public Bars ToLargerScaleInterval(BarScaleInterval scaleIntervalTo)
{
if (this.ScaleInterval == scaleIntervalTo)
{
return(this);
}
this.checkThrowCanConvert(scaleIntervalTo);
Bars barsConverted = this.CloneNoBars(this.ReasonToExist + "=>[" + scaleIntervalTo + "]", scaleIntervalTo);
if (this.Count == 0)
{
return(barsConverted);
}
Bar barFromFirst = this[0];
Bar barCompressing = new Bar(this.Symbol, scaleIntervalTo, barFromFirst.DateTimeOpen); // I'm happy with RoundDateDownInitTwoAuxDates()
barCompressing.AbsorbOHLCVfrom(barFromFirst);
for (int i = 1; i < this.Count; i++)
{
Bar barEach = this[i];
if (barEach.DateTimeOpen >= barCompressing.DateTimeNextBarOpenUnconditional)
{
barsConverted.BarAppendBindStatic(barCompressing);
barCompressing = new Bar(this.Symbol, scaleIntervalTo, barEach.DateTimeOpen);
barCompressing.AbsorbOHLCVfrom(barEach);
}
else
{
barCompressing.MergeExpandHLCVwhileCompressingManyBarsToOne(barEach);
}
}
return(barsConverted);
}
public Bars ToLargerScaleInterval(BarScaleInterval scaleIntervalTo) {
if (this.ScaleInterval == scaleIntervalTo) return this;
this.checkThrowCanConvert(scaleIntervalTo);
Bars barsConverted = this.CloneNoBars(this.ReasonToExist + "=>[" + scaleIntervalTo + "]", scaleIntervalTo);
if (this.Count == 0) return barsConverted;
Bar barFromFirst = this[0];
Bar barCompressing = new Bar(this.Symbol, scaleIntervalTo, barFromFirst.DateTimeOpen); // I'm happy with RoundDateDownInitTwoAuxDates()
barCompressing.AbsorbOHLCVfrom(barFromFirst);
for (int i = 1; i < this.Count; i++) {
Bar barEach = this[i];
if (barEach.DateTimeOpen >= barCompressing.DateTimeNextBarOpenUnconditional) {
barsConverted.BarAppendBindStatic(barCompressing);
barCompressing = new Bar(this.Symbol, scaleIntervalTo, barEach.DateTimeOpen);
barCompressing.AbsorbOHLCVfrom(barEach);
} else {
barCompressing.MergeExpandHLCVwhileCompressingManyBarsToOne(barEach);
}
}
return barsConverted;
}
