// public static IList<double> Decompress(this ISecurity sec, IReadOnlyList<double> data, IMemoryManagement mm = null,
// IReadOnlyList<double> increment = null)
// {
// return Decompress(sec.P)
// }
public static IList <double> Decompress <T>(IReadOnlyList <T> originalBars, Interval curInterval,
IReadOnlyList <double> data, IReadOnlyList <double> increment,
Interval dataInterval, IReadOnlyList <T> compressedBars = null,
IMemoryManagement mm = null)
where T : class, IBaseBar
{
if (originalBars == null)
{
throw new ArgumentNullException(nameof(originalBars));
}
if (data == null)
{
throw new ArgumentNullException(nameof(data));
}
var count = originalBars.Count;
if (compressedBars == null)
{
compressedBars = BarUtils.CompressTo(originalBars, dataInterval, curInterval);
}
var newBars = mm?.GetArray <double>(count) ?? new double[count];
var dataIntervalShift = dataInterval.Shift;
var shift = (dataIntervalShift - curInterval.Shift).Ticks;
var step = curInterval.Shift.Ticks;
var steps = dataIntervalShift.Ticks / step;
var k = -1;
var ticks = 0L;
for (var i = 0; i < originalBars.Count; i++)
{
var bar = originalBars[i];
var t = bar.Ticks;
while (t >= ticks + shift && k < data.Count - 1)
{
var index = Math.Min(++k + 1, compressedBars.Count - 1);
ticks = compressedBars[index].Ticks;
}
var curStep = (ticks - t - shift) / step + 1;
var ci = Math.Max(k, 0);
newBars[i] = data[ci] - increment[ci] * ((double)curStep / steps + 2);
}
return(newBars);
}
public ISecurity CompressTo(Interval interval, int shift, int adjustment, int adjShift)
{
var bars = BarUtils.CompressTo(Bars, interval, IntervalInstance, 0, shift, adjustment, adjShift);
return(CompressTo(interval, bars));
}