private static List <ExtremaGroup> MergeGroups(List <Extrema> extremePoints, int minCount = 0)
{
extremePoints = extremePoints.OrderByDescending(c => c.CurrentPrice.StartTime).ToList();
var extremaGroups = new List <ExtremaGroup>();
for (var i = 0; i < extremePoints.Count; i++)
{
var pointI = extremePoints[i];
var group = new ExtremaGroup()
{
pointI.CurrentPrice
};
var newIndex = i;
for (var j = i + 1; j < extremePoints.Count; j++)
{
var pointJ = extremePoints[j];
var valJ = extremePoints[j].CurrentPrice.Close;
if (valJ < pointI.UpperZone && valJ > pointI.LowerZone)
{
@group.Add(pointJ.CurrentPrice);
newIndex = j;
}
else
{
break;
}
}
i = newIndex;
extremaGroups.Add(@group);
}
extremaGroups = extremaGroups.Where(g => g.Count > minCount).ToList();
return(extremaGroups);
}
public static void Print(this ExtremaGroup extremaGroup)
{
Console.WriteLine($"AVG: {extremaGroup.Average}, ({extremaGroup.MinValue}, {extremaGroup.MaxValue}), Rank: {extremaGroup.Count}");
}
