public void DoExperiment()
{
List <PriceCandle> all_data = ToolsPrice.GetPriceCandles();
// new DateTime(2016, 9, 3)
PlotLine2D line_plot_2d = new PlotLine2D();
for (int month_index = 1; month_index < 9; month_index++)
{
DateTimeUTC nfp_date = null;// ToolsTradingCalendarEvent.GetNFPDatetime(2016, month_index);
DateTimeUTC nfp_date_begin = nfp_date.AddMinutes(-100);
DateTimeUTC nfp_date_end = nfp_date.AddMinutes(100);
List <double> nfp_time = new List <double>();
List <double> nfp_bid = new List <double>();
double candle_time = 0;
double subtract = 0;
foreach (PriceCandle candle in all_data)
{
if ((nfp_date_begin <= candle.OpenTime) && (candle.OpenTime < nfp_date_end))
{
if (candle_time == 0)
{
subtract = candle.OpenBid;
}
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_bid.Add(candle.OpenBid);
nfp_bid.Add(candle.LowBid);
nfp_bid.Add(candle.HighBid);
nfp_bid.Add(candle.CloseBid);
candle_time++;
}
}
line_plot_2d.AddSeries(nfp_time, nfp_bid, Color.Black);
}
ToolsPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "nfp.png", line_plot_2d, 800, 800);
}
public static DateTimeUTC GetCloseTime(DateTimeUTC time, TimeScale time_scale)
{
DateTimeUTC open_time = GetOpenTime(time, time_scale);
switch (time_scale)
{
case TimeScale.Second1:
return(open_time.AddSeconds(1));
case TimeScale.Minute1:
return(open_time.AddMinutes(1));
case TimeScale.Minute15:
return(open_time.AddMinutes(15));
case TimeScale.Minute30:
return(open_time.AddMinutes(30));
case TimeScale.Hour1:
return(open_time.AddHours(1));
case TimeScale.Hour4:
return(open_time.AddHours(4));
case TimeScale.Day1:
return(open_time.AddDays(1));
case TimeScale.Week1:
return(open_time.AddDays(7));
case TimeScale.Month1:
return(open_time.AddMonths(1));
default:
throw new Exception("Unknown Timescale");
}
}