public void ClearData()
{
DailyCandles.Clear();
MinuteData.Clear();
UnfilledGaps.Clear();
GapFibRetraceLevels = NewFibRetraceDictionary();
GapFibExtensionLevels = NewFibExtensionDictionary();
}
public void DeriveDailyFromMinute(Del counter)
{
DailyCandles.Clear();
foreach (var(date, minuteCandles) in MinuteData)
{
var cash = false;
double high = 0;
var low = double.PositiveInfinity;
double open = 0;
double close = 0;
double previousClose = 0;
var length = minuteCandles.Count;
var i = 0;
foreach (var candle in minuteCandles)
{
if (!cash && candle.IsCash)
{
open = (candle.AskOpen - candle.BidOpen) / 2 + candle.BidOpen;
cash = true;
}
if (candle.AskHigh > high && candle.IsCash)
{
high = candle.AskHigh;
}
if (candle.BidLow < low && candle.IsCash)
{
low = candle.BidLow;
}
if (cash && !candle.IsCash)
{
close = previousClose;
cash = false;
}
previousClose = (candle.AskClose - candle.BidClose) / 2 + candle.BidClose;
// Handle cash only list
i++;
if (i == length && candle.IsCash)
{
close = (candle.AskClose - candle.BidClose) / 2 + candle.BidClose;
}
}
if (close != 0)
{
var dailyCandle = new DailyCandle(date, open, high, low, close, 0);
DailyCandles.Add(dailyCandle);
counter();
}
}
}