/// <summary>
/// Returns a new NodesData with the nodes inside the range [start to end). See GetNodesWithNanos().
/// </summary>
/// <param name="start"></param>
/// <param name="end"></param>
/// <returns></returns>
public NodesData SliceSpawnWithNanos(long start, long end)
{
NodesData result = new NodesData();
List <Node> nodes = GetNodesWithNanos(start, end);
if (nodes.Count == 0)
{
throw new Exception("Returned zero nodes. Is that expected?");
}
if ((nodes[nodes.Count - 1].EndNano - nodes[0].StartNano) % NodeInterval != 0)
{
throw new Exception("NodeInterval won't divide cleanly into the difference between start and end.");
}
result.Start = nodes[0].StartNano;
result.End = nodes[nodes.Count - 1].EndNano;
result.NodeInterval = NodeInterval;
result.Nodes = nodes;
int checkCount = 0;
for (int n = 0; n < nodes.Count; n++)
{
if (!nodes[n].TradePriceEstimated && result.FirstNonEstimatedTradePrice == -1)
{
result.FirstNonEstimatedTradePrice = n;
checkCount++;
}
if (!nodes[n].BidPriceEstimated && result.FirstNonEstimatedBidPrice == -1)
{
result.FirstNonEstimatedBidPrice = n;
checkCount++;
}
if (!nodes[n].AskPriceEstimated && result.FirstNonEstimatedAskPrice == -1)
{
result.FirstNonEstimatedAskPrice = n;
checkCount++;
}
if (checkCount == 3)
{
break;
}
}
checkCount = 0;
for (int n = nodes.Count - 1; n >= 0; n--)
{
if (!nodes[n].TradePriceEstimated && result.LastNonEstimatedTradePrice == -1)
{
result.LastNonEstimatedTradePrice = n;
checkCount++;
}
if (!nodes[n].BidPriceEstimated && result.LastNonEstimatedBidPrice == -1)
{
result.LastNonEstimatedBidPrice = n;
checkCount++;
}
if (!nodes[n].AskPriceEstimated && result.LastNonEstimatedAskPrice == -1)
{
result.LastNonEstimatedAskPrice = n;
checkCount++;
}
if (checkCount == 3)
{
break;
}
}
return(result);
}
/*
* public int GetNodeIndexByStartNano(decimal start)
* {
* int index = (int)((start - Start) / NodeInterval); // works perfectly if no gaps
*
* decimal gapFactor = GetGapFactorByStartNano(start);
*
* int indexAdjustment = (int)(gapFactor / NodeInterval);
*
* index -= indexAdjustment;
*
* return index;
*
* }
*
* public decimal GetGapFactorByStartNano(decimal start)
* {
* decimal gapFactor = 0L;
*
* // this could potentially be reversed?
* for (int n = 0; n < Gaps.Count; n++)
* {
* if (start >= Gaps[n].Start)
* {
* gapFactor = Gaps[n].Missing;
* }
* else
* {
* break;
* }
* }
*
* return gapFactor;
* }
*/
public void AttachNodesData(NodesData attach)
{
DataMethods.AttachNodesData(attach, this);
ComputeGaps();
}