private static Candle ComputeCandle(Equity equity, DateTime startTime, DateTime endTime)
{
var candles = equity.Where(c => c.DateTime >= startTime && c.DateTime < endTime);
if (candles.Any())
{
var dateTime = candles.First().DateTime;
var open = candles.First().Open;
var high = candles.Max(stick => stick.High);
var low = candles.Min(stick => stick.Low);
var close = candles.Last().Close;
var volume = candles.Sum(stick => stick.Volume);
return(new Candle(dateTime, open, high, low, close, volume));
}
return(null);
}