private static T[] CreateCandles <T>(FakeOandaContext.FakeOandaInstrument inst, TimeSpan interval, int count, DateTime?start, DateTime?end, bool includeFirst, Func <DateTime, FakeOandaContext.FakeOandaPrice, FakeOandaContext.FakeOandaPrice, FakeOandaContext.FakeOandaPrice, FakeOandaContext.FakeOandaPrice, int, T> factory)
{
var i = 0;
var result = new T[count];
for (var d = includeFirst ? start.Value : start.Value + interval; d <= end.Value; d += interval)
{
var open = inst.CurrentPrice(d);
var close = inst.CurrentPrice(d + interval);
FakeOandaContext.FakeOandaPrice high;
FakeOandaContext.FakeOandaPrice low;
if (open.Ask > close.Ask)
{
high = open;
low = close;
}
else
{
high = close;
low = open;
}
result[i++] = factory(d, open, high, low, close, (d.Hour + 120) * 200);
}
return(result);
}
public static FakeOandaContext.FakeOandaPrice CurrentPrice(this FakeOandaContext.FakeOandaInstrument instrument, DateTime time)
{
var diff = ((decimal)Math.Cos(2 * Math.PI * (time.Hour / 12.0))) * instrument.BaseAsk * 0.01m;
var ask = instrument.BaseAsk + diff;
var bid = instrument.BaseBid + diff;
var exp = (int)Math.Abs(Math.Log10(instrument.Precision));
return(new FakeOandaContext.FakeOandaPrice(instrument.Instrument, time, Math.Round(ask, exp), Math.Round(bid, exp)));
}