/// <summary>
/// Create DataTimeSeries, DataTSOHLC, DataTSVolume objects add to DataBuilder collection
/// </summary>
/// <param name="tinterval">time interval of timeseries (in minutes)</param>
/// /// <param name="nrows">number of rows to allocate</param>
public void NewTimeSeriesOHLCVolume(int tinterval, int nrows = 2880)
{
// check if time interval already exist
foreach (DataTimeSeries ts0 in TimeSeries)
{
if (ts0.TimeInterval == tinterval)
{
return;
}
}
DataTimeSeries ts = new DataTimeSeries(tinterval, nrows);
TimeSeries.Add(ts);
OHLC.Add(new DataTSOHLC(ts));
Volume.Add(new DataTSVolume(ts));
}
/// <summary>
/// Volume data class constructor, require corresponding time interval TimeSeries TSControl
/// </summary>
/// <param name="ts">TimeSeries control</param>
public DataTSVolume(DataTimeSeries ts) : base(ts, 3)
{
RowIdx = ts.RowIdx; // match TimeSeries RowIdx
}
private double value_min, value_max; // track value_min, value_max in current time interval
/// <summary>
/// TimeFrame Value Range Distribution constructor
/// </summary>
/// <seealso cref="DataTMListSum(DataTimeSeries, int, double, int)"/>
public DataTMValueRangeDistribution(DataTimeSeries ts, int timeframe, double mininterval, int allocn = 64)
: base(ts, timeframe, mininterval, allocn)
{
value_min = value_max = double.NaN; // init value_min, value_max
}
private double value_total; // track value total in current time interval
/// <summary>
/// TimeFrame Value Total Distribution constructor
/// </summary>
/// <seealso cref="DataTMListSum(DataTimeSeries, int, double, int)"/>
public DataTMValueTotalDistribution(DataTimeSeries ts, int timeframe, double mininterval, int allocn = 64)
: base(ts, timeframe, mininterval, allocn)
{
value_total = 0; // init value_total
}
/// <summary>
/// TimeFrame Value Distribution constructor
/// </summary>
/// <seealso cref="DataTMListSum(DataTimeSeries, int, double, int)"/>
public DataTMValueDistribution(DataTimeSeries ts, int timeframe, double mininterval, int allocn = 64)
: base(ts, timeframe, mininterval, allocn)
{
}
