public override OhlcData Include(TimeRange rangeAttempted, OhlcData data, bool acceptLiveRange = false)
{
base.Include(rangeAttempted, data, acceptLiveRange);
this.SavePublic();
return(data);
}
public void Merge(OhlcData data)
{
foreach (var i in data)
{
RemoveAll(x => x.DateTimeUtc == i.DateTimeUtc);
Add(i);
}
}
public virtual OhlcData Include(TimeRange rangeAttempted, OhlcData data, bool acceptLiveRange = false)
{
var range = data.GetTimeRange(rangeAttempted.TimeResolution);
if (!acceptLiveRange)
{
range = range.RemoveLiveRange();
rangeAttempted = rangeAttempted.RemoveLiveRange();
}
if (data.IsNotEmpty())
{
Found.Add(range);
}
else
{
Unavailable.Add(rangeAttempted);
}
if (!Unavailable.Covers(rangeAttempted) && !Found.Covers(rangeAttempted))
{
Requested.Add(rangeAttempted);
}
var foundMin = Found.MinimumFrom();
var missingMin = Unavailable.MinimumFrom();
var minDate = foundMin < missingMin ? foundMin : missingMin;
if (minDate != DateTime.MaxValue)
{
UtcEarliestEntry = UtcEarliestEntry > minDate ? minDate : UtcEarliestEntry;
}
return(data);
}
public OhlcData(OhlcData data) : this(data.Resolution, data)
{
Resolution = data.Resolution;
ConvertedFrom = data.ConvertedFrom;
Network = data.Network;
}