public static Dictionary <DateTime, Dictionary <string, Dictionary <string, decimal?> > > BuildValues(
List <DataPoint> lines)
{
// Distinct
var times = lines.Select(x => x.Time).Distinct().ToList();
var targets = lines.Select(x => x.TargetId).Distinct().ToList();
var indicators = lines.Select(x => x.IndicatorId).Distinct().ToList();
// Loop
var level1 = new Dictionary <DateTime, Dictionary <string, Dictionary <string, decimal?> > >();
foreach (var time in times)
{
var level2 = new Dictionary <string, Dictionary <string, decimal?> >();
foreach (var indicator in indicators)
{
var level3 = new Dictionary <string, decimal?>();
foreach (var target in targets)
{
var line = lines.FirstOrDefault(LineExpression.Line(time, target, indicator).Compile());
level3.Add(target, line?.Value);
}
level2.Add(indicator, level3);
}
level1.Add(time, level2);
}
// Return
return(level1);
}
public static void BuildLines(List <Currency> currencies, List <Indicator> indicators, List <Watcher> watchers, List <DataPoint> lines, int dependencyLevel, int stopAt)
{
foreach (var currency in currencies)
{
foreach (var indicator in indicators)
{
if (indicator.DependencyLevel == dependencyLevel) // We set the consecutive ones
{
// Get latest line for this currency indicator pair
var line = lines.FirstOrDefault(LineExpression.Line(lines[0].Time, currency.CurrencyId, indicator.IndicatorId).Compile());
// Get all watchers for this currency indicator pair
var filteredWatchers = watchers.Where(WatcherExpression.WatcherFilter(null, currency.CurrencyId, indicator.IndicatorId).Compile()).ToList();
// Build
var value = IndicatorBuilder.BuildValue(currency, indicator, lines);
var averageBuy = IndicatorBuilder.BuildAverageBuy(filteredWatchers);
var averageSell = IndicatorBuilder.BuildAverageSell(filteredWatchers);
// Set
line?.Set(value, averageBuy, averageSell);
}
}
}
// Do the same with the next level recursively
if (dependencyLevel < stopAt)
{
BuildLines(currencies, indicators, watchers, lines, dependencyLevel + 1, stopAt);
}
}