private DateTime GetLastBarSessionDate(DateTime time, PivotRange pivotRange)
{
// Check the time[0] against the previous session end
if (time > cacheSessionEnd)
{
if (Bars.BarsType.IsIntraday)
{
// Make use of the stored session iterator to find the next session...
storedSession.GetNextSession(time, true);
// Store the actual session's end datetime as the session
cacheSessionEnd = storedSession.ActualSessionEnd;
// We need to convert that time from the session to the users time zone settings
sessionDateTmp = TimeZoneInfo.ConvertTime(cacheSessionEnd.AddSeconds(-1), Globals.GeneralOptions.TimeZoneInfo, Bars.TradingHours.TimeZoneInfo).Date;
}
else
{
sessionDateTmp = time.Date;
}
}
if (pivotRange == PivotRange.Daily)
{
if (sessionDateTmp != cacheSessionDate)
{
if (newSessionBarIdxArr.Count == 0 || newSessionBarIdxArr.Count > 0 && CurrentBar > newSessionBarIdxArr[newSessionBarIdxArr.Count - 1])
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheSessionDate = sessionDateTmp;
}
return(sessionDateTmp);
}
DateTime tmpWeeklyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Weekly);
if (pivotRange == PivotRange.Weekly)
{
if (tmpWeeklyEndDate != cacheWeeklyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || newSessionBarIdxArr.Count > 0 && CurrentBar > newSessionBarIdxArr[newSessionBarIdxArr.Count - 1])
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheWeeklyEndDate = tmpWeeklyEndDate;
}
return(tmpWeeklyEndDate);
}
DateTime tmpMonthlyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Monthly);
if (tmpMonthlyEndDate != cacheMonthlyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || newSessionBarIdxArr.Count > 0 && CurrentBar > newSessionBarIdxArr[newSessionBarIdxArr.Count - 1])
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheMonthlyEndDate = tmpMonthlyEndDate;
}
return(tmpMonthlyEndDate);
}
private DateTime GetLastBarSessionDate(DateTime time, Data.Bars bars, PivotRange pivotRange)
{
if (time > cacheSessionEnd)
{
if (Bars.BarsType.IsIntraday)
{
Bars.Session.GetNextBeginEnd(time, out cacheSessionBegin, out cacheSessionEnd);
sessionDateTmp = System.TimeZoneInfo.ConvertTime(cacheSessionEnd.AddSeconds(-1), System.TimeZoneInfo.Local, Bars.Session.TimeZoneInfo).Date;
}
else
{
sessionDateTmp = time.Date;
}
}
if (pivotRange == PivotRange.Daily)
{
if (sessionDateTmp != cacheSessionDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int)newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheSessionDate = sessionDateTmp;
}
return(sessionDateTmp);
}
else if (pivotRange == PivotRange.Weekly)
{
DateTime tmpWeeklyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Weekly);
if (tmpWeeklyEndDate != cacheWeeklyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int)newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheWeeklyEndDate = tmpWeeklyEndDate;
}
return(tmpWeeklyEndDate);
}
else // pivotRange == PivotRange.Monthly
{
DateTime tmpMonthlyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Monthly);
if (tmpMonthlyEndDate != cacheMonthlyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int)newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
{
newSessionBarIdxArr.Add(CurrentBar);
}
cacheMonthlyEndDate = tmpMonthlyEndDate;
}
return(tmpMonthlyEndDate);
}
}
private DateTime RoundUpTimeToPeriodTime(DateTime time, PivotRange pivotRange)
{
if (pivotRange == PivotRange.Weekly)
{
return(Gui.Tools.Extensions.GetEndOfWeekTime(time));
}
if (pivotRange == PivotRange.Monthly)
{
return(Gui.Tools.Extensions.GetEndOfMonthTime(time));
}
return(time);
}
private DateTime RoundUpTimeToPeriodTime(DateTime time, PivotRange pivotRange)
{
if (pivotRange == PivotRange.Weekly)
{
DateTime periodStart = time.AddDays((6 - (((int)time.DayOfWeek) + 1) % 7));
return(periodStart.Date.AddDays(Math.Ceiling(Math.Ceiling(time.Date.Subtract(periodStart.Date).TotalDays) / 7) * 7).Date);
}
if (pivotRange == PivotRange.Monthly)
{
var result = new DateTime(time.Year, time.Month, 1);
return(result.AddMonths(1).AddDays(-1));
}
return(time);
}
public Pivots Pivots(ISeries <double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHlc, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)
{
if (cachePivots != null)
{
for (int idx = 0; idx < cachePivots.Length; idx++)
{
if (cachePivots[idx] != null && cachePivots[idx].PivotRangeType == pivotRangeType && cachePivots[idx].PriorDayHlc == priorDayHlc && cachePivots[idx].UserDefinedClose == userDefinedClose && cachePivots[idx].UserDefinedHigh == userDefinedHigh && cachePivots[idx].UserDefinedLow == userDefinedLow && cachePivots[idx].Width == width && cachePivots[idx].EqualsInput(input))
{
return(cachePivots[idx]);
}
}
}
return(CacheIndicator <Pivots>(new Pivots()
{
PivotRangeType = pivotRangeType, PriorDayHlc = priorDayHlc, UserDefinedClose = userDefinedClose, UserDefinedHigh = userDefinedHigh, UserDefinedLow = userDefinedLow, Width = width
}, input, ref cachePivots));
}
public Indicators.Pivots Pivots(ISeries <double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHlc, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)
{
return(indicator.Pivots(input, pivotRangeType, priorDayHlc, userDefinedClose, userDefinedHigh, userDefinedLow, width));
}
public Pivots Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHlc, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)
{
return(Pivots(Input, pivotRangeType, priorDayHlc, userDefinedClose, userDefinedHigh, userDefinedLow, width));
}
public Indicators.FibonacciPivots FibonacciPivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHlc, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)
{
return(indicator.FibonacciPivots(Input, pivotRangeType, priorDayHlc, userDefinedClose, userDefinedHigh, userDefinedLow, width));
}
private DateTime RoundUpTimeToPeriodTime(DateTime time, PivotRange pivotRange)
{
if (pivotRange == PivotRange.Weekly)
{
DateTime periodStart = time.AddDays((6 - (((int) time.DayOfWeek) + 1) % 7));
return periodStart.Date.AddDays(System.Math.Ceiling(System.Math.Ceiling(time.Date.Subtract(periodStart.Date).TotalDays) / 7) * 7).Date;
}
else if (pivotRange == PivotRange.Monthly)
{
DateTime result = new DateTime(time.Year, time.Month, 1);
return result.AddMonths(1).AddDays(-1);
}
else
return time;
}
private DateTime GetLastBarSessionDate(DateTime time, Data.Bars bars, int barsAgo, PivotRange pivotRange)
{
if (pivotRange == PivotRange.Daily && time > cacheSessionEndTmp1)
{
isEndOfMonthHoliday = false;
if (Bars.BarsType.IsIntraday)
sessionDateTmp = Bars.GetTradingDayFromLocal(time);
else
sessionDateTmp = time.Date;
for (int i =0; i<3; i++)
{
if (publicHoliday[i].Date == sessionDateTmp)
isEndOfMonthHoliday = true;
}
if(cacheSessionDate != sessionDateTmp)
cacheSessionDate = sessionDateTmp;
Bars.Session.GetNextBeginEnd(bars, barsAgo, out cacheSessionBeginTmp, out cacheSessionEndTmp1);
if(tickBuilt)
cacheSessionEndTmp1 = cacheSessionEndTmp1.AddSeconds(-1);
}
else if (pivotRange == PivotRange.Monthly && time > cacheSessionEndTmp3)
{
extendPublicHoliday = false;
for (int i =0; i<3; i++)
{
if (publicHoliday[i].Date == sessionDateTmp)
extendPublicHoliday = true;
}
if (Bars.BarsType.IsIntraday)
sessionDateTmp = Bars.GetTradingDayFromLocal(time);
else
sessionDateTmp = time.Date;
DateTime tmpMonthlyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Monthly);
if(extendPublicHoliday)
tmpMonthlyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp.AddDays(1), PivotRange.Monthly);
if (tmpMonthlyEndDate != cacheMonthlyEndDate)
{
cacheMonthlyEndDate = tmpMonthlyEndDate;
if (newSessionBarIdxArr3.Count == 0 || (newSessionBarIdxArr3.Count > 0 && CurrentBar > (int) newSessionBarIdxArr3[newSessionBarIdxArr3.Count - 1]))
newSessionBarIdxArr3.Add(CurrentBar);
}
Bars.Session.GetNextBeginEnd(bars, barsAgo, out cacheSessionBeginTmp, out cacheSessionEndTmp3);
if(tickBuilt)
cacheSessionEndTmp3 = cacheSessionEndTmp3.AddSeconds(-1);
}
if (pivotRange == PivotRange.Daily)
return sessionDateTmp;
else
return RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Monthly);
}
private DateTime GetLastBarSessionDate(DateTime time, Data.Bars bars, PivotRange pivotRange)
{
if (time > cacheSessionEnd)
{
if (Bars.BarsType.IsIntraday)
{
Bars.Session.GetNextBeginEnd(time, out cacheSessionBegin, out cacheSessionEnd);
sessionDateTmp = System.TimeZoneInfo.ConvertTime(cacheSessionEnd.AddSeconds(-1), System.TimeZoneInfo.Local, Bars.Session.TimeZoneInfo).Date;
}
else
sessionDateTmp = time.Date;
}
if (pivotRange == PivotRange.Daily)
{
if(sessionDateTmp != cacheSessionDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int) newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
newSessionBarIdxArr.Add(CurrentBar);
cacheSessionDate = sessionDateTmp;
}
return sessionDateTmp;
}
else if (pivotRange == PivotRange.Weekly)
{
DateTime tmpWeeklyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Weekly);
if (tmpWeeklyEndDate != cacheWeeklyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int) newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
newSessionBarIdxArr.Add(CurrentBar);
cacheWeeklyEndDate = tmpWeeklyEndDate;
}
return tmpWeeklyEndDate;
}
else // pivotRange == PivotRange.Monthly
{
DateTime tmpMonthlyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Monthly);
if (tmpMonthlyEndDate != cacheMonthlyEndDate)
{
if (newSessionBarIdxArr.Count == 0 || (newSessionBarIdxArr.Count > 0 && CurrentBar > (int) newSessionBarIdxArr[newSessionBarIdxArr.Count - 1]))
newSessionBarIdxArr.Add(CurrentBar);
cacheMonthlyEndDate = tmpMonthlyEndDate;
}
return tmpMonthlyEndDate;
}
}
private DateTime GetLastBarSessionDate(DateTime time, Data.Bars bars, int barsAgo, PivotRange pivotRange)
{
if (time > cacheSessionEndTmp)
{
extendPublicHoliday = false;
for (int i =0; i<42; i++)
{
if (publicHoliday[i].Date == sessionDateTmp)
extendPublicHoliday = true;
}
if (Bars.BarsType.IsIntraday)
sessionDateTmp = Bars.GetTradingDayFromLocal(time);
else
sessionDateTmp = time.Date;
if(cacheSessionDate != sessionDateTmp)
{
cacheSessionDate = sessionDateTmp;
if (!extendPublicHoliday && (newSessionBarIdxArr1.Count == 0
|| (newSessionBarIdxArr1.Count > 0 && CurrentBar > (int) newSessionBarIdxArr1[newSessionBarIdxArr1.Count - 1])))
newSessionBarIdxArr1.Add(CurrentBar);
}
Bars.Session.GetNextBeginEnd(bars, barsAgo, out cacheSessionBeginTmp, out cacheSessionEndTmp);
if(tickBuilt)
cacheSessionEndTmp = cacheSessionEndTmp.AddSeconds(-1);
}
return sessionDateTmp;
}
private DateTime GetLastBarSessionDate(DateTime time, Data.Bars bars, int barsAgo, PivotRange pivotRange)
{
if (pivotRange == PivotRange.Daily && time > cacheSessionEndTmp1)
{
isEndOfWeekHoliday = false;
if (Bars.BarsType.IsIntraday)
sessionDateTmp = Bars.GetTradingDayFromLocal(time);
else
sessionDateTmp = time.Date;
for (int i =0; i<4; i++)
{
if (publicHoliday[i].Date == sessionDateTmp)
isEndOfWeekHoliday = true;
}
if(cacheSessionDate != sessionDateTmp)
cacheSessionDate = sessionDateTmp;
Bars.Session.GetNextBeginEnd(bars, barsAgo, out cacheSessionBeginTmp, out cacheSessionEndTmp1);
if(tickBuilt)
cacheSessionEndTmp1 = cacheSessionEndTmp1.AddSeconds(-1);
}
else if (pivotRange == PivotRange.Weekly && time > cacheSessionEndTmp2)
{
extendPublicHoliday = false;
for (int i =0; i<4; i++)
{
if (publicHoliday[i].Date == sessionDateTmp)
extendPublicHoliday = true;
}
if (Bars.BarsType.IsIntraday)
sessionDateTmp = Bars.GetTradingDayFromLocal(time);
else
sessionDateTmp = time.Date;
DateTime tmpWeeklyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Weekly);
if(extendPublicHoliday)
tmpWeeklyEndDate = RoundUpTimeToPeriodTime(sessionDateTmp.AddDays(1), PivotRange.Weekly);
if (tmpWeeklyEndDate != cacheWeeklyEndDate || (rthOHL && firstDayOfPeriod && sessionCount == 1 && activeSession == anaSessionCountCW43.Second)
|| (rthOHL && firstDayOfPeriod && sessionCount ==2 && activeSession == anaSessionCountCW43.Third))
{
cacheWeeklyEndDate = tmpWeeklyEndDate;
if (newSessionBarIdxArr2.Count == 0 || (newSessionBarIdxArr2.Count > 0 && CurrentBar > (int) newSessionBarIdxArr2[newSessionBarIdxArr2.Count - 1]))
newSessionBarIdxArr2.Add(CurrentBar);
}
Bars.Session.GetNextBeginEnd(bars, barsAgo, out cacheSessionBeginTmp, out cacheSessionEndTmp2);
if(tickBuilt)
cacheSessionEndTmp2 = cacheSessionEndTmp2.AddSeconds(-1);
}
if (pivotRange == PivotRange.Daily)
return sessionDateTmp;
else
return RoundUpTimeToPeriodTime(sessionDateTmp, PivotRange.Weekly);
}
