public static DataItem[] getDataItemsArray(TimeframeSymbol timeframe, DateTime startDate, DateTime endDate, List<AnalysisType> types)
{
DateTime minDate = startDate.CompareTo(endDate) < 0 ? startDate : endDate;
DateTime d = new DateTime(minDate.Ticks);
List<DataItem> items = new List<DataItem>();
while (d.CompareTo(endDate) <= 0)
{
var item = generateDataItem(d, types);
d = d.getNext(timeframe);
items.Add(item);
}
var array = items.ToArray();
array.AppendIndexNumbers();
return array;
}
public static DateTime addTimeUnits(DateTime date, TimeframeSymbol timeframe, int units)
{
switch (timeframe)
{
case TimeframeSymbol.MN1:
return addTimeUnits_month(date, units);
case TimeframeSymbol.W1:
return addTimeUnits_weeks(date.Proper(timeframe), units);
case TimeframeSymbol.D1:
return addTimeUnits_days(date.Proper(timeframe), units);
case TimeframeSymbol.H4:
case TimeframeSymbol.H1:
case TimeframeSymbol.M30:
case TimeframeSymbol.M15:
case TimeframeSymbol.M5:
return addTimeUnits_shortPeriods(date.Proper(timeframe), timeframe, units);
}
return date;
}
private static int getTimeframeHolidayInactiveUnits(TimeframeSymbol timeframe)
{
switch (timeframe)
{
case TimeframeSymbol.H4: return 0;
case TimeframeSymbol.H1: return 2;
case TimeframeSymbol.M30: return 5;
case TimeframeSymbol.M15: return 11;
case TimeframeSymbol.M5: return 35;
default: return 0;
}
}
private static int dayUnitsForTimeframe(TimeframeSymbol timeframe)
{
switch (timeframe)
{
case TimeframeSymbol.D1: return 1;
case TimeframeSymbol.H4: return 6;
case TimeframeSymbol.H1: return 24;
case TimeframeSymbol.M30: return 48;
case TimeframeSymbol.M15: return 96;
case TimeframeSymbol.M5: return 288;
default: return 0;
}
}
private static int countWeekendItems(DateTime startDate, DateTime endDate, TimeframeSymbol timeframe)
{
DateTime realStartDate = startDate.Proper(TimeframeSymbol.W1);
DateTime realEndDate = endDate.Proper(TimeframeSymbol.W1);
int weeks = countTimeUnits_weeks(realStartDate, realEndDate);
return weeks * dayUnitsForTimeframe(timeframe) * 2;
}
private static int countTimeUnits_shortPeriod(DateTime baseDate, DateTime comparedDate, TimeframeSymbol timeframe)
{
DateTime properBaseDate = baseDate.Proper(timeframe);
DateTime properComparedDate = comparedDate.Proper(timeframe);
TimeSpan span = getTimespan(timeframe);
int spanMinutes = span.Hours * 60 + span.Minutes;
long datesMinutesDifference = (properComparedDate - properBaseDate).Ticks / 600000000;
int result = (int) datesMinutesDifference / spanMinutes;
int excluded = countExcludedItems(baseDate, comparedDate, timeframe);
return result - countExcludedItems(baseDate, comparedDate, timeframe);
}
private static int countExcludedItems(DateTime startDate, DateTime endDate, TimeframeSymbol timeframe)
{
int weekends = 0;
int christmas = 0;
int newYears = 0;
int sign = (startDate.CompareTo(endDate) < 0 ? 1 : -1);
weekends = countWeekendItems(startDate, endDate, timeframe);
newYears = sign * startDate.countNewYearBreaks(endDate, false) * (dayUnitsForTimeframe(timeframe) + getTimeframeHolidayInactiveUnits(timeframe));
christmas = sign * startDate.countChristmas(endDate, false) * (dayUnitsForTimeframe(timeframe) + getTimeframeHolidayInactiveUnits(timeframe));
return (weekends + christmas + newYears);
}
private static DateTime addTimeUnits_shortPeriods(DateTime date, TimeframeSymbol timeframe, int units)
{
DateTime startDate = new DateTime(date.Ticks).Proper(timeframe);
TimeSpan span = (Math.Sign(units) == 1 ? getTimespan(timeframe) : getTimespan(timeframe).invert());
int sign = Math.Sign(units);
for(var i = 1; i <= Math.Abs(units); i++){
startDate = startDate.Add(span);
if (!startDate.isOpenMarketTime())
{
DateTime nextOpenMarketTime = startDate.ifNotOpenMarketGetNext();
DateTime proper = startDate.Proper(timeframe);
startDate = (sign > 0 ? startDate.ifNotOpenMarketGetNext() : startDate.Proper(timeframe));
}
}
return startDate;
}
public static DateTime getNext(this DateTime date, TimeframeSymbol timeframe)
{
DateTime d = date.Proper(timeframe);
switch (timeframe)
{
case TimeframeSymbol.MN1: return new DateTime(d.Year, d.Month + 1, 1, 0, 0, 0);
case TimeframeSymbol.W1: return d.AddDays(7);
case TimeframeSymbol.D1:
return d.AddDays(1).ifNotOpenMarketGetNext();
default:
return d.Add(Timeframe.getTimespan(timeframe)).ifNotOpenMarketGetNext();
}
}
public static TimeSpan getTimespan(TimeframeSymbol timeframe)
{
return getTimespan(timeframe, 1);
}
public static Timeframe GetTimeframe(TimeframeSymbol symbol)
{
if (timeframes == null) LoadTimeframes();
Timeframe timeframe = null;
timeframes.TryGetValue(symbol, out timeframe);
return timeframe;
}
public static DateTime getNewYearProperDate(DateTime date, TimeframeSymbol timeframe)
{
DateTime d = date.getNewYearExactDate();
int units = getTimeframeHolidayInactiveUnits(timeframe);
TimeSpan span = getTimespan(timeframe, (-1) * units - 1);
return d.Add(span);
}
public static int countTimeUnits(this DateTime date, DateTime compared, TimeframeSymbol timeframe)
{
return Timeframe.countTimeUnits(date, compared, timeframe);
}
private static DateTime ProperShortTime(this DateTime d, TimeframeSymbol timeframe)
{
//To full time period.
TimeSpan span = Timeframe.getTimespan(timeframe, 1);
//include weekends
if (d.isWeekend())
{
var dt = (d.DayOfWeek == DayOfWeek.Sunday ? d.AddDays(-1) : d.AddDays(0));
var saturdayMidnight = new DateTime(dt.Year, dt.Month, dt.Day, 0, 0, 0);
return saturdayMidnight.Add(span.invert()).ProperShortTime(timeframe);
}
//include christmas & new year
if (d.IsChristmas())
{
return Timeframe.getChristmasProperDate(d, timeframe).ProperShortTime(timeframe);
}
if (d.IsNewYear())
{
return Timeframe.getNewYearProperDate(d, timeframe).ProperShortTime(timeframe);
}
//To full time format.
var hours = -1 * (span.Hours == 0 && span.Minutes == 0 ? d.Hour : (span.Minutes == 0 ? d.Hour % span.Hours : 0));
var minutes = -1 * (span.Minutes == 0 ? d.Minute : d.Minute % span.Minutes);
var seconds = -1 * (span.Seconds == 0 ? d.Second : d.Second % span.Seconds);
TimeSpan toAdd = new TimeSpan(hours, minutes, seconds);
return d.Add(toAdd);
}
public static DateTime Proper(this DateTime d, TimeframeSymbol timeframe)
{
switch (timeframe)
{
case TimeframeSymbol.MN1: return d.ProperMonth();
case TimeframeSymbol.W1: return d.ProperWeek();
case TimeframeSymbol.D1: return d.ProperDay();
default: return d.ProperShortTime(timeframe);
}
}
public static TimeSpan getTimespan(TimeframeSymbol timeframe, int units)
{
switch (timeframe)
{
case TimeframeSymbol.H4: return new TimeSpan(units * 4, 0, 0);
case TimeframeSymbol.H1: return new TimeSpan(units * 1, 0, 0);
case TimeframeSymbol.M30: return new TimeSpan(0, units * 30, 0);
case TimeframeSymbol.M15: return new TimeSpan(0, units * 15, 0);
case TimeframeSymbol.M5: return new TimeSpan(0, units * 5, 0);
}
return new TimeSpan(0);
}
public static int countTimeUnits(DateTime baseDate, DateTime comparedDate, TimeframeSymbol timeframe)
{
DateTime properBaseDate = baseDate.Proper(timeframe);
DateTime properComparedDate = comparedDate.Proper(timeframe);
switch (timeframe)
{
case TimeframeSymbol.MN1:
return countTimeUnits_month(properBaseDate, properComparedDate);
case TimeframeSymbol.W1:
return countTimeUnits_weeks(properBaseDate, properComparedDate);
case TimeframeSymbol.D1:
return countTimeUnits_days(properBaseDate, properComparedDate);
case TimeframeSymbol.H4:
case TimeframeSymbol.H1:
case TimeframeSymbol.M30:
case TimeframeSymbol.M15:
case TimeframeSymbol.M5:
return countTimeUnits_shortPeriod(properBaseDate, properComparedDate, timeframe);
}
return 0;
}
public static DateTime addTimeUnits(this DateTime date, TimeframeSymbol timeframe, int units)
{
if (units == 0) return date.AddMilliseconds(0);
return Timeframe.addTimeUnits(date, timeframe, units);
}
