf = CandleInterval.M5;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 10)
{
tf = CandleInterval.M10;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 15)
{
tf = CandleInterval.M15;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 20)
{
tf = CandleInterval.M20;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 30)
{
tf = CandleInterval.M30;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 60)
{
tf = CandleInterval.H1;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 120)
{
tf = CandleInterval.H2;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 240)
{
tf = CandleInterval.H4;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 1440)
{
tf = CandleInterval.D1;
}
#region MyRegion
_candles = null;
var needSec = security;
if (needSec != null)
{
_candles = new List <Candle>();
string classCode = needSec.NameClass;
var allCandlesForSec = QuikLua.Candles.GetAllCandles(classCode, needSec.Name.Split('_')[0], tf).Result;
for (int i = 0; i < allCandlesForSec.Count; i++)
{
if (allCandlesForSec[i] != null)
{
Candle newCandle = new Candle();
newCandle.Close = allCandlesForSec[i].Close;
newCandle.High = allCandlesForSec[i].High;
newCandle.Low = allCandlesForSec[i].Low;
newCandle.Open = allCandlesForSec[i].Open;
newCandle.Volume = allCandlesForSec[i].Volume;
if (i == allCandlesForSec.Count - 1)
{
newCandle.State = CandleState.None;
}
else
{
newCandle.State = CandleState.Finished;
}
newCandle.TimeStart = new DateTime(allCandlesForSec[i].Datetime.year,
allCandlesForSec[i].Datetime.month,
allCandlesForSec[i].Datetime.day,
allCandlesForSec[i].Datetime.hour,
allCandlesForSec[i].Datetime.min,
allCandlesForSec[i].Datetime.sec);
_candles.Add(newCandle);
}
}
}
#endregion
return(_candles);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
private void UpDateTickTimeFrame(DateTime time, decimal price, decimal volume, bool canPushUp)
{
if (CandlesAll != null && CandlesAll.Count > 0 && CandlesAll[CandlesAll.Count - 1] != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart > time)
{// если пришли старые данные
return;
}
if (CandlesAll == null)
{
// пришла первая сделка
CandlesAll = new List <Candle>();
DateTime timeNextCandle = time;
if (_timeFrameSpan.TotalMinutes >= 1)
{
timeNextCandle = time.AddSeconds(-time.Second);
while (timeNextCandle.Minute % _timeFrameSpan.TotalMinutes != 0)
{
timeNextCandle = timeNextCandle.AddMinutes(-1);
}
while (timeNextCandle.Second != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
else
{
while (timeNextCandle.Second % _timeFrameSpan.TotalSeconds != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle candle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleStates.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(candle);
if (canPushUp)
{
UpdateChangeCandle();
}
_lastCandleTickCount = 1;
return;
}
if (CandlesAll != null &&
_lastCandleTickCount >= _countTickInCandle)
{
// если пришли данные из новой свечки
if (CandlesAll[CandlesAll.Count - 1].State != CandleStates.Finished)
{
// если последнюю свечку ещё не закрыли и не отправили
CandlesAll[CandlesAll.Count - 1].State = CandleStates.Finished;
if (canPushUp)
{
UpdateFinishCandle();
}
}
DateTime timeNextCandle = time;
while (timeNextCandle.Second % _timeFrameSpan.TotalSeconds != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle newCandle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleStates.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(newCandle);
if (canPushUp)
{
UpdateChangeCandle();
}
_lastCandleTickCount = 1;
return;
}
if (CandlesAll != null &&
_lastCandleTickCount < _countTickInCandle)
{
// если пришли данные внутри свечи
_lastCandleTickCount++;
CandlesAll[CandlesAll.Count - 1].Volume += volume;
CandlesAll[CandlesAll.Count - 1].Close = price;
if (CandlesAll[CandlesAll.Count - 1].High < price)
{
CandlesAll[CandlesAll.Count - 1].High = price;
}
if (CandlesAll[CandlesAll.Count - 1].Low > price)
{
CandlesAll[CandlesAll.Count - 1].Low = price;
}
if (canPushUp)
{
UpdateChangeCandle();
}
}
}
/// <summary>
/// build candles
/// собрать свечи
/// </summary>
/// <param name="oldCandles"></param>
/// <param name="needTf"></param>
/// <param name="oldTf"></param>
/// <returns></returns>
private List <Candle> BuildCandles(List <Candle> oldCandles, int needTf, int oldTf)
{
List <Candle> newCandles = new List <Candle>();
int index;
if (needTf == 120)
{
index = oldCandles.FindIndex(can => can.TimeStart.Hour % 2 == 0);
}
else if (needTf == 1440)
{
index = oldCandles.FindIndex(can => can.TimeStart.Hour == 10 &&
can.TimeStart.Minute == 0 &&
can.TimeStart.Second == 0);
for (int i = index; i < oldCandles.Count; i++)
{
if (oldCandles[i].TimeStart.Hour == 10 &&
oldCandles[i].TimeStart.Minute == 0 &&
oldCandles[i].TimeStart.Second == 0)
{
if (newCandles.Count != 0)
{
newCandles[newCandles.Count - 1].State = CandleState.Finished;
}
newCandles.Add(new Candle());
newCandles[newCandles.Count - 1].State = CandleState.None;
newCandles[newCandles.Count - 1].Open = oldCandles[i].Open;
newCandles[newCandles.Count - 1].TimeStart = oldCandles[i].TimeStart;
newCandles[newCandles.Count - 1].Low = Decimal.MaxValue;
}
if (newCandles.Count == 0)
{
continue;
}
newCandles[newCandles.Count - 1].High = oldCandles[i].High > newCandles[newCandles.Count - 1].High
? oldCandles[i].High
: newCandles[newCandles.Count - 1].High;
newCandles[newCandles.Count - 1].Low = oldCandles[i].Low < newCandles[newCandles.Count - 1].Low
? oldCandles[i].Low
: newCandles[newCandles.Count - 1].Low;
newCandles[newCandles.Count - 1].Close = oldCandles[i].Close;
newCandles[newCandles.Count - 1].Volume += oldCandles[i].Volume;
}
return(newCandles);
}
else
{
index = oldCandles.FindIndex(can => can.TimeStart.Minute % needTf == 0);
}
int count = needTf / oldTf;
int counter = 0;
Candle newCandle = new Candle();
for (int i = index; i < oldCandles.Count; i++)
{
counter++;
if (counter == 1)
{
newCandle = new Candle();
newCandle.Open = oldCandles[i].Open;
newCandle.TimeStart = oldCandles[i].TimeStart;
newCandle.Low = Decimal.MaxValue;
}
newCandle.High = oldCandles[i].High > newCandle.High
? oldCandles[i].High
: newCandle.High;
newCandle.Low = oldCandles[i].Low < newCandle.Low
? oldCandles[i].Low
: newCandle.Low;
newCandle.Volume += oldCandles[i].Volume;
if (counter == count)
{
newCandle.Close = oldCandles[i].Close;
newCandle.State = CandleState.Finished;
newCandles.Add(newCandle);
counter = 0;
}
if (i == oldCandles.Count - 1 && counter != count)
{
newCandle.Close = oldCandles[i].Close;
newCandle.State = CandleState.Started;
newCandles.Add(newCandle);
}
}
return(newCandles);
}
/// <summary>
/// обновить свечи с обычным ТФ
/// </summary>
private void UpDateSimpleTimeFrame(DateTime time, decimal price, decimal volume, bool canPushUp)
{
//if (From > trade.Time)
//{
// return;
// }
if (CandlesAll != null && CandlesAll.Count > 0 && CandlesAll[CandlesAll.Count - 1] != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart > time)
{
// если пришли старые данные
return;
}
if (CandlesAll == null)
{
// пришла первая сделка
CandlesAll = new List <Candle>();
DateTime timeNextCandle = time;
if (_timeFrameSpan.TotalMinutes >= 1)
{
timeNextCandle = time.AddSeconds(-time.Second);
while (timeNextCandle.Minute % _timeFrameSpan.TotalMinutes != 0)
{
timeNextCandle = timeNextCandle.AddMinutes(-1);
}
while (timeNextCandle.Second != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
else
{
while (timeNextCandle.Second % _timeFrameSpan.TotalSeconds != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle candle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleStates.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(candle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll[CandlesAll.Count - 1].TimeStart.Add(_timeFrameSpan + _timeFrameSpan) <= time &&
_setForeign)
{
// произошёл пропуск данных в результате клиринга или перерыва в торгах
SetForeign(time);
}
if (CandlesAll != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart < time &&
CandlesAll[CandlesAll.Count - 1].TimeStart.Add(_timeFrameSpan) <= time ||
CandlesAll[CandlesAll.Count - 1].TimeStart.Day != time.Day)
{
// если пришли данные из новой свечки
if (CandlesAll[CandlesAll.Count - 1].State != CandleStates.Finished)
{
// если последнюю свечку ещё не закрыли и не отправили
CandlesAll[CandlesAll.Count - 1].State = CandleStates.Finished;
if (canPushUp)
{
UpdateFinishCandle();
;
}
}
DateTime timeNextCandle = time;
if (_timeFrameSpan.TotalMinutes >= 1)
{
timeNextCandle = time.AddSeconds(-time.Second);
while (timeNextCandle.Minute % _timeFrameSpan.TotalMinutes != 0)
{
timeNextCandle = timeNextCandle.AddMinutes(-1);
}
while (timeNextCandle.Second != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
else
{
while (timeNextCandle.Second % _timeFrameSpan.TotalSeconds != 0)
{
timeNextCandle = timeNextCandle.AddSeconds(-1);
}
}
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle newCandle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleStates.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(newCandle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart <= time &&
CandlesAll[CandlesAll.Count - 1].TimeStart.Add(_timeFrameSpan) > time)
{
// если пришли данные внутри свечи
CandlesAll[CandlesAll.Count - 1].Volume += volume;
CandlesAll[CandlesAll.Count - 1].Close = price;
if (CandlesAll[CandlesAll.Count - 1].High < price)
{
CandlesAll[CandlesAll.Count - 1].High = price;
}
if (CandlesAll[CandlesAll.Count - 1].Low > price)
{
CandlesAll[CandlesAll.Count - 1].Low = price;
}
if (canPushUp)
{
UpdateChangeCandle();
}
}
}
/// <summary>
/// обновить свечи по объёму в свече
/// </summary>
private void UpDateVolumeTimeFrame(DateTime time, decimal price, decimal volume, bool canPushUp)
{
if (CandlesAll != null && CandlesAll.Count > 0 && CandlesAll[CandlesAll.Count - 1] != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart > time)
{// если пришли старые данные
return;
}
if (CandlesAll == null)
{
// пришла первая сделка
CandlesAll = new List <Candle>();
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle candle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(candle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll != null &&
CandlesAll[CandlesAll.Count - 1].Volume >= _timeFrameBuilder.VolumeToCloseCandleInVolumeType)
{
// если пришли данные из новой свечки
if (CandlesAll[CandlesAll.Count - 1].State != CandleState.Finished)
{
// если последнюю свечку ещё не закрыли и не отправили
CandlesAll[CandlesAll.Count - 1].State = CandleState.Finished;
if (canPushUp)
{
UpdateFinishCandle();
}
}
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle newCandle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(newCandle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll != null)
{
// если пришли данные внутри свечи
CandlesAll[CandlesAll.Count - 1].Volume += volume;
CandlesAll[CandlesAll.Count - 1].Close = price;
if (CandlesAll[CandlesAll.Count - 1].High < price)
{
CandlesAll[CandlesAll.Count - 1].High = price;
}
if (CandlesAll[CandlesAll.Count - 1].Low > price)
{
CandlesAll[CandlesAll.Count - 1].Low = price;
}
if (canPushUp)
{
UpdateChangeCandle();
}
}
}
/// <summary>
/// обновить свечи с дельтой
/// </summary>
private void UpDateDeltaTimeFrame(DateTime time, decimal price, decimal volume, bool canPushUp, Side side)
{
// Формула кумулятивной дельты
//Delta= ∑_i▒vBuy- ∑_i▒vSell
if (CandlesAll != null && CandlesAll.Count > 0 && CandlesAll[CandlesAll.Count - 1] != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart > time)
{// если пришли старые данные
return;
}
if (CandlesAll == null)
{
// пришла первая сделка
CandlesAll = new List <Candle>();
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle candle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(candle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (side == Side.Buy)
{
_currentDelta += volume;
}
else
{
_currentDelta -= volume;
}
if (CandlesAll != null &&
Math.Abs(_currentDelta) >= _timeFrameBuilder.DeltaPeriods)
{
// если пришли данные из новой свечки
_currentDelta = 0;
if (CandlesAll[CandlesAll.Count - 1].State != CandleState.Finished)
{
// если последнюю свечку ещё не закрыли и не отправили
CandlesAll[CandlesAll.Count - 1].State = CandleState.Finished;
if (canPushUp)
{
UpdateFinishCandle();
}
}
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle newCandle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(newCandle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll != null)
{
// если пришли данные внутри свечи
CandlesAll[CandlesAll.Count - 1].Volume += volume;
CandlesAll[CandlesAll.Count - 1].Close = price;
if (CandlesAll[CandlesAll.Count - 1].High < price)
{
CandlesAll[CandlesAll.Count - 1].High = price;
}
if (CandlesAll[CandlesAll.Count - 1].Low > price)
{
CandlesAll[CandlesAll.Count - 1].Low = price;
}
if (canPushUp)
{
UpdateChangeCandle();
}
}
}
private void UpDateRencoTimeFrame(DateTime time, decimal price, decimal volume, bool canPushUp)
{
if (CandlesAll != null && CandlesAll.Count > 0 && CandlesAll[CandlesAll.Count - 1] != null &&
CandlesAll[CandlesAll.Count - 1].TimeStart > time)
{// если пришли старые данные
return;
}
if (CandlesAll == null)
{
_rencoStartPrice = price;
_rencoLastSide = Side.None;
// пришла первая сделка
CandlesAll = new List <Candle>();
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle candle = new Candle()
{
Close = price,
High = price,
Low = price,
Open = price,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(candle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
decimal renDist = _timeFrameBuilder.RencoPunktsToCloseCandleInRencoType;
if (
(_rencoLastSide == Side.None && Math.Abs(_rencoStartPrice - price) >= renDist)
||
(_rencoLastSide == Side.Buy && price - _rencoStartPrice >= renDist)
||
(_rencoLastSide == Side.Buy && _rencoStartPrice - price >= renDist * 2)
||
(_rencoLastSide == Side.Sell && _rencoStartPrice - price >= renDist)
||
(_rencoLastSide == Side.Sell && price - _rencoStartPrice >= renDist * 2)
)
{
// если пришли данные из новой свечки
Candle lastCandle = CandlesAll[CandlesAll.Count - 1];
if (
(_rencoLastSide == Side.None && price - _rencoStartPrice >= renDist)
||
(_rencoLastSide == Side.Buy && price - _rencoStartPrice >= renDist)
)
{
_rencoLastSide = Side.Buy;
_rencoStartPrice = _rencoStartPrice + renDist;
lastCandle.High = _rencoStartPrice;
}
else if (
(_rencoLastSide == Side.None && _rencoStartPrice - price >= renDist)
||
(_rencoLastSide == Side.Sell && _rencoStartPrice - price >= renDist)
)
{
_rencoLastSide = Side.Sell;
_rencoStartPrice = _rencoStartPrice - renDist;
lastCandle.Low = _rencoStartPrice;
}
else if (
_rencoLastSide == Side.Buy && _rencoStartPrice - price >= renDist * 2)
{
_rencoLastSide = Side.Sell;
lastCandle.Open = _rencoStartPrice - renDist;
_rencoStartPrice = _rencoStartPrice - renDist * 2;
lastCandle.Low = _rencoStartPrice;
}
else if (
_rencoLastSide == Side.Sell && price - _rencoStartPrice >= renDist * 2)
{
_rencoLastSide = Side.Buy;
lastCandle.Open = _rencoStartPrice + renDist;
_rencoStartPrice = _rencoStartPrice + renDist * 2;
lastCandle.High = _rencoStartPrice;
}
lastCandle.Close = _rencoStartPrice;
if (_timeFrameBuilder.RencoIsBuildShadows == false)
{
if (lastCandle.IsUp)
{
lastCandle.Low = lastCandle.Open;
lastCandle.High = lastCandle.Close;
}
else
{
lastCandle.High = lastCandle.Open;
lastCandle.Low = lastCandle.Close;
}
}
if (CandlesAll[CandlesAll.Count - 1].State != CandleState.Finished)
{
// если последнюю свечку ещё не закрыли и не отправили
CandlesAll[CandlesAll.Count - 1].State = CandleState.Finished;
if (canPushUp)
{
UpdateFinishCandle();
}
}
DateTime timeNextCandle = time;
while (timeNextCandle.Millisecond != 0)
{
timeNextCandle = timeNextCandle.AddMilliseconds(-1);
}
Candle newCandle = new Candle()
{
Close = _rencoStartPrice,
High = _rencoStartPrice,
Low = _rencoStartPrice,
Open = _rencoStartPrice,
State = CandleState.Started,
TimeStart = timeNextCandle,
Volume = volume
};
CandlesAll.Add(newCandle);
if (canPushUp)
{
UpdateChangeCandle();
}
return;
}
if (CandlesAll != null)
{
// если пришли данные внутри свечи
CandlesAll[CandlesAll.Count - 1].Volume += volume;
CandlesAll[CandlesAll.Count - 1].Close = price;
if (CandlesAll[CandlesAll.Count - 1].High < price)
{
CandlesAll[CandlesAll.Count - 1].High = price;
}
if (CandlesAll[CandlesAll.Count - 1].Low > price)
{
CandlesAll[CandlesAll.Count - 1].Low = price;
}
if (canPushUp)
{
UpdateChangeCandle();
}
}
}
public static List <Candle> Merge(this List <Candle> oldCandles, List <Candle> candlesToMerge)
{
if (candlesToMerge == null ||
candlesToMerge.Count == 0)
{
return(oldCandles);
}
if (oldCandles.Count == 0)
{
oldCandles.AddRange(candlesToMerge);
return(oldCandles);
}
if (candlesToMerge[0].TimeStart < oldCandles[0].TimeStart &&
candlesToMerge[candlesToMerge.Count - 1].TimeStart >= oldCandles[oldCandles.Count - 1].TimeStart)
{
// начало массива в новых свечках раньше. Конец позже. Перезаписываем полностью
oldCandles.Clear();
oldCandles.AddRange(candlesToMerge);
return(oldCandles);
}
// смотрим более ранние свечи в новой серии
List <Candle> newCandles = new List <Candle>();
int indexLastInsertCandle = 0;
for (int i = 0; i < candlesToMerge.Count; i++)
{
if (candlesToMerge[i].TimeStart < oldCandles[0].TimeStart)
{
newCandles.Add(candlesToMerge[i]);
}
else
{
indexLastInsertCandle = i;
break;
}
}
newCandles.AddRange(oldCandles);
// обновляем последнюю свечку в старых данных
if (newCandles.Count != 0)
{
Candle lastCandle = candlesToMerge.Find(c => c.TimeStart == newCandles[newCandles.Count - 1].TimeStart);
if (lastCandle != null)
{
newCandles[newCandles.Count - 1] = lastCandle;
}
}
// вставляем новые свечи в середину объединённого массива
for (int i = indexLastInsertCandle; i < candlesToMerge.Count; i++)
{
Candle candle = candlesToMerge[i];
for (int i2 = 1; i2 < newCandles.Count - 1; i2++)
{
if (candle.TimeStart > newCandles[i2].TimeStart &&
candle.TimeStart < newCandles[i2 - 1].TimeStart)
{
newCandles.Insert(i2 + 1, candle);
break;
}
}
}
// вставляем новые свечи в конец объединённого массива
for (int i = 0; i < candlesToMerge.Count; i++)
{
Candle candle = candlesToMerge[i];
if (candle.TimeStart > newCandles[newCandles.Count - 1].TimeStart)
{
newCandles.Add(candle);
}
}
oldCandles.Clear();
oldCandles.AddRange(newCandles);
return(oldCandles);
}