private static bool IsTransformationValid(PeriodOption inputPeriod, PeriodOption outputPeriod)
{
var inputInstance = inputPeriod.CreateInstance();
var outputInstance = outputPeriod.CreateInstance();
if (inputInstance is IIntradayPeriod input)
{
return(!(outputInstance is IIntradayPeriod output) || (input.NumberOfSecond < output.NumberOfSecond));
}
var input2 = inputInstance as IInterdayPeriod;
if (outputInstance is IIntradayPeriod output2)
{
return(false);
}
var output3 = outputInstance as IInterdayPeriod;
if (input2.OrderOfTransformation >= output3.OrderOfTransformation)
{
return(false);
}
return(true);
}
public static Equity Transform(this Equity sourceEquity, PeriodOption targetPeriod)
{
if (sourceEquity.Period == targetPeriod)
{
return(sourceEquity);
}
if (!IsTransformationValid(sourceEquity.Period, targetPeriod))
{
throw new InvalidTransformationException(sourceEquity.Period, targetPeriod);
}
var candles = new List <Candle>();
var periodInstance = targetPeriod.CreateInstance();
DateTime startTime = sourceEquity.First().DateTime;
while (startTime <= sourceEquity.Last().DateTime)
{
var nextStartTime = periodInstance.NextTimestamp(startTime);
if (periodInstance.IsTimestamp(startTime))
{
var candle = ComputeCandle(sourceEquity, startTime, nextStartTime);
if (candle != null)
{
candles.Add(candle);
}
}
startTime = nextStartTime;
}
return(new Equity(sourceEquity.Name, candles, targetPeriod));
}
