/// <summary>
/// Gets a copy of this data from a date, to a date.
/// </summary>
/// <param name="start">Date to start from</param>
/// <param name="end">Date to end at</param>
/// <returns>New object with the data from the requested dates</returns>
public TickerData SubSet(DateTime start, DateTime end)
{
TickerData copyData = new TickerData(TickerAndExchange);
int copyStartIndex = -1;
int copyEndIndex = -1;
for (int i = 0; i < Dates.Count; i++)
{
if (copyStartIndex == -1 && Dates[i] >= start)
{
copyStartIndex = i;
}
if (copyEndIndex == -1 && Dates[i] >= end)
{
copyEndIndex = i;
}
if (copyStartIndex > -1 && copyEndIndex > -1)
{
break;
}
}
if (copyStartIndex != -1)
{
if (copyEndIndex == -1 && end > Dates.Last())
{
copyEndIndex = Dates.Count - 1;
}
int amountToCopy = (copyEndIndex - copyStartIndex) + 1;
copyData.Dates.AddRange(Dates.GetRange(copyStartIndex, amountToCopy));
copyData.Open.AddRange(Open.GetRange(copyStartIndex, amountToCopy));
copyData.Close.AddRange(Close.GetRange(copyStartIndex, amountToCopy));
copyData.High.AddRange(High.GetRange(copyStartIndex, amountToCopy));
copyData.Low.AddRange(Low.GetRange(copyStartIndex, amountToCopy));
copyData.Volume.AddRange(Volume.GetRange(copyStartIndex, amountToCopy));
// Extras
copyData.Typical.AddRange(Typical.GetRange(copyStartIndex, amountToCopy));
copyData.Median.AddRange(Median.GetRange(copyStartIndex, amountToCopy));
copyData.HigherTimeframeTrend.AddRange(HigherTimeframeTrend.GetRange(copyStartIndex, amountToCopy));
for (int i = 0; i < HigherTimeframeValueStrings.Length; i++)
{
string key = HigherTimeframeValueStrings[i];
copyData.HigherTimeframeValues[key].AddRange(HigherTimeframeValues[key].GetRange(copyStartIndex, amountToCopy));
}
copyData.Start = copyData.Dates[0];
copyData.End = copyData.Dates[copyData.Dates.Count - 1];
copyData.NumBars = copyData.Dates.Count;
copyData.SaveDates();
}
return(copyData);
}
/// <summary>
/// Appends the other data to the data already in this class. It doesn't overwrite data
/// for existing dates, so it can only prepend data to the start or append to the end.
/// </summary>
/// <param name="otherData">Data to append</param>
public void AppendData(TickerData otherData)
{
// Prepend
if (otherData.Start < Start)
{
// Find the index in the other data where this data starts.
int copyEndIndex;
for (copyEndIndex = 0; copyEndIndex < otherData.Dates.Count; copyEndIndex++)
{
if (otherData.Dates[copyEndIndex] >= Start)
{
break;
}
}
// Insert all the new data at the front of the existing data.
Dates.InsertRange(0, otherData.Dates.GetRange(0, copyEndIndex));
Open.InsertRange(0, otherData.Open.GetRange(0, copyEndIndex));
Close.InsertRange(0, otherData.Close.GetRange(0, copyEndIndex));
High.InsertRange(0, otherData.High.GetRange(0, copyEndIndex));
Low.InsertRange(0, otherData.Low.GetRange(0, copyEndIndex));
Volume.InsertRange(0, otherData.Volume.GetRange(0, copyEndIndex));
// Extras
Typical.InsertRange(0, otherData.Typical.GetRange(0, copyEndIndex));
Median.InsertRange(0, otherData.Median.GetRange(0, copyEndIndex));
HigherTimeframeTrend.InsertRange(0, otherData.HigherTimeframeTrend.GetRange(0, copyEndIndex));
for (int i = 0; i < HigherTimeframeValueStrings.Length; i++)
{
string key = HigherTimeframeValueStrings[i];
HigherTimeframeValues[key].InsertRange(0, otherData.HigherTimeframeValues[key].GetRange(0, copyEndIndex));
}
}
// Append
if (otherData.End > End)
{
// Find the index where the other data passes the end of the existing data.
int copyStartIndex;
for (copyStartIndex = 0; copyStartIndex < otherData.Dates.Count; copyStartIndex++)
{
if (otherData.Dates[copyStartIndex] > End)
{
break;
}
}
// Append the new data to the end of the existing data.
Dates.AddRange(otherData.Dates.GetRange(copyStartIndex, otherData.Dates.Count - copyStartIndex));
Open.AddRange(otherData.Open.GetRange(copyStartIndex, otherData.Open.Count - copyStartIndex));
Close.AddRange(otherData.Close.GetRange(copyStartIndex, otherData.Close.Count - copyStartIndex));
High.AddRange(otherData.High.GetRange(copyStartIndex, otherData.High.Count - copyStartIndex));
Low.AddRange(otherData.Low.GetRange(copyStartIndex, otherData.Low.Count - copyStartIndex));
Volume.AddRange(otherData.Volume.GetRange(copyStartIndex, otherData.Volume.Count - copyStartIndex));
// Extras
Typical.AddRange(otherData.Typical.GetRange(copyStartIndex, otherData.Typical.Count - copyStartIndex));
Median.AddRange(otherData.Median.GetRange(copyStartIndex, otherData.Median.Count - copyStartIndex));
HigherTimeframeTrend.AddRange(otherData.HigherTimeframeTrend.GetRange(copyStartIndex, otherData.HigherTimeframeTrend.Count - copyStartIndex));
for (int i = 0; i < HigherTimeframeValueStrings.Length; i++)
{
string key = HigherTimeframeValueStrings[i];
HigherTimeframeValues[key].AddRange(otherData.HigherTimeframeValues[key].GetRange(copyStartIndex, otherData.HigherTimeframeValues[key].Count - copyStartIndex));
}
}
Start = Dates[0];
End = Dates[Dates.Count - 1];
NumBars = Dates.Count;
SaveDates();
}
