/// <summary>
/// Validate if the time series is valid (i.e. is there any overlapping between ticks?)
/// </summary>
/// <param name="errorTick">Tick that is overlapped by another</param>
/// <returns>Returns if the time series is valid</returns>
private bool IsTimeSeriesValid(out TTick errorTick)
{
var periodInstance = Period.CreateInstance();
errorTick = default(TTick);
for (int i = 0; i < Ticks.Count() - 1; i++)
{
var candleEndTime = periodInstance.NextTimestamp(Ticks.ElementAt(i).DateTime);
if (candleEndTime > Ticks.ElementAt(i + 1).DateTime)
{
errorTick = Ticks.ElementAt(i);
return(false);
}
}
return(true);
}
public void Add(TTick item)
{
var periodInstance = Period.CreateInstance();
if (Ticks.Any())
{
var tickEndTime = periodInstance.NextTimestamp(Ticks.Last().DateTime);
if (item.DateTime < tickEndTime)
{
throw new InvalidTimeFrameException(item.DateTime);
}
if (_maxTickCount.HasValue && Ticks.Count >= _maxTickCount.Value)
{
Ticks = Ticks.Skip(Ticks.Count - _maxTickCount.Value + 1).Take(_maxTickCount.Value).ToList();
}
}
Ticks.Add(item);
}